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

Performance

OD7F.DE vs. WTEJ.DE - Performance Comparison

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

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Different Trading Currencies

OD7F.DE is traded in USD, while WTEJ.DE is traded in EUR. To make them comparable, the WTEJ.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 73.70% return, which is significantly higher than WTEJ.DE's -4.88% 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%

WTEJ.DE

1D
1.89%
1M
13.55%
YTD
-4.88%
6M
-2.73%
1Y
-7.52%
3Y*
3.28%
5Y*
-7.33%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
OD7F.DE
WisdomTree WTI Crude Oil
73.70%-18.46%13.79%-2.17%31.69%81.53%-57.03%8.29%
WTEJ.DE
WisdomTree Cloud Computing UCITS ETF USD Acc
-4.89%-5.92%6.48%44.08%-52.91%-3.55%109.07%5.17%

Correlation

The correlation between OD7F.DE and WTEJ.DE is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.09

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

-0.01

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

0.05

Correlation (All Time)
Calculated using the full available price history since Nov 5, 2019

0.06

The correlation between OD7F.DE and WTEJ.DE shifts across timeframes, from -0.09 (1 year) to 0.06 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

OD7F.DE vs. WTEJ.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: 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

WTEJ.DE
WTEJ.DE Risk / Return Rank: 77
Overall Rank
WTEJ.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
WTEJ.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
WTEJ.DE Omega Ratio Rank: 77
Omega Ratio Rank
WTEJ.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
WTEJ.DE Martin Ratio Rank: 66
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. WTEJ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree WTI Crude Oil (OD7F.DE) and WisdomTree Cloud Computing UCITS ETF USD Acc (WTEJ.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.DEWTEJ.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.84

Sortino ratioReturn per unit of downside risk

+2.13

Omega ratioGain probability vs. loss probability

1.29

0.99

+0.30

Calmar ratioReturn relative to maximum drawdown

3.16

-0.21

+3.37

Martin ratioReturn relative to average drawdown

5.78

-0.50

+6.28

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

The current OD7F.DE Sharpe Ratio is 1.63, which is higher than the WTEJ.DE Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of OD7F.DE and WTEJ.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


OD7F.DEWTEJ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.63

-0.21

+1.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

-0.20

+0.77

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

0.13

-0.25

Drawdowns

OD7F.DE vs. WTEJ.DE - Drawdown Comparison

The maximum OD7F.DE drawdown since its inception was -96.85%, which is greater than WTEJ.DE's maximum drawdown of -64.90%. Use the drawdown chart below to compare losses from any high point for OD7F.DE and WTEJ.DE.


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Drawdown Indicators


OD7F.DEWTEJ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-96.85%

-64.90%

-31.95%

Max Drawdown (1Y)

Largest decline over 1 year

-21.95%

-35.08%

+13.13%

Max Drawdown (3Y)

Largest decline over 3 years

-31.01%

-41.89%

+10.88%

Max Drawdown (5Y)

Largest decline over 5 years

-38.39%

-64.90%

+26.51%

Max Drawdown (10Y)

Largest decline over 10 years

-82.12%

Current Drawdown

Current decline from peak

-75.99%

-48.36%

-27.63%

Average Drawdown

Average peak-to-trough decline

-74.19%

-37.93%

-36.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.02%

14.79%

-2.77%

Volatility

OD7F.DE vs. WTEJ.DE - Volatility Comparison

WisdomTree WTI Crude Oil (OD7F.DE) and WisdomTree Cloud Computing UCITS ETF USD Acc (WTEJ.DE) have volatilities of 15.02% and 15.76%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OD7F.DEWTEJ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.02%

15.76%

-0.74%

Volatility (6M)

Calculated over the trailing 6-month period

36.69%

32.00%

+4.69%

Volatility (1Y)

Calculated over the trailing 1-year period

42.55%

35.91%

+6.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.15%

36.32%

-0.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.65%

39.34%

-0.69%

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

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


Dividends

OD7F.DE vs. WTEJ.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


OD7F.DE and WTEJ.DE have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WTEJ.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WTEJ.DE is cheaper with a 0.40% expense ratio, compared with 0.49% for OD7F.DE.

OD7F.DE is categorized as Oil & Gas, while WTEJ.DE is Technology Equities. OD7F.DE tracks Bloomberg WTI Crude Oil Multi-Tenor Index, while WTEJ.DE tracks BVP Nasdaq Emerging Cloud. Their fees differ too: 0.49% for OD7F.DE and 0.40% for WTEJ.DE.

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