WTI2.DE vs. ^GSPC
WTI2.DE (WisdomTree Artificial Intelligence UCITS ETF USD Acc) is Technology Equities fund tracking the Nasdaq CTA Artificial Intelligence, while ^GSPC (S&P 500 Index) is an index. Over the past 5 years, WTI2.DE returned 14.68%/yr vs 12.47%/yr for ^GSPC. A 0.51 correlation means they provide meaningful diversification when combined.
Performance
WTI2.DE vs. ^GSPC - Performance Comparison
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Different Trading Currencies
WTI2.DE is traded in EUR, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, WTI2.DE achieves a 37.94% return, which is significantly higher than ^GSPC's 13.20% return.
WTI2.DE
- 1D
- -2.36%
- 1M
- -6.99%
- 6M
- 31.29%
- YTD
- 37.94%
- 1Y
- 59.68%
- 3Y*
- 25.52%
- 5Y*
- 14.68%
- 10Y*
- —
^GSPC
- 1D
- 0.00%
- 1M
- 1.21%
- 6M
- 10.91%
- YTD
- 13.20%
- 1Y
- 22.56%
- 3Y*
- 18.02%
- 5Y*
- 12.47%
- 10Y*
- 12.91%
WTI2.DE vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
WTI2.DE WisdomTree Artificial Intelligence UCITS ETF USD Acc | 37.94% | 9.72% | 18.67% | 52.35% | -38.83% | 26.63% | 57.60% | 32.64% | -8.80% |
^GSPC S&P 500 Index | 13.27% | 2.58% | 31.45% | 20.51% | -14.45% | 36.38% | 6.68% | 31.79% | -9.01% |
Correlation
The correlation between WTI2.DE and ^GSPC is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2018 | 0.51 |
The correlation between WTI2.DE and ^GSPC has been stable across timeframes, ranging from 0.50 to 0.60 - a consistent structural relationship.
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Return for Risk
WTI2.DE vs. ^GSPC — Risk / Return Rank
WTI2.DE
^GSPC
WTI2.DE vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Artificial Intelligence UCITS ETF USD Acc (WTI2.DE) and S&P 500 Index (^GSPC). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| WTI2.DE | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | +0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.33 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.94 | 3.00 | +0.94 |
| Martin ratioReturn relative to average drawdown | 11.82 | 11.06 | +0.75 |
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Drawdowns
WTI2.DE vs. ^GSPC - Drawdown Comparison
The maximum WTI2.DE drawdown since its inception was -40.18%, smaller than the maximum ^GSPC drawdown of -51.28%. Use the drawdown chart below to compare losses from any high point for WTI2.DE and ^GSPC.
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Drawdown Indicators
| WTI2.DE | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.18% | -51.28% | +11.10% |
Max Drawdown (1Y)Largest decline over 1 year | -15.08% | -7.57% | -7.51% |
Max Drawdown (3Y)Largest decline over 3 years | -35.27% | -23.99% | -11.28% |
Max Drawdown (5Y)Largest decline over 5 years | -40.18% | -23.99% | -16.19% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.42% | — |
Current DrawdownCurrent decline from peak | -9.00% | -0.58% | -8.42% |
Average DrawdownAverage peak-to-trough decline | -11.10% | -8.94% | -2.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.04% | 2.04% | +3.00% |
Volatility
WTI2.DE vs. ^GSPC - Volatility Comparison
WisdomTree Artificial Intelligence UCITS ETF USD Acc (WTI2.DE) has a higher volatility of 11.66% compared to S&P 500 Index (^GSPC) at 3.04%. This indicates that WTI2.DE's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WTI2.DE | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.66% | 3.04% | +8.62% |
Volatility (6M)Calculated over the trailing 6-month period | 22.95% | 9.17% | +13.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.52% | 12.60% | +16.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.06% | 16.85% | +10.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.55% | 18.60% | +8.95% |
Frequently Asked Questions
WTI2.DE and ^GSPC have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for WTI2.DE and ^GSPC
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