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WTEH.DE vs. WTD7.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WTEH.DE vs. WTD7.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 SmallCap Dividend UCITS ETF Acc (WTD7.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 WTD7.DE's 6.85% 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*

WTD7.DE

1D
0.77%
1M
0.61%
YTD
6.85%
6M
9.31%
1Y
11.30%
3Y*
11.54%
5Y*
5.48%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WTEH.DE vs. WTD7.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
WTEH.DE
WisdomTree Enhanced Commodity UCITS ETF (EUR Hedged) Acc
28.87%14.12%1.38%-8.99%8.44%27.25%5.11%
WTD7.DE
WisdomTree Europe SmallCap Dividend UCITS ETF Acc
6.85%17.19%5.65%10.32%-15.50%27.86%15.57%

Correlation

The correlation between WTEH.DE and WTD7.DE is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.11

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

0.12

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

0.20

Correlation (All Time)
Calculated using the full available price history since Sep 8, 2020

0.20

The correlation between WTEH.DE and WTD7.DE shifts across timeframes, from -0.11 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

WTEH.DE vs. WTD7.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

WTD7.DE
WTD7.DE Risk / Return Rank: 2828
Overall Rank
WTD7.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
WTD7.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
WTD7.DE Omega Ratio Rank: 2626
Omega Ratio Rank
WTD7.DE Calmar Ratio Rank: 2828
Calmar Ratio Rank
WTD7.DE Martin Ratio Rank: 3131
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. WTD7.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 SmallCap Dividend UCITS ETF Acc (WTD7.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.DEWTD7.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.56

Sortino ratioReturn per unit of downside risk

+1.78

Omega ratioGain probability vs. loss probability

1.45

1.17

+0.28

Calmar ratioReturn relative to maximum drawdown

6.93

1.35

+5.58

Martin ratioReturn relative to average drawdown

15.94

4.48

+11.46

WTEH.DE vs. WTD7.DE - Sharpe Ratio Comparison

The current WTEH.DE Sharpe Ratio is 2.50, which is higher than the WTD7.DE Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of WTEH.DE and WTD7.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.DEWTD7.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.50

0.94

+1.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.34

+0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

0.40

+0.45

Drawdowns

WTEH.DE vs. WTD7.DE - Drawdown Comparison

The maximum WTEH.DE drawdown since its inception was -28.22%, smaller than the maximum WTD7.DE drawdown of -43.81%. Use the drawdown chart below to compare losses from any high point for WTEH.DE and WTD7.DE.


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Drawdown Indicators


WTEH.DEWTD7.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.22%

-43.81%

+15.59%

Max Drawdown (1Y)

Largest decline over 1 year

-5.93%

-8.60%

+2.67%

Max Drawdown (3Y)

Largest decline over 3 years

-10.31%

-13.97%

+3.66%

Max Drawdown (5Y)

Largest decline over 5 years

-28.22%

-26.58%

-1.64%

Current Drawdown

Current decline from peak

-4.05%

-1.81%

-2.24%

Average Drawdown

Average peak-to-trough decline

-14.64%

-7.60%

-7.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

2.60%

-0.02%

Volatility

WTEH.DE vs. WTD7.DE - Volatility Comparison

WisdomTree Enhanced Commodity UCITS ETF (EUR Hedged) Acc (WTEH.DE) has a higher volatility of 5.17% compared to WisdomTree Europe SmallCap Dividend UCITS ETF Acc (WTD7.DE) at 3.55%. This indicates that WTEH.DE's price experiences larger fluctuations and is considered to be riskier than WTD7.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.DEWTD7.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.17%

3.55%

+1.62%

Volatility (6M)

Calculated over the trailing 6-month period

14.77%

9.91%

+4.86%

Volatility (1Y)

Calculated over the trailing 1-year period

16.45%

12.40%

+4.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.57%

15.71%

-0.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.39%

18.81%

-3.42%

WTEH.DE vs. WTD7.DE - Expense Ratio Comparison

WTEH.DE has a 0.35% expense ratio, which is lower than WTD7.DE's 0.38% expense ratio.


Dividends

WTEH.DE vs. WTD7.DE - Dividend Comparison

Neither WTEH.DE nor WTD7.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


WTEH.DE and WTD7.DE have a correlation of -0.11, 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 0.38% for WTD7.DE.

WTEH.DE is categorized as Commodities, while WTD7.DE is Europe Equities. WTEH.DE tracks Optimized Roll Commodity (EUR Hedged), while WTD7.DE tracks WisdomTree Europe SmallCap Dividend. Their fees differ too: 0.35% for WTEH.DE and 0.38% for WTD7.DE.

Portfolio Optimizer

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