WTEF.DE vs. EXAG.DE
WTEF.DE (WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc) and EXAG.DE (WisdomTree Enhanced Commodity ex-Agriculture UCITS ETF (EUR Hedged) Acc) are both exchange-traded funds - WTEF.DE is a Large Cap Blend Equities fund tracking the WisdomTree US Efficient Core UCITS, while EXAG.DE is a Commodities fund tracking the Morgan Stanley RADAR ex Agriculture & Livestock Commodity (EUR Hedged). Both are passively managed. Over the past year, WTEF.DE returned 21.82% vs 58.02% for EXAG.DE. At a 0.03 correlation, their price movements are largely independent. WTEF.DE charges 0.20%/yr vs 0.60%/yr for EXAG.DE.
Performance
WTEF.DE vs. EXAG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, WTEF.DE achieves a 9.49% return, which is significantly lower than EXAG.DE's 23.44% return.
WTEF.DE
- 1D
- -0.22%
- 1M
- 4.75%
- YTD
- 9.49%
- 6M
- 9.49%
- 1Y
- 21.82%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EXAG.DE
- 1D
- -1.00%
- 1M
- -2.39%
- YTD
- 23.44%
- 6M
- 32.94%
- 1Y
- 58.02%
- 3Y*
- 18.34%
- 5Y*
- —
- 10Y*
- —
WTEF.DE vs. EXAG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
WTEF.DE WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc | 9.49% | 3.44% | 28.84% | 6.12% |
EXAG.DE WisdomTree Enhanced Commodity ex-Agriculture UCITS ETF (EUR Hedged) Acc | 23.44% | 32.86% | 1.21% | -1.77% |
Correlation
The correlation between WTEF.DE and EXAG.DE is -0.01, 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 | -0.01 |
Correlation (All Time) Calculated using the full available price history since Oct 18, 2023 | 0.03 |
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Return for Risk
WTEF.DE vs. EXAG.DE — Risk / Return Rank
WTEF.DE
EXAG.DE
WTEF.DE vs. EXAG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc (WTEF.DE) and WisdomTree Enhanced Commodity ex-Agriculture UCITS ETF (EUR Hedged) Acc (EXAG.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.
| WTEF.DE | EXAG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.07 | ||
| Sortino ratioReturn per unit of downside risk | -0.92 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.45 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.57 | 5.01 | -2.44 |
| Martin ratioReturn relative to average drawdown | 8.75 | 17.27 | -8.52 |
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
| WTEF.DE | EXAG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.66 | 2.73 | -1.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.20 | 0.53 | +0.68 |
Drawdowns
WTEF.DE vs. EXAG.DE - Drawdown Comparison
The maximum WTEF.DE drawdown since its inception was -22.39%, smaller than the maximum EXAG.DE drawdown of -35.04%. Use the drawdown chart below to compare losses from any high point for WTEF.DE and EXAG.DE.
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Drawdown Indicators
| WTEF.DE | EXAG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.39% | -35.04% | +12.65% |
Max Drawdown (1Y)Largest decline over 1 year | -8.53% | -11.94% | +3.41% |
Max Drawdown (3Y)Largest decline over 3 years | — | -15.69% | — |
Current DrawdownCurrent decline from peak | -0.52% | -6.47% | +5.95% |
Average DrawdownAverage peak-to-trough decline | -3.55% | -21.25% | +17.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 3.47% | -0.96% |
Volatility
WTEF.DE vs. EXAG.DE - Volatility Comparison
The current volatility for WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc (WTEF.DE) is 3.73%, while WisdomTree Enhanced Commodity ex-Agriculture UCITS ETF (EUR Hedged) Acc (EXAG.DE) has a volatility of 5.02%. This indicates that WTEF.DE experiences smaller price fluctuations and is considered to be less risky than EXAG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WTEF.DE | EXAG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.73% | 5.02% | -1.29% |
Volatility (6M)Calculated over the trailing 6-month period | 9.66% | 19.08% | -9.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.17% | 21.98% | -8.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.98% | 20.80% | -5.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.98% | 20.80% | -5.82% |
WTEF.DE vs. EXAG.DE - Expense Ratio Comparison
WTEF.DE has a 0.20% expense ratio, which is lower than EXAG.DE's 0.60% expense ratio.
Dividends
WTEF.DE vs. EXAG.DE - Dividend Comparison
Neither WTEF.DE nor EXAG.DE has paid dividends to shareholders.
Frequently Asked Questions
WTEF.DE and EXAG.DE have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WTEF.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WTEF.DE is cheaper with a 0.20% expense ratio, compared with 0.60% for EXAG.DE.
WTEF.DE is categorized as Large Cap Blend Equities, while EXAG.DE is Commodities. WTEF.DE tracks WisdomTree US Efficient Core UCITS, while EXAG.DE tracks Morgan Stanley RADAR ex Agriculture & Livestock Commodity (EUR Hedged). Their fees differ too: 0.20% for WTEF.DE and 0.60% for EXAG.DE.
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