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WTEH.DE vs. EUDF.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WTEH.DE vs. EUDF.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in WisdomTree Enhanced Commodity UCITS ETF (EUR Hedged) Acc (WTEH.DE) and WisdomTree Europe Defence UCITS ETF - EUR Acc (EUDF.DE). The values are adjusted to include any dividend payments, if applicable.

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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 EUDF.DE's 2.51% 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*

EUDF.DE

1D
1.22%
1M
-6.45%
YTD
2.51%
6M
5.34%
1Y
-5.09%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WTEH.DE vs. EUDF.DE - Yearly Performance Comparison


Correlation

The correlation between WTEH.DE and EUDF.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 Mar 12, 2025

-0.01

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Return for Risk

WTEH.DE vs. EUDF.DE — Risk / Return Rank

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

WTEH.DE
WTEH.DE Risk / Return Rank: 8080
Overall Rank
WTEH.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
WTEH.DE Sortino Ratio Rank: 7070
Sortino Ratio Rank
WTEH.DE Omega Ratio Rank: 7777
Omega Ratio Rank
WTEH.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
WTEH.DE Martin Ratio Rank: 8282
Martin Ratio Rank

EUDF.DE
EUDF.DE Risk / Return Rank: 88
Overall Rank
EUDF.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
EUDF.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
EUDF.DE Omega Ratio Rank: 88
Omega Ratio Rank
EUDF.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
EUDF.DE Martin Ratio Rank: 77
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.

WTEH.DE vs. EUDF.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 WisdomTree Europe Defence UCITS ETF - EUR Acc (EUDF.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.DEEUDF.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.61

Sortino ratioReturn per unit of downside risk

+3.11

Omega ratioGain probability vs. loss probability

1.45

1.00

+0.45

Calmar ratioReturn relative to maximum drawdown

6.93

-0.17

+7.10

Martin ratioReturn relative to average drawdown

15.94

-0.39

+16.33

WTEH.DE vs. EUDF.DE - Sharpe Ratio Comparison

The current WTEH.DE Sharpe Ratio is 2.50, which is higher than the EUDF.DE Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of WTEH.DE and EUDF.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


WTEH.DEEUDF.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.50

-0.12

+2.61

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

0.55

+0.30

Drawdowns

WTEH.DE vs. EUDF.DE - Drawdown Comparison

The maximum WTEH.DE drawdown since its inception was -28.22%, which is greater than EUDF.DE's maximum drawdown of -19.51%. Use the drawdown chart below to compare losses from any high point for WTEH.DE and EUDF.DE.


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Drawdown Indicators


WTEH.DEEUDF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.22%

-19.51%

-8.71%

Max Drawdown (1Y)

Largest decline over 1 year

-5.93%

-19.51%

+13.58%

Max Drawdown (3Y)

Largest decline over 3 years

-10.31%

Max Drawdown (5Y)

Largest decline over 5 years

-28.22%

Current Drawdown

Current decline from peak

-4.05%

-14.05%

+10.00%

Average Drawdown

Average peak-to-trough decline

-14.64%

-6.55%

-8.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

8.29%

-5.71%

Volatility

WTEH.DE vs. EUDF.DE - Volatility Comparison

The current volatility for WisdomTree Enhanced Commodity UCITS ETF (EUR Hedged) Acc (WTEH.DE) is 5.17%, while WisdomTree Europe Defence UCITS ETF - EUR Acc (EUDF.DE) has a volatility of 9.95%. This indicates that WTEH.DE experiences smaller price fluctuations and is considered to be less risky than EUDF.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.DEEUDF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.17%

9.95%

-4.78%

Volatility (6M)

Calculated over the trailing 6-month period

14.77%

22.54%

-7.77%

Volatility (1Y)

Calculated over the trailing 1-year period

16.45%

29.15%

-12.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.57%

30.89%

-15.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.39%

30.89%

-15.50%

WTEH.DE vs. EUDF.DE - Expense Ratio Comparison

WTEH.DE has a 0.35% expense ratio, which is lower than EUDF.DE's 0.40% expense ratio.


Dividends

WTEH.DE vs. EUDF.DE - Dividend Comparison

Neither WTEH.DE nor EUDF.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


WTEH.DE and EUDF.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, 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 0.40% for EUDF.DE.

WTEH.DE is categorized as Commodities, while EUDF.DE is Aerospace & Defense. WTEH.DE tracks Optimized Roll Commodity (EUR Hedged), while EUDF.DE tracks WisdomTree Europe Defence UCITS Index (NTR). Their fees differ too: 0.35% for WTEH.DE and 0.40% for EUDF.DE.

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