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MTVR.DE vs. WTI2.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MTVR.DE vs. WTI2.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in L&G Metaverse ESG Exclusions UCITS ETF USD Accumulating (MTVR.DE) and WisdomTree Artificial Intelligence UCITS ETF USD Acc (WTI2.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MTVR.DE achieves a 72.46% return, which is significantly higher than WTI2.DE's 49.52% return.


MTVR.DE

1D
-3.30%
1M
18.95%
YTD
72.46%
6M
74.69%
1Y
123.79%
3Y*
48.38%
5Y*
10Y*

WTI2.DE

1D
-0.85%
1M
17.78%
YTD
49.52%
6M
47.97%
1Y
85.59%
3Y*
30.72%
5Y*
17.06%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MTVR.DE vs. WTI2.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
MTVR.DE
L&G Metaverse ESG Exclusions UCITS ETF USD Accumulating
72.46%23.08%29.91%63.34%-13.25%
WTI2.DE
WisdomTree Artificial Intelligence UCITS ETF USD Acc
49.52%9.72%18.67%52.33%-13.06%

Correlation

The correlation between MTVR.DE and WTI2.DE is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.88

Correlation (3Y)
Calculated over the trailing 3-year period

0.89

Correlation (All Time)
Calculated using the full available price history since Sep 8, 2022

0.90

The correlation between MTVR.DE and WTI2.DE has been stable across timeframes, ranging from 0.88 to 0.90 - a consistent structural relationship.

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Return for Risk

MTVR.DE vs. WTI2.DE — Risk / Return Rank

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

MTVR.DE
MTVR.DE Risk / Return Rank: 9696
Overall Rank
MTVR.DE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
MTVR.DE Sortino Ratio Rank: 9696
Sortino Ratio Rank
MTVR.DE Omega Ratio Rank: 9595
Omega Ratio Rank
MTVR.DE Calmar Ratio Rank: 9696
Calmar Ratio Rank
MTVR.DE Martin Ratio Rank: 9696
Martin Ratio Rank

WTI2.DE
WTI2.DE Risk / Return Rank: 8888
Overall Rank
WTI2.DE Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
WTI2.DE Sortino Ratio Rank: 8787
Sortino Ratio Rank
WTI2.DE Omega Ratio Rank: 8383
Omega Ratio Rank
WTI2.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
WTI2.DE Martin Ratio Rank: 8888
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.

MTVR.DE vs. WTI2.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Metaverse ESG Exclusions UCITS ETF USD Accumulating (MTVR.DE) and WisdomTree Artificial Intelligence UCITS ETF USD Acc (WTI2.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.


MTVR.DEWTI2.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.55

Sortino ratioReturn per unit of downside risk

+1.44

Omega ratioGain probability vs. loss probability

1.70

1.50

+0.20

Calmar ratioReturn relative to maximum drawdown

9.91

5.80

+4.11

Martin ratioReturn relative to average drawdown

36.18

18.86

+17.32

MTVR.DE vs. WTI2.DE - Sharpe Ratio Comparison

The current MTVR.DE Sharpe Ratio is 4.86, which is higher than the WTI2.DE Sharpe Ratio of 3.32. The chart below compares the historical Sharpe Ratios of MTVR.DE and WTI2.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


MTVR.DEWTI2.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.86

3.32

+1.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

1.72

0.92

+0.80

Drawdowns

MTVR.DE vs. WTI2.DE - Drawdown Comparison

The maximum MTVR.DE drawdown since its inception was -30.86%, smaller than the maximum WTI2.DE drawdown of -40.18%. Use the drawdown chart below to compare losses from any high point for MTVR.DE and WTI2.DE.


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Drawdown Indicators


MTVR.DEWTI2.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.86%

-40.18%

+9.32%

Max Drawdown (1Y)

Largest decline over 1 year

-12.65%

-15.08%

+2.43%

Max Drawdown (3Y)

Largest decline over 3 years

-30.86%

-35.27%

+4.41%

Max Drawdown (5Y)

Largest decline over 5 years

-40.18%

Current Drawdown

Current decline from peak

-3.30%

-1.11%

-2.19%

Average Drawdown

Average peak-to-trough decline

-5.32%

-11.09%

+5.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.47%

4.65%

-1.18%

Volatility

MTVR.DE vs. WTI2.DE - Volatility Comparison

L&G Metaverse ESG Exclusions UCITS ETF USD Accumulating (MTVR.DE) has a higher volatility of 10.70% compared to WisdomTree Artificial Intelligence UCITS ETF USD Acc (WTI2.DE) at 9.87%. This indicates that MTVR.DE's price experiences larger fluctuations and is considered to be riskier than WTI2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MTVR.DEWTI2.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.70%

9.87%

+0.83%

Volatility (6M)

Calculated over the trailing 6-month period

19.34%

19.17%

+0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

25.77%

26.36%

-0.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.35%

26.39%

-1.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.35%

26.77%

-1.42%

MTVR.DE vs. WTI2.DE - Expense Ratio Comparison

MTVR.DE has a 0.39% expense ratio, which is lower than WTI2.DE's 0.40% expense ratio.


Dividends

MTVR.DE vs. WTI2.DE - Dividend Comparison

Neither MTVR.DE nor WTI2.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


MTVR.DE and WTI2.DE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MTVR.DE is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MTVR.DE is cheaper with a 0.39% expense ratio, compared with 0.40% for WTI2.DE.

MTVR.DE tracks iStoxx Access Metaverse, while WTI2.DE tracks Nasdaq CTA Artificial Intelligence. They also come from different issuers: Legal & General and WisdomTree. Their fees differ too: 0.39% for MTVR.DE and 0.40% for WTI2.DE.

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