WTEH.DE vs. XCMC.DE
WTEH.DE (WisdomTree Enhanced Commodity UCITS ETF (EUR Hedged) Acc) and XCMC.DE (Xtrackers Bloomberg Commodity Swap UCITS ETF 1C) are both Commodities funds - WTEH.DE tracks the Optimized Roll Commodity (EUR Hedged) while XCMC.DE tracks the Bloomberg Commodity 3 Month Forward. Both are passively managed. Over the past 3 years, WTEH.DE returned 14.16%/yr vs 11.29%/yr for XCMC.DE. A 0.78 correlation means they provide meaningful diversification when combined. WTEH.DE charges 0.35%/yr vs 0.19%/yr for XCMC.DE.
Performance
WTEH.DE vs. XCMC.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with WTEH.DE having a 28.87% return and XCMC.DE slightly lower at 28.51%.
WTEH.DE
- 1D
- -1.21%
- 1M
- -0.63%
- YTD
- 28.87%
- 6M
- 30.95%
- 1Y
- 40.23%
- 3Y*
- 14.16%
- 5Y*
- 9.32%
- 10Y*
- —
XCMC.DE
- 1D
- -1.20%
- 1M
- 0.63%
- YTD
- 28.51%
- 6M
- 19.13%
- 1Y
- 28.46%
- 3Y*
- 11.29%
- 5Y*
- —
- 10Y*
- —
WTEH.DE vs. XCMC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
WTEH.DE WisdomTree Enhanced Commodity UCITS ETF (EUR Hedged) Acc | 28.87% | 14.12% | 1.38% | -8.99% | 8.44% | 0.15% |
XCMC.DE Xtrackers Bloomberg Commodity Swap UCITS ETF 1C | 28.51% | -2.66% | 11.92% | -9.34% | 24.84% | -11.32% |
Correlation
The correlation between WTEH.DE and XCMC.DE is 0.82, 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 | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Nov 10, 2021 | 0.78 |
The correlation between WTEH.DE and XCMC.DE has been stable across timeframes, ranging from 0.78 to 0.82 - a consistent structural relationship.
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Return for Risk
WTEH.DE vs. XCMC.DE — Risk / Return Rank
WTEH.DE
XCMC.DE
WTEH.DE vs. XCMC.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 Xtrackers Bloomberg Commodity Swap UCITS ETF 1C (XCMC.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 | XCMC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.84 | ||
| Sortino ratioReturn per unit of downside risk | +0.94 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.32 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 6.93 | 3.72 | +3.21 |
| Martin ratioReturn relative to average drawdown | 15.94 | 8.44 | +7.51 |
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 | XCMC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.50 | 1.66 | +0.84 |
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 | 0.44 | +0.41 |
Drawdowns
WTEH.DE vs. XCMC.DE - Drawdown Comparison
The maximum WTEH.DE drawdown since its inception was -28.22%, which is greater than XCMC.DE's maximum drawdown of -22.91%. Use the drawdown chart below to compare losses from any high point for WTEH.DE and XCMC.DE.
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Drawdown Indicators
| WTEH.DE | XCMC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.22% | -22.91% | -5.31% |
Max Drawdown (1Y)Largest decline over 1 year | -5.93% | -7.80% | +1.87% |
Max Drawdown (3Y)Largest decline over 3 years | -10.31% | -14.82% | +4.51% |
Max Drawdown (5Y)Largest decline over 5 years | -28.22% | — | — |
Current DrawdownCurrent decline from peak | -4.05% | -3.42% | -0.63% |
Average DrawdownAverage peak-to-trough decline | -14.64% | -12.68% | -1.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 3.45% | -0.87% |
Volatility
WTEH.DE vs. XCMC.DE - Volatility Comparison
WisdomTree Enhanced Commodity UCITS ETF (EUR Hedged) Acc (WTEH.DE) and Xtrackers Bloomberg Commodity Swap UCITS ETF 1C (XCMC.DE) have volatilities of 5.17% and 4.94%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WTEH.DE | XCMC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.17% | 4.94% | +0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 14.77% | 15.31% | -0.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.45% | 17.48% | -1.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.57% | 17.33% | -1.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.39% | 17.33% | -1.94% |
WTEH.DE vs. XCMC.DE - Expense Ratio Comparison
WTEH.DE has a 0.35% expense ratio, which is higher than XCMC.DE's 0.19% expense ratio.
Dividends
WTEH.DE vs. XCMC.DE - Dividend Comparison
Neither WTEH.DE nor XCMC.DE has paid dividends to shareholders.
Frequently Asked Questions
WTEH.DE and XCMC.DE have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XCMC.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XCMC.DE is cheaper with a 0.19% expense ratio, compared with 0.35% for WTEH.DE.
WTEH.DE tracks Optimized Roll Commodity (EUR Hedged), while XCMC.DE tracks Bloomberg Commodity 3 Month Forward. They also come from different issuers: WisdomTree and Xtrackers. Their fees differ too: 0.35% for WTEH.DE and 0.19% for XCMC.DE.
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