WTEH.DE vs. WTIZ.DE
WTEH.DE (WisdomTree Enhanced Commodity UCITS ETF (EUR Hedged) Acc) and WTIZ.DE (WisdomTree Japan Equity UCITS ETF JPY Acc) are both exchange-traded funds - WTEH.DE is a Commodities fund tracking the Optimized Roll Commodity (EUR Hedged), while WTIZ.DE is a Japan Equities fund tracking the WisdomTree Japan Equity. Both are passively managed. Over the past 5 years, WTEH.DE returned 9.32%/yr vs 14.12%/yr for WTIZ.DE. At a 0.07 correlation, their price movements are largely independent. WTEH.DE charges 0.35%/yr vs 0.40%/yr for WTIZ.DE.
Performance
WTEH.DE vs. WTIZ.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 WTIZ.DE's 17.38% 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*
- —
WTIZ.DE
- 1D
- 0.16%
- 1M
- 3.74%
- YTD
- 17.38%
- 6M
- 18.93%
- 1Y
- 34.34%
- 3Y*
- 19.46%
- 5Y*
- 14.12%
- 10Y*
- —
WTEH.DE vs. WTIZ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
WTEH.DE WisdomTree Enhanced Commodity UCITS ETF (EUR Hedged) Acc | 28.87% | 14.12% | 1.38% | -8.99% | 8.44% | 27.25% | 5.11% |
WTIZ.DE WisdomTree Japan Equity UCITS ETF JPY Acc | 17.38% | 15.16% | 17.99% | 21.47% | -4.73% | 14.55% | 11.92% |
Correlation
The correlation between WTEH.DE and WTIZ.DE is -0.24, 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 | -0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Sep 8, 2020 | 0.07 |
The correlation between WTEH.DE and WTIZ.DE shifts across timeframes, from -0.24 (1 year) to 0.07 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
WTEH.DE vs. WTIZ.DE — Risk / Return Rank
WTEH.DE
WTIZ.DE
WTEH.DE vs. WTIZ.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 Japan Equity UCITS ETF JPY Acc (WTIZ.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 | WTIZ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.71 | ||
| Sortino ratioReturn per unit of downside risk | +0.57 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.33 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 6.93 | 3.19 | +3.75 |
| Martin ratioReturn relative to average drawdown | 15.94 | 10.27 | +5.67 |
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 | WTIZ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.50 | 1.79 | +0.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.82 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.86 | 0.91 | -0.06 |
Drawdowns
WTEH.DE vs. WTIZ.DE - Drawdown Comparison
The maximum WTEH.DE drawdown since its inception was -28.22%, which is greater than WTIZ.DE's maximum drawdown of -17.17%. Use the drawdown chart below to compare losses from any high point for WTEH.DE and WTIZ.DE.
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Drawdown Indicators
| WTEH.DE | WTIZ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.22% | -17.17% | -11.05% |
Max Drawdown (1Y)Largest decline over 1 year | -5.93% | -10.49% | +4.56% |
Max Drawdown (3Y)Largest decline over 3 years | -10.31% | -17.17% | +6.86% |
Max Drawdown (5Y)Largest decline over 5 years | -28.22% | -17.17% | -11.05% |
Current DrawdownCurrent decline from peak | -4.05% | -0.39% | -3.66% |
Average DrawdownAverage peak-to-trough decline | -14.64% | -3.62% | -11.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 3.26% | -0.68% |
Volatility
WTEH.DE vs. WTIZ.DE - Volatility Comparison
WisdomTree Enhanced Commodity UCITS ETF (EUR Hedged) Acc (WTEH.DE) has a higher volatility of 5.17% compared to WisdomTree Japan Equity UCITS ETF JPY Acc (WTIZ.DE) at 3.61%. This indicates that WTEH.DE's price experiences larger fluctuations and is considered to be riskier than WTIZ.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 | WTIZ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.17% | 3.61% | +1.56% |
Volatility (6M)Calculated over the trailing 6-month period | 14.77% | 15.05% | -0.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.45% | 18.70% | -2.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.57% | 16.95% | -1.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.39% | 16.60% | -1.21% |
WTEH.DE vs. WTIZ.DE - Expense Ratio Comparison
WTEH.DE has a 0.35% expense ratio, which is lower than WTIZ.DE's 0.40% expense ratio.
Dividends
WTEH.DE vs. WTIZ.DE - Dividend Comparison
Neither WTEH.DE nor WTIZ.DE has paid dividends to shareholders.
Frequently Asked Questions
WTEH.DE and WTIZ.DE have a correlation of -0.24, 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 WTIZ.DE.
WTEH.DE is categorized as Commodities, while WTIZ.DE is Japan Equities. WTEH.DE tracks Optimized Roll Commodity (EUR Hedged), while WTIZ.DE tracks WisdomTree Japan Equity. Their fees differ too: 0.35% for WTEH.DE and 0.40% for WTIZ.DE.
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