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

Performance

VZLE.DE vs. WTEJ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Physical Precious Metals (VZLE.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

VZLE.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, VZLE.DE achieves a -2.23% return, which is significantly higher than WTEJ.DE's -4.88% return.


VZLE.DE

1D
-0.30%
1M
-1.92%
YTD
-2.23%
6M
10.61%
1Y
48.36%
3Y*
25.15%
5Y*
12.60%
10Y*
12.45%

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)

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


2026 (YTD)2025202420232022202120202019
VZLE.DE
WisdomTree Physical Precious Metals
-2.23%70.41%23.37%-6.62%4.80%-1.84%14.75%1.66%
WTEJ.DE
WisdomTree Cloud Computing UCITS ETF USD Acc
-4.88%-5.92%6.48%44.08%-52.91%-3.55%109.07%5.17%

Correlation

The correlation between VZLE.DE and WTEJ.DE is -0.00, 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

-0.00

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

0.07

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

0.11

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

0.11

The correlation between VZLE.DE and WTEJ.DE shifts across timeframes, from -0.00 (1 year) to 0.11 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

VZLE.DE vs. WTEJ.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VZLE.DE
VZLE.DE Risk / Return Rank: 4040
Overall Rank
VZLE.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
VZLE.DE Sortino Ratio Rank: 3838
Sortino Ratio Rank
VZLE.DE Omega Ratio Rank: 4646
Omega Ratio Rank
VZLE.DE Calmar Ratio Rank: 4040
Calmar Ratio Rank
VZLE.DE Martin Ratio Rank: 3131
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.

VZLE.DE vs. WTEJ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Physical Precious Metals (VZLE.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.


VZLE.DEWTEJ.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.71

Sortino ratioReturn per unit of downside risk

+1.99

Omega ratioGain probability vs. loss probability

1.29

0.99

+0.30

Calmar ratioReturn relative to maximum drawdown

1.95

-0.21

+2.16

Martin ratioReturn relative to average drawdown

4.52

-0.50

+5.02

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

The current VZLE.DE Sharpe Ratio is 1.50, which is higher than the WTEJ.DE Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of VZLE.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


VZLE.DEWTEJ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

-0.21

+1.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

-0.20

+0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.13

+0.32

Drawdowns

VZLE.DE vs. WTEJ.DE - Drawdown Comparison

The maximum VZLE.DE drawdown since its inception was -39.25%, smaller than the maximum WTEJ.DE drawdown of -64.90%. Use the drawdown chart below to compare losses from any high point for VZLE.DE and WTEJ.DE.


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Drawdown Indicators


VZLE.DEWTEJ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-39.25%

-64.90%

+25.65%

Max Drawdown (1Y)

Largest decline over 1 year

-24.73%

-35.08%

+10.35%

Max Drawdown (3Y)

Largest decline over 3 years

-24.73%

-41.89%

+17.16%

Max Drawdown (5Y)

Largest decline over 5 years

-29.42%

-64.90%

+35.48%

Max Drawdown (10Y)

Largest decline over 10 years

-29.42%

Current Drawdown

Current decline from peak

-22.89%

-48.36%

+25.47%

Average Drawdown

Average peak-to-trough decline

-17.35%

-37.93%

+20.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.67%

14.79%

-4.12%

Volatility

VZLE.DE vs. WTEJ.DE - Volatility Comparison

The current volatility for WisdomTree Physical Precious Metals (VZLE.DE) is 7.10%, while WisdomTree Cloud Computing UCITS ETF USD Acc (WTEJ.DE) has a volatility of 15.76%. This indicates that VZLE.DE experiences smaller price fluctuations and is considered to be less risky than WTEJ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VZLE.DEWTEJ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.10%

15.76%

-8.66%

Volatility (6M)

Calculated over the trailing 6-month period

29.30%

32.00%

-2.70%

Volatility (1Y)

Calculated over the trailing 1-year period

32.04%

35.91%

-3.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.22%

36.32%

-14.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.51%

39.34%

-19.83%

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

VZLE.DE has a 0.44% expense ratio, which is higher than WTEJ.DE's 0.40% expense ratio.


Dividends

VZLE.DE vs. WTEJ.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


VZLE.DE and WTEJ.DE have a correlation of -0.00, 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 0.44% for VZLE.DE.

VZLE.DE is categorized as Precious Metals, while WTEJ.DE is Technology Equities. VZLE.DE tracks LBMA & LPPM Precious Metals Price PM - Benchmark Price Return, while WTEJ.DE tracks BVP Nasdaq Emerging Cloud. Their fees differ too: 0.44% for VZLE.DE and 0.40% for WTEJ.DE.

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