WTEF.DE vs. WTIC.DE
WTEF.DE (WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc) and WTIC.DE (WisdomTree Enhanced Commodity UCITS ETF USD Acc) are both exchange-traded funds - WTEF.DE is a Large Cap Blend Equities fund tracking the WisdomTree US Efficient Core UCITS, while WTIC.DE is a Commodities fund tracking the Optimised Roll Commodity. Both are passively managed. Over the past year, WTEF.DE returned 21.82% vs 40.68% for WTIC.DE. At a 0.09 correlation, their price movements are largely independent. WTEF.DE charges 0.20%/yr vs 0.35%/yr for WTIC.DE.
Performance
WTEF.DE vs. WTIC.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 WTIC.DE's 30.86% return.
WTEF.DE
- 1D
- -0.22%
- 1M
- 4.75%
- YTD
- 9.49%
- 6M
- 9.49%
- 1Y
- 21.82%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WTIC.DE
- 1D
- -1.31%
- 1M
- 0.57%
- YTD
- 30.86%
- 6M
- 31.83%
- 1Y
- 40.68%
- 3Y*
- 13.11%
- 5Y*
- 12.56%
- 10Y*
- —
WTEF.DE vs. WTIC.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% |
WTIC.DE WisdomTree Enhanced Commodity UCITS ETF USD Acc | 30.86% | 3.73% | 9.08% | -7.48% |
Correlation
The correlation between WTEF.DE and WTIC.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 | 0.09 |
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Return for Risk
WTEF.DE vs. WTIC.DE — Risk / Return Rank
WTEF.DE
WTIC.DE
WTEF.DE vs. WTIC.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 UCITS ETF USD Acc (WTIC.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 | WTIC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.64 | ||
| Sortino ratioReturn per unit of downside risk | -0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.41 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.57 | 5.55 | -2.98 |
| Martin ratioReturn relative to average drawdown | 8.75 | 12.79 | -4.04 |
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 | WTIC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.66 | 2.30 | -0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.77 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.20 | 0.54 | +0.66 |
Drawdowns
WTEF.DE vs. WTIC.DE - Drawdown Comparison
The maximum WTEF.DE drawdown since its inception was -22.39%, smaller than the maximum WTIC.DE drawdown of -25.90%. Use the drawdown chart below to compare losses from any high point for WTEF.DE and WTIC.DE.
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Drawdown Indicators
| WTEF.DE | WTIC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.39% | -25.90% | +3.51% |
Max Drawdown (1Y)Largest decline over 1 year | -8.53% | -7.43% | -1.10% |
Max Drawdown (3Y)Largest decline over 3 years | — | -13.51% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.90% | — |
Current DrawdownCurrent decline from peak | -0.52% | -3.46% | +2.94% |
Average DrawdownAverage peak-to-trough decline | -3.55% | -12.05% | +8.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 3.23% | -0.72% |
Volatility
WTEF.DE vs. WTIC.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 UCITS ETF USD Acc (WTIC.DE) has a volatility of 5.73%. This indicates that WTEF.DE experiences smaller price fluctuations and is considered to be less risky than WTIC.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 | WTIC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.73% | 5.73% | -2.00% |
Volatility (6M)Calculated over the trailing 6-month period | 9.66% | 15.76% | -6.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.17% | 17.94% | -4.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.98% | 16.14% | -1.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.98% | 14.10% | +0.88% |
WTEF.DE vs. WTIC.DE - Expense Ratio Comparison
WTEF.DE has a 0.20% expense ratio, which is lower than WTIC.DE's 0.35% expense ratio.
Dividends
WTEF.DE vs. WTIC.DE - Dividend Comparison
Neither WTEF.DE nor WTIC.DE has paid dividends to shareholders.
Frequently Asked Questions
WTEF.DE and WTIC.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 0.35% for WTIC.DE.
WTEF.DE is categorized as Large Cap Blend Equities, while WTIC.DE is Commodities. WTEF.DE tracks WisdomTree US Efficient Core UCITS, while WTIC.DE tracks Optimised Roll Commodity. Their fees differ too: 0.20% for WTEF.DE and 0.35% for WTIC.DE.
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