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

Performance

WTEH.DE vs. WTIC.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 Enhanced Commodity UCITS ETF USD Acc (WTIC.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 lower than WTIC.DE's 30.86% 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*

WTIC.DE

1D
-1.31%
1M
0.57%
YTD
30.86%
6M
31.83%
1Y
40.68%
3Y*
13.11%
5Y*
12.56%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WTEH.DE vs. WTIC.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%
WTIC.DE
WisdomTree Enhanced Commodity UCITS ETF USD Acc
30.86%3.73%9.08%-9.89%18.67%39.27%1.63%

Correlation

The correlation between WTEH.DE and WTIC.DE is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.90

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

0.82

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

0.81

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

0.79

The correlation between WTEH.DE and WTIC.DE shifts across timeframes, from 0.79 (all time) to 0.90 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

WTEH.DE vs. WTIC.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

WTIC.DE
WTIC.DE Risk / Return Rank: 7373
Overall Rank
WTIC.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
WTIC.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
WTIC.DE Omega Ratio Rank: 7070
Omega Ratio Rank
WTIC.DE Calmar Ratio Rank: 9090
Calmar Ratio Rank
WTIC.DE Martin Ratio Rank: 7070
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. WTIC.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 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.


WTEH.DEWTIC.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.20

Sortino ratioReturn per unit of downside risk

+0.17

Omega ratioGain probability vs. loss probability

1.45

1.41

+0.04

Calmar ratioReturn relative to maximum drawdown

6.93

5.55

+1.38

Martin ratioReturn relative to average drawdown

15.94

12.79

+3.15

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

The current WTEH.DE Sharpe Ratio is 2.50, which is comparable to the WTIC.DE Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of WTEH.DE and WTIC.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.DEWTIC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.50

2.30

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.77

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

0.54

+0.32

Drawdowns

WTEH.DE vs. WTIC.DE - Drawdown Comparison

The maximum WTEH.DE drawdown since its inception was -28.22%, which is greater than WTIC.DE's maximum drawdown of -25.90%. Use the drawdown chart below to compare losses from any high point for WTEH.DE and WTIC.DE.


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Drawdown Indicators


WTEH.DEWTIC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.22%

-25.90%

-2.32%

Max Drawdown (1Y)

Largest decline over 1 year

-5.93%

-7.43%

+1.50%

Max Drawdown (3Y)

Largest decline over 3 years

-10.31%

-13.51%

+3.20%

Max Drawdown (5Y)

Largest decline over 5 years

-28.22%

-25.90%

-2.32%

Current Drawdown

Current decline from peak

-4.05%

-3.46%

-0.59%

Average Drawdown

Average peak-to-trough decline

-14.64%

-12.05%

-2.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

3.23%

-0.65%

Volatility

WTEH.DE vs. WTIC.DE - Volatility Comparison

The current volatility for WisdomTree Enhanced Commodity UCITS ETF (EUR Hedged) Acc (WTEH.DE) is 5.17%, while WisdomTree Enhanced Commodity UCITS ETF USD Acc (WTIC.DE) has a volatility of 5.73%. This indicates that WTEH.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


WTEH.DEWTIC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.17%

5.73%

-0.56%

Volatility (6M)

Calculated over the trailing 6-month period

14.77%

15.76%

-0.99%

Volatility (1Y)

Calculated over the trailing 1-year period

16.45%

17.94%

-1.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.57%

16.14%

-0.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.39%

14.10%

+1.29%

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

Both WTEH.DE and WTIC.DE have an expense ratio of 0.35%.


Dividends

WTEH.DE vs. WTIC.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.90, WTEH.DE and WTIC.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.35% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

WTEH.DE and WTIC.DE have the same expense ratio: 0.35% per year.

WTEH.DE tracks Optimized Roll Commodity (EUR Hedged), while WTIC.DE tracks Optimised Roll Commodity.

Portfolio Optimizer

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