Correlation
The correlation between WTEH.DE and SXRS.DE is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
WTEH.DE vs. SXRS.DE
Compare and contrast key facts about WisdomTree Enhanced Commodity UCITS ETF (EUR Hedged) Acc (WTEH.DE) and iShares Diversified Commodity Swap UCITS ETF (SXRS.DE).
WTEH.DE and SXRS.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WTEH.DE is a passively managed fund by WisdomTree that tracks the performance of the Optimized Roll Commodity (EUR Hedged). It was launched on Aug 14, 2018. SXRS.DE is a passively managed fund by iShares that tracks the performance of the Bloomberg Commodity. It was launched on Jul 18, 2017. Both WTEH.DE and SXRS.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WTEH.DE or SXRS.DE.
Performance
WTEH.DE vs. SXRS.DE - Performance Comparison
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Key characteristics
WTEH.DE:
-0.01
SXRS.DE:
-0.21
WTEH.DE:
0.08
SXRS.DE:
-0.12
WTEH.DE:
1.01
SXRS.DE:
0.99
WTEH.DE:
0.00
SXRS.DE:
-0.08
WTEH.DE:
0.01
SXRS.DE:
-0.31
WTEH.DE:
4.62%
SXRS.DE:
6.87%
WTEH.DE:
11.80%
SXRS.DE:
13.93%
WTEH.DE:
-28.22%
SXRS.DE:
-27.64%
WTEH.DE:
-21.04%
SXRS.DE:
-20.40%
Returns By Period
In the year-to-date period, WTEH.DE achieves a 4.34% return, which is significantly higher than SXRS.DE's -3.24% return.
WTEH.DE
4.34%
0.85%
3.21%
0.05%
-5.78%
N/A
N/A
SXRS.DE
-3.24%
0.68%
-2.78%
-2.15%
-5.91%
12.17%
N/A
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WTEH.DE vs. SXRS.DE - Expense Ratio Comparison
WTEH.DE has a 0.35% expense ratio, which is higher than SXRS.DE's 0.19% expense ratio.
Risk-Adjusted Performance
WTEH.DE vs. SXRS.DE — Risk-Adjusted Performance Rank
WTEH.DE
SXRS.DE
WTEH.DE vs. SXRS.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Enhanced Commodity UCITS ETF (EUR Hedged) Acc (WTEH.DE) and iShares Diversified Commodity Swap UCITS ETF (SXRS.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.
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Dividends
WTEH.DE vs. SXRS.DE - Dividend Comparison
Neither WTEH.DE nor SXRS.DE has paid dividends to shareholders.
Drawdowns
WTEH.DE vs. SXRS.DE - Drawdown Comparison
The maximum WTEH.DE drawdown since its inception was -28.22%, roughly equal to the maximum SXRS.DE drawdown of -27.64%. Use the drawdown chart below to compare losses from any high point for WTEH.DE and SXRS.DE.
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Volatility
WTEH.DE vs. SXRS.DE - Volatility Comparison
The current volatility for WisdomTree Enhanced Commodity UCITS ETF (EUR Hedged) Acc (WTEH.DE) is 2.78%, while iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) has a volatility of 3.07%. This indicates that WTEH.DE experiences smaller price fluctuations and is considered to be less risky than SXRS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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