PortfoliosLab logoPortfoliosLab logo
M9SA.DE vs. WTEH.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

M9SA.DE vs. WTEH.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Market Access Rogers International Commodity UCITS ETF (M9SA.DE) and WisdomTree Enhanced Commodity UCITS ETF (EUR Hedged) Acc (WTEH.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

M9SA.DE vs. WTEH.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
M9SA.DE
Market Access Rogers International Commodity UCITS ETF
30.58%-4.38%10.96%-8.16%23.00%52.58%8.17%
WTEH.DE
WisdomTree Enhanced Commodity UCITS ETF (EUR Hedged) Acc
26.23%14.12%1.38%-8.99%8.44%27.25%5.11%

Returns By Period

In the year-to-date period, M9SA.DE achieves a 30.58% return, which is significantly higher than WTEH.DE's 26.23% return.


M9SA.DE

1D
2.40%
1M
13.67%
YTD
30.58%
6M
35.98%
1Y
23.50%
3Y*
9.98%
5Y*
15.44%
10Y*
8.98%

WTEH.DE

1D
1.77%
1M
9.52%
YTD
26.23%
6M
33.45%
1Y
34.71%
3Y*
11.09%
5Y*
11.46%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


M9SA.DE vs. WTEH.DE - Expense Ratio Comparison

M9SA.DE has a 0.60% expense ratio, which is higher than WTEH.DE's 0.35% expense ratio.


Return for Risk

M9SA.DE vs. WTEH.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

M9SA.DE
M9SA.DE Risk / Return Rank: 6262
Overall Rank
M9SA.DE Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
M9SA.DE Sortino Ratio Rank: 5555
Sortino Ratio Rank
M9SA.DE Omega Ratio Rank: 5757
Omega Ratio Rank
M9SA.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
M9SA.DE Martin Ratio Rank: 5353
Martin Ratio Rank

WTEH.DE
WTEH.DE Risk / Return Rank: 9393
Overall Rank
WTEH.DE Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
WTEH.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
WTEH.DE Omega Ratio Rank: 9191
Omega Ratio Rank
WTEH.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
WTEH.DE Martin Ratio Rank: 9393
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

M9SA.DE vs. WTEH.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Market Access Rogers International Commodity UCITS ETF (M9SA.DE) and WisdomTree Enhanced Commodity UCITS ETF (EUR Hedged) Acc (WTEH.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


M9SA.DEWTEH.DEDifference

Sharpe ratio

Return per unit of total volatility

1.10

2.21

-1.11

Sortino ratio

Return per unit of downside risk

1.52

2.91

-1.40

Omega ratio

Gain probability vs. loss probability

1.22

1.42

-0.19

Calmar ratio

Return relative to maximum drawdown

3.40

6.43

-3.03

Martin ratio

Return relative to average drawdown

6.56

15.82

-9.26

M9SA.DE vs. WTEH.DE - Sharpe Ratio Comparison

The current M9SA.DE Sharpe Ratio is 1.10, which is lower than the WTEH.DE Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of M9SA.DE and WTEH.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


M9SA.DEWTEH.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

2.21

-1.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

0.75

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.87

-0.80

Correlation

The correlation between M9SA.DE and WTEH.DE is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

M9SA.DE vs. WTEH.DE - Dividend Comparison

Neither M9SA.DE nor WTEH.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

M9SA.DE vs. WTEH.DE - Drawdown Comparison

The maximum M9SA.DE drawdown since its inception was -68.53%, which is greater than WTEH.DE's maximum drawdown of -28.22%. Use the drawdown chart below to compare losses from any high point for M9SA.DE and WTEH.DE.


Loading graphics...

Drawdown Indicators


M9SA.DEWTEH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-68.53%

-28.22%

-40.31%

Max Drawdown (1Y)

Largest decline over 1 year

-8.98%

-6.11%

-2.87%

Max Drawdown (5Y)

Largest decline over 5 years

-27.06%

-28.22%

+1.16%

Max Drawdown (10Y)

Largest decline over 10 years

-42.54%

Current Drawdown

Current decline from peak

-0.52%

0.00%

-0.52%

Average Drawdown

Average peak-to-trough decline

-33.94%

-15.04%

-18.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.66%

2.41%

+2.25%

Volatility

M9SA.DE vs. WTEH.DE - Volatility Comparison

Market Access Rogers International Commodity UCITS ETF (M9SA.DE) has a higher volatility of 12.58% compared to WisdomTree Enhanced Commodity UCITS ETF (EUR Hedged) Acc (WTEH.DE) at 7.21%. This indicates that M9SA.DE's price experiences larger fluctuations and is considered to be riskier than WTEH.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


M9SA.DEWTEH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.58%

7.21%

+5.37%

Volatility (6M)

Calculated over the trailing 6-month period

16.90%

12.97%

+3.93%

Volatility (1Y)

Calculated over the trailing 1-year period

21.25%

15.60%

+5.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.86%

15.30%

+3.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.96%

15.18%

+2.78%