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META.L vs. NICK.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

META.L vs. NICK.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Industrial Metals Enhanced (META.L) and WisdomTree Nickel (NICK.L). The values are adjusted to include any dividend payments, if applicable.

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META.L vs. NICK.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
META.L
WisdomTree Industrial Metals Enhanced
1.36%16.98%3.79%-8.15%16.29%
NICK.L
WisdomTree Nickel
2.48%6.27%-8.39%-46.66%43.31%

Returns By Period

In the year-to-date period, META.L achieves a 1.36% return, which is significantly lower than NICK.L's 2.48% return.


META.L

1D
0.21%
1M
-3.49%
YTD
1.36%
6M
13.24%
1Y
16.80%
3Y*
4.74%
5Y*
10Y*

NICK.L

1D
0.70%
1M
0.17%
YTD
2.48%
6M
12.25%
1Y
4.35%
3Y*
-11.47%
5Y*
-0.02%
10Y*
5.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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META.L vs. NICK.L - Expense Ratio Comparison

META.L has a 0.40% expense ratio, which is lower than NICK.L's 0.49% expense ratio.


Return for Risk

META.L vs. NICK.L — Risk / Return Rank

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

META.L
META.L Risk / Return Rank: 5757
Overall Rank
META.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
META.L Sortino Ratio Rank: 5454
Sortino Ratio Rank
META.L Omega Ratio Rank: 4747
Omega Ratio Rank
META.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
META.L Martin Ratio Rank: 6262
Martin Ratio Rank

NICK.L
NICK.L Risk / Return Rank: 1818
Overall Rank
NICK.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
NICK.L Sortino Ratio Rank: 1717
Sortino Ratio Rank
NICK.L Omega Ratio Rank: 1616
Omega Ratio Rank
NICK.L Calmar Ratio Rank: 2121
Calmar Ratio Rank
NICK.L Martin Ratio Rank: 1818
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.

META.L vs. NICK.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Industrial Metals Enhanced (META.L) and WisdomTree Nickel (NICK.L). 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.


META.LNICK.LDifference

Sharpe ratio

Return per unit of total volatility

1.03

0.17

+0.86

Sortino ratio

Return per unit of downside risk

1.48

0.45

+1.03

Omega ratio

Gain probability vs. loss probability

1.19

1.06

+0.13

Calmar ratio

Return relative to maximum drawdown

1.91

0.47

+1.44

Martin ratio

Return relative to average drawdown

6.72

0.93

+5.80

META.L vs. NICK.L - Sharpe Ratio Comparison

The current META.L Sharpe Ratio is 1.03, which is higher than the NICK.L Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of META.L and NICK.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


META.LNICK.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

0.17

+0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

-0.10

+0.53

Correlation

The correlation between META.L and NICK.L is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

META.L vs. NICK.L - Dividend Comparison

Neither META.L nor NICK.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

META.L vs. NICK.L - Drawdown Comparison

The maximum META.L drawdown since its inception was -20.21%, smaller than the maximum NICK.L drawdown of -87.80%. Use the drawdown chart below to compare losses from any high point for META.L and NICK.L.


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Drawdown Indicators


META.LNICK.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.21%

-87.80%

+67.59%

Max Drawdown (1Y)

Largest decline over 1 year

-9.25%

-12.17%

+2.92%

Max Drawdown (5Y)

Largest decline over 5 years

-71.83%

Max Drawdown (10Y)

Largest decline over 10 years

-71.83%

Current Drawdown

Current decline from peak

-5.74%

-76.47%

+70.73%

Average Drawdown

Average peak-to-trough decline

-10.31%

-70.06%

+59.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

5.74%

-3.18%

Volatility

META.L vs. NICK.L - Volatility Comparison

The current volatility for WisdomTree Industrial Metals Enhanced (META.L) is 5.41%, while WisdomTree Nickel (NICK.L) has a volatility of 5.94%. This indicates that META.L experiences smaller price fluctuations and is considered to be less risky than NICK.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


META.LNICK.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.41%

5.94%

-0.53%

Volatility (6M)

Calculated over the trailing 6-month period

12.98%

21.80%

-8.82%

Volatility (1Y)

Calculated over the trailing 1-year period

16.19%

25.66%

-9.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.70%

44.20%

-26.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.70%

36.48%

-18.78%