SJPS.DE vs. WTI2.DE
SJPS.DE (WisdomTree Long JPY Short EUR UCITS ETP) and WTI2.DE (WisdomTree Artificial Intelligence UCITS ETF USD Acc) are both exchange-traded funds - SJPS.DE is a Currency fund tracking the MSFXSM Long Japanese Yen/Euro Total Return Index, while WTI2.DE is a Technology Equities fund tracking the Nasdaq CTA Artificial Intelligence. Both are passively managed. Over the past 5 years, SJPS.DE returned -7.83%/yr vs 17.06%/yr for WTI2.DE. At a correlation of -0.16, they often move in opposite directions. SJPS.DE charges 0.39%/yr vs 0.40%/yr for WTI2.DE.
Performance
SJPS.DE vs. WTI2.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SJPS.DE achieves a -1.71% return, which is significantly lower than WTI2.DE's 49.52% return.
SJPS.DE
- 1D
- -0.16%
- 1M
- -1.30%
- YTD
- -1.71%
- 6M
- -3.25%
- 1Y
- -12.42%
- 3Y*
- -8.27%
- 5Y*
- -7.83%
- 10Y*
- -5.56%
WTI2.DE
- 1D
- -0.85%
- 1M
- 17.78%
- YTD
- 49.52%
- 6M
- 47.97%
- 1Y
- 85.59%
- 3Y*
- 30.72%
- 5Y*
- 17.06%
- 10Y*
- —
SJPS.DE vs. WTI2.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SJPS.DE WisdomTree Long JPY Short EUR UCITS ETP | -1.71% | -11.27% | -6.44% | -11.64% | -8.90% | -4.35% | -5.19% | 0.05% |
WTI2.DE WisdomTree Artificial Intelligence UCITS ETF USD Acc | 49.52% | 9.72% | 18.67% | 52.33% | -38.83% | 26.64% | 57.61% | 42.27% |
Correlation
The correlation between SJPS.DE and WTI2.DE is -0.14, 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 | -0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.17 |
Correlation (All Time) Calculated using the full available price history since Jan 15, 2019 | -0.16 |
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Return for Risk
SJPS.DE vs. WTI2.DE — Risk / Return Rank
SJPS.DE
WTI2.DE
SJPS.DE vs. WTI2.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Long JPY Short EUR UCITS ETP (SJPS.DE) and WisdomTree Artificial Intelligence UCITS ETF USD Acc (WTI2.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.
| SJPS.DE | WTI2.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -5.43 | ||
| Sortino ratioReturn per unit of downside risk | -6.92 | ||
| Omega ratioGain probability vs. loss probability | 0.69 | 1.50 | -0.81 |
| Calmar ratioReturn relative to maximum drawdown | -1.00 | 5.80 | -6.80 |
| Martin ratioReturn relative to average drawdown | -1.45 | 18.86 | -20.31 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SJPS.DE | WTI2.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -2.12 | 3.32 | -5.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.82 | 0.64 | -1.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.62 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.38 | 0.92 | -1.30 |
Drawdowns
SJPS.DE vs. WTI2.DE - Drawdown Comparison
The maximum SJPS.DE drawdown since its inception was -58.29%, which is greater than WTI2.DE's maximum drawdown of -40.18%. Use the drawdown chart below to compare losses from any high point for SJPS.DE and WTI2.DE.
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Drawdown Indicators
| SJPS.DE | WTI2.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.29% | -40.18% | -18.11% |
Max Drawdown (1Y)Largest decline over 1 year | -12.84% | -15.08% | +2.24% |
Max Drawdown (3Y)Largest decline over 3 years | -23.26% | -35.27% | +12.01% |
Max Drawdown (5Y)Largest decline over 5 years | -37.14% | -40.18% | +3.04% |
Max Drawdown (10Y)Largest decline over 10 years | -49.21% | — | — |
Current DrawdownCurrent decline from peak | -57.99% | -1.11% | -56.88% |
Average DrawdownAverage peak-to-trough decline | -30.96% | -11.09% | -19.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.81% | 4.65% | +4.16% |
Volatility
SJPS.DE vs. WTI2.DE - Volatility Comparison
The current volatility for WisdomTree Long JPY Short EUR UCITS ETP (SJPS.DE) is 0.77%, while WisdomTree Artificial Intelligence UCITS ETF USD Acc (WTI2.DE) has a volatility of 9.87%. This indicates that SJPS.DE experiences smaller price fluctuations and is considered to be less risky than WTI2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SJPS.DE | WTI2.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.77% | 9.87% | -9.10% |
Volatility (6M)Calculated over the trailing 6-month period | 4.56% | 19.17% | -14.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.18% | 26.36% | -20.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.42% | 26.39% | -16.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.96% | 26.77% | -17.81% |
SJPS.DE vs. WTI2.DE - Expense Ratio Comparison
SJPS.DE has a 0.39% expense ratio, which is lower than WTI2.DE's 0.40% expense ratio.
Dividends
SJPS.DE vs. WTI2.DE - Dividend Comparison
Neither SJPS.DE nor WTI2.DE has paid dividends to shareholders.
Frequently Asked Questions
SJPS.DE and WTI2.DE have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SJPS.DE is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SJPS.DE is cheaper with a 0.39% expense ratio, compared with 0.40% for WTI2.DE.
SJPS.DE is categorized as Currency, while WTI2.DE is Technology Equities. SJPS.DE tracks MSFXSM Long Japanese Yen/Euro Total Return Index, while WTI2.DE tracks Nasdaq CTA Artificial Intelligence. Their fees differ too: 0.39% for SJPS.DE and 0.40% for WTI2.DE.
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