WTEH.DE vs. ENTR.DE
WTEH.DE (WisdomTree Enhanced Commodity UCITS ETF (EUR Hedged) Acc) and ENTR.DE (L&G New Energy Commodities UCITS ETF USD Accumulating) are both Commodities funds - WTEH.DE tracks the Optimized Roll Commodity (EUR Hedged) while ENTR.DE tracks the Solactive Energy Transition Commodity. Both are passively managed. Over the past year, WTEH.DE returned 40.23% vs 36.69% for ENTR.DE. A 0.51 correlation means they provide meaningful diversification when combined. WTEH.DE charges 0.35%/yr vs 0.65%/yr for ENTR.DE.
Performance
WTEH.DE vs. ENTR.DE - Performance Comparison
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Returns By Period
In the year-to-date period, WTEH.DE achieves a 28.87% return, which is significantly higher than ENTR.DE's 12.78% return.
WTEH.DE
- 1D
- -1.21%
- 1M
- -0.63%
- YTD
- 28.87%
- 6M
- 30.95%
- 1Y
- 40.23%
- 3Y*
- 14.16%
- 5Y*
- 9.32%
- 10Y*
- —
ENTR.DE
- 1D
- -0.84%
- 1M
- 0.87%
- YTD
- 12.78%
- 6M
- 22.77%
- 1Y
- 36.69%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WTEH.DE vs. ENTR.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
WTEH.DE WisdomTree Enhanced Commodity UCITS ETF (EUR Hedged) Acc | 28.87% | 14.12% | -2.94% |
ENTR.DE L&G New Energy Commodities UCITS ETF USD Accumulating | 12.78% | 17.08% | -0.06% |
Correlation
The correlation between WTEH.DE and ENTR.DE is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2024 | 0.51 |
The correlation between WTEH.DE and ENTR.DE has been stable across timeframes, ranging from 0.46 to 0.51 - a consistent structural relationship.
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Return for Risk
WTEH.DE vs. ENTR.DE — Risk / Return Rank
WTEH.DE
ENTR.DE
WTEH.DE vs. ENTR.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Enhanced Commodity UCITS ETF (EUR Hedged) Acc (WTEH.DE) and L&G New Energy Commodities UCITS ETF USD Accumulating (ENTR.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.
| WTEH.DE | ENTR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | +0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.41 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 6.93 | 3.86 | +3.07 |
| Martin ratioReturn relative to average drawdown | 15.94 | 13.56 | +2.38 |
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
| WTEH.DE | ENTR.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.50 | 2.27 | +0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.86 | 0.92 | -0.07 |
Drawdowns
WTEH.DE vs. ENTR.DE - Drawdown Comparison
The maximum WTEH.DE drawdown since its inception was -28.22%, which is greater than ENTR.DE's maximum drawdown of -14.17%. Use the drawdown chart below to compare losses from any high point for WTEH.DE and ENTR.DE.
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Drawdown Indicators
| WTEH.DE | ENTR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.22% | -14.17% | -14.05% |
Max Drawdown (1Y)Largest decline over 1 year | -5.93% | -9.72% | +3.79% |
Max Drawdown (3Y)Largest decline over 3 years | -10.31% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -28.22% | — | — |
Current DrawdownCurrent decline from peak | -4.05% | -2.59% | -1.46% |
Average DrawdownAverage peak-to-trough decline | -14.64% | -5.85% | -8.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 2.77% | -0.19% |
Volatility
WTEH.DE vs. ENTR.DE - Volatility Comparison
WisdomTree Enhanced Commodity UCITS ETF (EUR Hedged) Acc (WTEH.DE) has a higher volatility of 5.17% compared to L&G New Energy Commodities UCITS ETF USD Accumulating (ENTR.DE) at 4.62%. This indicates that WTEH.DE's price experiences larger fluctuations and is considered to be riskier than ENTR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WTEH.DE | ENTR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.17% | 4.62% | +0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 14.77% | 13.78% | +0.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.45% | 16.50% | -0.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.57% | 15.02% | +0.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.39% | 15.02% | +0.37% |
WTEH.DE vs. ENTR.DE - Expense Ratio Comparison
WTEH.DE has a 0.35% expense ratio, which is lower than ENTR.DE's 0.65% expense ratio.
Dividends
WTEH.DE vs. ENTR.DE - Dividend Comparison
Neither WTEH.DE nor ENTR.DE has paid dividends to shareholders.
Frequently Asked Questions
WTEH.DE and ENTR.DE have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WTEH.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WTEH.DE is cheaper with a 0.35% expense ratio, compared with 0.65% for ENTR.DE.
WTEH.DE tracks Optimized Roll Commodity (EUR Hedged), while ENTR.DE tracks Solactive Energy Transition Commodity. They also come from different issuers: WisdomTree and Legal & General. Their fees differ too: 0.35% for WTEH.DE and 0.65% for ENTR.DE.
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