OD7F.DE vs. CADUSD=X

Last updated Apr 2, 2026

Compare and contrast key facts about WisdomTree WTI Crude Oil (OD7F.DE) and CAD/USD (CADUSD=X).

OD7F.DE is a passively managed fund by WisdomTree that tracks the performance of the Bloomberg WTI Crude Oil Multi-Tenor Index. It was launched on Sep 27, 2006.

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.

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
OD7F.DE WisdomTree WTI Crude Oil	56.49%	-18.46%	13.79%	-2.17%	31.69%	81.53%	-57.03%	40.41%	-18.19%	-9.32%
CADUSD=X CAD/USD	-1.17%	4.79%	-7.90%	2.28%	-6.69%	0.74%	2.00%	4.99%	-7.77%	6.90%

Returns By Period

In the year-to-date period, OD7F.DE achieves a 56.49% return, which is significantly higher than CADUSD=X's -1.17% return. Over the past 10 years, OD7F.DE has outperformed CADUSD=X with an annualized return of 7.39%, while CADUSD=X has yielded a comparatively lower -0.64% annualized return.

OD7F.DE

• 1D: -7.04%
• 1M: 27.70%
• YTD: 56.49%
• 6M: 49.16%
• 1Y: 27.52%
• 3Y*: 14.34%
• 5Y*: 21.23%
• 10Y*: 7.39%

CADUSD=X

• 1D: 0.11%
• 1M: -1.49%
• YTD: -1.17%
• 6M: 0.36%
• 1Y: 2.97%
• 3Y*: -0.95%
• 5Y*: -1.96%
• 10Y*: -0.64%

*Multi-year figures are annualized to reflect compound growth (CAGR)

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: 35
OD7F.DE Sharpe Ratio Rank: 34
OD7F.DE Sortino Ratio Rank: 37
OD7F.DE Omega Ratio Rank: 35
OD7F.DE Calmar Ratio Rank: 42
OD7F.DE Martin Ratio Rank: 25

CADUSD=X

CADUSD=X Risk / Return Rank: 48
CADUSD=X Sharpe Ratio Rank: 63
CADUSD=X Sortino Ratio Rank: 64
CADUSD=X Omega Ratio Rank: 62
CADUSD=X Calmar Ratio Rank: 26
CADUSD=X Martin Ratio Rank: 26

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.DE	CADUSD=X	Difference
Sharpe ratio Return per unit of total volatility	0.70	0.51	+0.19
Sortino ratio Return per unit of downside risk	1.16	0.83	+0.33
Omega ratio Gain probability vs. loss probability	1.16	1.10	+0.06
Calmar ratio Return relative to maximum drawdown	1.29	-0.40	+1.69
Martin ratio Return relative to average drawdown	2.30	-0.77	+3.07
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current OD7F.DE Sharpe Ratio is 0.70, which is higher than the CADUSD=X Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of OD7F.DE and CADUSD=X, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	OD7F.DE	CADUSD=X	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.70	0.51	+0.19
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.60	-0.29	+0.89
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.19	-0.09	+0.28
Sharpe Ratio (All Time) Calculated using the full available price history	-0.14	-0.04	-0.10

Correlation

The correlation between OD7F.DE and CADUSD=X is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

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.

Drawdown Indicators

	OD7F.DE	CADUSD=X	Difference
Max Drawdown Largest peak-to-trough decline	-96.85%	-35.27%	-61.58%
Max Drawdown (1Y) Largest decline over 1 year	-22.79%	-3.87%	-18.92%
Max Drawdown (5Y) Largest decline over 5 years	-38.39%	-17.16%	-21.23%
Max Drawdown (10Y) Largest decline over 10 years	-82.12%	-17.16%	-64.96%
Current Drawdown Current decline from peak	-78.37%	-32.06%	-46.31%
Average Drawdown Average peak-to-trough decline	-74.16%	-20.96%	-53.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.31%	2.01%	+10.30%

Volatility

OD7F.DE vs. CADUSD=X - Volatility Comparison

WisdomTree WTI Crude Oil (OD7F.DE) has a higher volatility of 21.81% compared to CAD/USD (CADUSD=X) at 0.92%. 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.

Volatility by Period

	OD7F.DE	CADUSD=X	Difference
Volatility (1M) Calculated over the trailing 1-month period	21.81%	0.92%	+20.89%
Volatility (6M) Calculated over the trailing 6-month period	28.98%	3.16%	+25.82%
Volatility (1Y) Calculated over the trailing 1-year period	39.06%	4.70%	+34.36%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.76%	5.87%	+28.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	38.18%	6.33%	+31.85%