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OD7F.DE vs. CADUSD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

OD7F.DE vs. CADUSD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree WTI Crude Oil (OD7F.DE) and CAD/USD (CADUSD=X). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, OD7F.DE achieves a 73.70% return, which is significantly higher than CADUSD=X's -1.54% return. Over the past 10 years, OD7F.DE has outperformed CADUSD=X with an annualized return of 5.92%, while CADUSD=X has yielded a comparatively lower -0.89% annualized return.


OD7F.DE

1D
-2.68%
1M
4.24%
YTD
73.70%
6M
68.06%
1Y
67.40%
3Y*
18.64%
5Y*
21.03%
10Y*
5.92%

CADUSD=X

1D
-0.25%
1M
-2.20%
YTD
-1.54%
6M
-0.87%
1Y
-1.90%
3Y*
-1.30%
5Y*
-2.84%
10Y*
-0.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OD7F.DE vs. CADUSD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OD7F.DE
WisdomTree WTI Crude Oil
73.70%-18.46%13.79%-2.17%31.69%81.53%-57.03%40.41%-18.19%-9.32%
CADUSD=X
CAD/USD
-1.54%4.79%-7.90%2.28%-6.69%0.74%2.00%4.99%-7.77%6.90%

Correlation

The correlation between OD7F.DE and CADUSD=X is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.15

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

-0.03

Correlation (5Y)
Calculated over the trailing 5-year period

0.09

Correlation (10Y)
Calculated over the trailing 10-year period

0.18

Correlation (All Time)
Calculated using the full available price history since May 8, 2009

0.21

The correlation between OD7F.DE and CADUSD=X shifts across timeframes, from -0.15 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

OD7F.DE vs. CADUSD=X — Risk / Return Rank

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

OD7F.DE
OD7F.DE Risk / Return Rank: 4747
Overall Rank
OD7F.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
OD7F.DE Sortino Ratio Rank: 4141
Sortino Ratio Rank
OD7F.DE Omega Ratio Rank: 4747
Omega Ratio Rank
OD7F.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
OD7F.DE Martin Ratio Rank: 3737
Martin Ratio Rank

CADUSD=X
CADUSD=X Risk / Return Rank: 2828
Overall Rank
CADUSD=X Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
CADUSD=X Sortino Ratio Rank: 2828
Sortino Ratio Rank
CADUSD=X Omega Ratio Rank: 2929
Omega Ratio Rank
CADUSD=X Calmar Ratio Rank: 2727
Calmar Ratio Rank
CADUSD=X Martin Ratio Rank: 2626
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.

OD7F.DE vs. CADUSD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree WTI Crude Oil (OD7F.DE) and CAD/USD (CADUSD=X). 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.


OD7F.DECADUSD=XDifference
Sharpe ratioReturn per unit of total volatility

+2.01

Sortino ratioReturn per unit of downside risk

+2.61

Omega ratioGain probability vs. loss probability

1.29

0.94

+0.35

Calmar ratioReturn relative to maximum drawdown

3.16

-0.40

+3.55

Martin ratioReturn relative to average drawdown

5.78

-0.77

+6.55

OD7F.DE vs. CADUSD=X - Sharpe Ratio Comparison

The current OD7F.DE Sharpe Ratio is 1.63, which is higher than the CADUSD=X Sharpe Ratio of -0.38. The chart below compares the historical Sharpe Ratios of OD7F.DE and CADUSD=X, 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


OD7F.DECADUSD=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.63

-0.38

+2.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

-0.42

+0.99

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

-0.12

+0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.12

-0.07

-0.05

Drawdowns

OD7F.DE vs. CADUSD=X - Drawdown Comparison

The maximum OD7F.DE drawdown since its inception was -96.85%, which is greater than CADUSD=X's maximum drawdown of -35.27%. Use the drawdown chart below to compare losses from any high point for OD7F.DE and CADUSD=X.


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Drawdown Indicators


OD7F.DECADUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-96.85%

-35.27%

-61.58%

Max Drawdown (1Y)

Largest decline over 1 year

-21.95%

-3.87%

-18.08%

Max Drawdown (3Y)

Largest decline over 3 years

-31.01%

-9.73%

-21.28%

Max Drawdown (5Y)

Largest decline over 5 years

-38.39%

-16.82%

-21.57%

Max Drawdown (10Y)

Largest decline over 10 years

-82.12%

-17.16%

-64.96%

Current Drawdown

Current decline from peak

-75.99%

-32.32%

-43.67%

Average Drawdown

Average peak-to-trough decline

-74.19%

-21.29%

-52.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.02%

1.62%

+10.40%

Volatility

OD7F.DE vs. CADUSD=X - Volatility Comparison

WisdomTree WTI Crude Oil (OD7F.DE) has a higher volatility of 15.02% compared to CAD/USD (CADUSD=X) at 0.78%. This indicates that OD7F.DE's price experiences larger fluctuations and is considered to be riskier than CADUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OD7F.DECADUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.02%

0.78%

+14.24%

Volatility (6M)

Calculated over the trailing 6-month period

36.69%

3.03%

+33.66%

Volatility (1Y)

Calculated over the trailing 1-year period

42.55%

4.04%

+38.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.15%

5.82%

+30.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.65%

6.22%

+32.43%

Frequently Asked Questions


OD7F.DE and CADUSD=X have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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