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OD7F.DE vs. EUDF.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OD7F.DE vs. EUDF.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree WTI Crude Oil (OD7F.DE) and WisdomTree Europe Defence UCITS ETF - EUR Acc (EUDF.DE). The values are adjusted to include any dividend payments, if applicable.

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OD7F.DE vs. EUDF.DE - Yearly Performance Comparison


2026 (YTD)2025
OD7F.DE
WisdomTree WTI Crude Oil
56.49%-11.20%
EUDF.DE
WisdomTree Europe Defence UCITS ETF - EUR Acc
12.88%27.56%
Different Trading Currencies

OD7F.DE is traded in USD, while EUDF.DE is traded in EUR. To make them comparable, the EUDF.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, OD7F.DE achieves a 56.49% return, which is significantly higher than EUDF.DE's 12.88% 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%

EUDF.DE

1D
6.27%
1M
-2.38%
YTD
12.88%
6M
0.14%
1Y
38.46%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OD7F.DE vs. EUDF.DE - Expense Ratio Comparison

OD7F.DE has a 0.49% expense ratio, which is higher than EUDF.DE's 0.40% expense ratio.


Return for Risk

OD7F.DE vs. EUDF.DE — 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: 3535
Overall Rank
OD7F.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
OD7F.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
OD7F.DE Omega Ratio Rank: 3535
Omega Ratio Rank
OD7F.DE Calmar Ratio Rank: 4242
Calmar Ratio Rank
OD7F.DE Martin Ratio Rank: 2525
Martin Ratio Rank

EUDF.DE
EUDF.DE Risk / Return Rank: 5050
Overall Rank
EUDF.DE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
EUDF.DE Sortino Ratio Rank: 5151
Sortino Ratio Rank
EUDF.DE Omega Ratio Rank: 4242
Omega Ratio Rank
EUDF.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
EUDF.DE Martin Ratio Rank: 4444
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. EUDF.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree WTI Crude Oil (OD7F.DE) and WisdomTree Europe Defence UCITS ETF - EUR Acc (EUDF.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.


OD7F.DEEUDF.DEDifference

Sharpe ratio

Return per unit of total volatility

0.70

1.19

-0.49

Sortino ratio

Return per unit of downside risk

1.16

1.69

-0.53

Omega ratio

Gain probability vs. loss probability

1.16

1.21

-0.06

Calmar ratio

Return relative to maximum drawdown

1.29

2.07

-0.78

Martin ratio

Return relative to average drawdown

2.30

5.64

-3.34

OD7F.DE vs. EUDF.DE - Sharpe Ratio Comparison

The current OD7F.DE Sharpe Ratio is 0.70, which is lower than the EUDF.DE Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of OD7F.DE and EUDF.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.


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Sharpe Ratios by Period


OD7F.DEEUDF.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

1.19

-0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.14

1.27

-1.41

Correlation

The correlation between OD7F.DE and EUDF.DE is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

OD7F.DE vs. EUDF.DE - Dividend Comparison

Neither OD7F.DE nor EUDF.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

OD7F.DE vs. EUDF.DE - Drawdown Comparison

The maximum OD7F.DE drawdown since its inception was -96.85%, which is greater than EUDF.DE's maximum drawdown of -19.82%. Use the drawdown chart below to compare losses from any high point for OD7F.DE and EUDF.DE.


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Drawdown Indicators


OD7F.DEEUDF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-96.85%

-18.51%

-78.34%

Max Drawdown (1Y)

Largest decline over 1 year

-22.79%

-18.51%

-4.28%

Max Drawdown (5Y)

Largest decline over 5 years

-38.39%

Max Drawdown (10Y)

Largest decline over 10 years

-82.12%

Current Drawdown

Current decline from peak

-78.37%

-4.11%

-74.26%

Average Drawdown

Average peak-to-trough decline

-74.16%

-5.78%

-68.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.31%

7.20%

+5.11%

Volatility

OD7F.DE vs. EUDF.DE - Volatility Comparison

WisdomTree WTI Crude Oil (OD7F.DE) has a higher volatility of 21.81% compared to WisdomTree Europe Defence UCITS ETF - EUR Acc (EUDF.DE) at 12.40%. This indicates that OD7F.DE's price experiences larger fluctuations and is considered to be riskier than EUDF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OD7F.DEEUDF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.81%

12.40%

+9.41%

Volatility (6M)

Calculated over the trailing 6-month period

28.98%

21.63%

+7.35%

Volatility (1Y)

Calculated over the trailing 1-year period

39.06%

32.26%

+6.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.76%

32.29%

+2.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.18%

32.29%

+5.89%