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

Performance

WTEH.DE vs. XCMC.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 Xtrackers Bloomberg Commodity Swap UCITS ETF 1C (XCMC.DE). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
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

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

XCMC.DE
XCMC.DE Risk / Return Rank: 5454
Overall Rank
XCMC.DE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
XCMC.DE Sortino Ratio Rank: 4545
Sortino Ratio Rank
XCMC.DE Omega Ratio Rank: 5252
Omega Ratio Rank
XCMC.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
XCMC.DE Martin Ratio Rank: 5151
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. 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.DEXCMC.DEDifference
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

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

The current WTEH.DE Sharpe Ratio is 2.50, which is higher than the XCMC.DE Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of WTEH.DE and XCMC.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.DEXCMC.DEDifference

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.DEXCMC.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-4.05%

-3.42%

-0.63%

Average Drawdown

Average peak-to-trough decline

-14.64%

-12.68%

-1.96%

Ulcer Index

Depth 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.DEXCMC.DEDifference

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.


Tickers have no history of dividend payments

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.

Portfolio Optimizer

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