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

Performance

OD7F.DE vs. NU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree WTI Crude Oil (OD7F.DE) and Nu Holdings Ltd. (NU). 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 NU's -28.49% 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%

NU

1D
-1.24%
1M
-17.33%
YTD
-28.49%
6M
-28.32%
1Y
-1.16%
3Y*
18.85%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

OD7F.DE vs. NU - Yearly Performance Comparison


2026 (YTD)20252024202320222021
OD7F.DE
WisdomTree WTI Crude Oil
73.70%-18.46%13.79%-2.17%31.69%5.56%
NU
Nu Holdings Ltd.
-28.49%61.58%24.37%104.67%-56.61%-9.20%

Correlation

The correlation between OD7F.DE and NU is -0.19, 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

-0.19

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

-0.04

Correlation (All Time)
Calculated using the full available price history since Dec 10, 2021

-0.03

The correlation between OD7F.DE and NU shifts across timeframes, from -0.19 (1 year) to -0.03 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

OD7F.DE vs. NU — 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

NU
NU Risk / Return Rank: 3939
Overall Rank
NU Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
NU Sortino Ratio Rank: 3636
Sortino Ratio Rank
NU Omega Ratio Rank: 3636
Omega Ratio Rank
NU Calmar Ratio Rank: 4141
Calmar Ratio Rank
NU Martin Ratio Rank: 4040
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. NU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree WTI Crude Oil (OD7F.DE) and Nu Holdings Ltd. (NU). 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.DENUDifference
Sharpe ratioReturn per unit of total volatility

+1.66

Sortino ratioReturn per unit of downside risk

+1.85

Omega ratioGain probability vs. loss probability

1.29

1.03

+0.26

Calmar ratioReturn relative to maximum drawdown

3.16

-0.03

+3.19

Martin ratioReturn relative to average drawdown

5.78

-0.08

+5.86

OD7F.DE vs. NU - Sharpe Ratio Comparison

The current OD7F.DE Sharpe Ratio is 1.63, which is higher than the NU Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of OD7F.DE and NU, 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.DENUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.63

-0.03

+1.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.12

0.06

-0.18

Drawdowns

OD7F.DE vs. NU - Drawdown Comparison

The maximum OD7F.DE drawdown since its inception was -96.85%, which is greater than NU's maximum drawdown of -72.07%. Use the drawdown chart below to compare losses from any high point for OD7F.DE and NU.


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Drawdown Indicators


OD7F.DENUDifference

Max Drawdown

Largest peak-to-trough decline

-96.85%

-72.07%

-24.78%

Max Drawdown (1Y)

Largest decline over 1 year

-21.95%

-37.95%

+16.00%

Max Drawdown (3Y)

Largest decline over 3 years

-31.01%

-39.58%

+8.57%

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

-75.99%

-36.19%

-39.80%

Average Drawdown

Average peak-to-trough decline

-74.19%

-29.76%

-44.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.02%

14.49%

-2.47%

Volatility

OD7F.DE vs. NU - Volatility Comparison

WisdomTree WTI Crude Oil (OD7F.DE) has a higher volatility of 15.02% compared to Nu Holdings Ltd. (NU) at 14.07%. This indicates that OD7F.DE's price experiences larger fluctuations and is considered to be riskier than NU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OD7F.DENUDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.02%

14.07%

+0.95%

Volatility (6M)

Calculated over the trailing 6-month period

36.69%

28.77%

+7.92%

Volatility (1Y)

Calculated over the trailing 1-year period

42.55%

38.92%

+3.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.15%

58.44%

-22.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.65%

58.44%

-19.79%

Dividends

OD7F.DE vs. NU - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


OD7F.DE and NU have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for OD7F.DE and NU

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