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OD7F.DE vs. XMCX.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OD7F.DE vs. XMCX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree WTI Crude Oil (OD7F.DE) and Xtrackers FTSE 250 UCITS ETF 1D (XMCX.L). 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 XMCX.L is traded in GBp. To make them comparable, the XMCX.L 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 XMCX.L's 3.57% return. Over the past 10 years, OD7F.DE has outperformed XMCX.L with an annualized return of 5.92%, while XMCX.L has yielded a comparatively lower 1.61% 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%

XMCX.L

1D
0.69%
1M
2.54%
YTD
3.57%
6M
6.78%
1Y
8.79%
3Y*
8.99%
5Y*
-1.25%
10Y*
1.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OD7F.DE vs. XMCX.L - 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%
XMCX.L
Xtrackers FTSE 250 UCITS ETF 1D
3.58%17.05%1.70%9.17%-29.56%13.59%-5.94%29.37%-21.16%25.13%

Correlation

The correlation between OD7F.DE and XMCX.L is -0.40, 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

-0.40

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

-0.17

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

-0.03

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

0.08

Correlation (All Time)
Calculated using the full available price history since Oct 2, 2007

0.17

The correlation between OD7F.DE and XMCX.L shifts across timeframes, from -0.40 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

OD7F.DE vs. XMCX.L — 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

XMCX.L
XMCX.L Risk / Return Rank: 2222
Overall Rank
XMCX.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
XMCX.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
XMCX.L Omega Ratio Rank: 2323
Omega Ratio Rank
XMCX.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
XMCX.L Martin Ratio Rank: 2323
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. XMCX.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree WTI Crude Oil (OD7F.DE) and Xtrackers FTSE 250 UCITS ETF 1D (XMCX.L). 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.DEXMCX.LDifference
Sharpe ratioReturn per unit of total volatility

+1.05

Sortino ratioReturn per unit of downside risk

+1.15

Omega ratioGain probability vs. loss probability

1.29

1.11

+0.18

Calmar ratioReturn relative to maximum drawdown

3.16

0.59

+2.57

Martin ratioReturn relative to average drawdown

5.78

1.93

+3.84

OD7F.DE vs. XMCX.L - Sharpe Ratio Comparison

The current OD7F.DE Sharpe Ratio is 1.63, which is higher than the XMCX.L Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of OD7F.DE and XMCX.L, 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.DEXMCX.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.63

0.58

+1.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

-0.07

+0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

0.08

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.12

0.07

-0.19

Drawdowns

OD7F.DE vs. XMCX.L - Drawdown Comparison

The maximum OD7F.DE drawdown since its inception was -96.85%, which is greater than XMCX.L's maximum drawdown of -65.89%. Use the drawdown chart below to compare losses from any high point for OD7F.DE and XMCX.L.


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Drawdown Indicators


OD7F.DEXMCX.LDifference

Max Drawdown

Largest peak-to-trough decline

-96.85%

-65.89%

-30.96%

Max Drawdown (1Y)

Largest decline over 1 year

-21.95%

-15.03%

-6.92%

Max Drawdown (3Y)

Largest decline over 3 years

-31.01%

-20.64%

-10.37%

Max Drawdown (5Y)

Largest decline over 5 years

-38.39%

-45.93%

+7.54%

Max Drawdown (10Y)

Largest decline over 10 years

-82.12%

-50.00%

-32.12%

Current Drawdown

Current decline from peak

-75.99%

-9.86%

-66.13%

Average Drawdown

Average peak-to-trough decline

-74.19%

-19.47%

-54.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.02%

4.55%

+7.47%

Volatility

OD7F.DE vs. XMCX.L - Volatility Comparison

WisdomTree WTI Crude Oil (OD7F.DE) has a higher volatility of 15.02% compared to Xtrackers FTSE 250 UCITS ETF 1D (XMCX.L) at 4.41%. This indicates that OD7F.DE's price experiences larger fluctuations and is considered to be riskier than XMCX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OD7F.DEXMCX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.02%

4.41%

+10.61%

Volatility (6M)

Calculated over the trailing 6-month period

36.69%

11.72%

+24.97%

Volatility (1Y)

Calculated over the trailing 1-year period

42.55%

15.17%

+27.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.15%

19.18%

+16.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.65%

20.94%

+17.71%

OD7F.DE vs. XMCX.L - Expense Ratio Comparison

OD7F.DE has a 0.49% expense ratio, which is higher than XMCX.L's 0.15% expense ratio.


Dividends

OD7F.DE vs. XMCX.L - Dividend Comparison

OD7F.DE has not paid dividends to shareholders, while XMCX.L's dividend yield for the trailing twelve months is around 0.04%.


PositionTTM20252024202320222021202020192018201720162015
OD7F.DE
WisdomTree WTI Crude Oil
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XMCX.L
Xtrackers FTSE 250 UCITS ETF 1D
0.04%0.04%0.04%0.03%0.05%0.01%0.03%0.03%0.04%0.03%0.03%0.00%

Frequently Asked Questions


OD7F.DE and XMCX.L have a correlation of -0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XMCX.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XMCX.L is cheaper with a 0.15% expense ratio, compared with 0.49% for OD7F.DE.

OD7F.DE is categorized as Oil & Gas, while XMCX.L is Europe Equities. OD7F.DE tracks Bloomberg WTI Crude Oil Multi-Tenor Index, while XMCX.L tracks FTSE 250 Ex Investment Trust TR GBP. They also come from different issuers: WisdomTree and Xtrackers. Their fees differ too: 0.49% for OD7F.DE and 0.15% for XMCX.L.

Portfolio Optimizer

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