WTI2.DE vs. IUSE.L
WTI2.DE (WisdomTree Artificial Intelligence UCITS ETF USD Acc) and IUSE.L (iShares S&P 500 EUR Hedged UCITS ETF Acc) are both exchange-traded funds - WTI2.DE is a Technology Equities fund tracking the Nasdaq CTA Artificial Intelligence, while IUSE.L is a S&P 500 fund tracking the S&P 500 EUR Hedged Index. Both are passively managed. Over the past 5 years, WTI2.DE returned 13.30%/yr vs 10.14%/yr for IUSE.L. A 0.76 correlation means they provide meaningful diversification when combined. WTI2.DE charges 0.40%/yr vs 0.20%/yr for IUSE.L.
Performance
WTI2.DE vs. IUSE.L - Performance Comparison
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Returns By Period
In the year-to-date period, WTI2.DE achieves a 29.84% return, which is significantly higher than IUSE.L's 7.54% return.
WTI2.DE
- 1D
- -3.26%
- 1M
- -13.44%
- 6M
- 21.10%
- YTD
- 29.84%
- 1Y
- 48.93%
- 3Y*
- 22.37%
- 5Y*
- 13.30%
- 10Y*
- —
IUSE.L
- 1D
- -1.30%
- 1M
- -0.21%
- 6M
- 6.68%
- YTD
- 7.54%
- 1Y
- 17.02%
- 3Y*
- 16.87%
- 5Y*
- 10.14%
- 10Y*
- 12.04%
WTI2.DE vs. IUSE.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
WTI2.DE WisdomTree Artificial Intelligence UCITS ETF USD Acc | 29.84% | 9.72% | 18.67% | 52.35% | -38.83% | 26.63% | 57.60% | 32.64% | -8.80% |
IUSE.L iShares S&P 500 EUR Hedged UCITS ETF Acc | 7.54% | 14.95% | 23.21% | 23.05% | -21.17% | 27.85% | 14.81% | 26.33% | -8.21% |
Correlation
The correlation between WTI2.DE and IUSE.L is 0.72, 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 | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2018 | 0.76 |
The correlation between WTI2.DE and IUSE.L has been stable across timeframes, ranging from 0.72 to 0.76 - a consistent structural relationship.
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Return for Risk
WTI2.DE vs. IUSE.L — Risk / Return Rank
WTI2.DE
IUSE.L
WTI2.DE vs. IUSE.L - 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 iShares S&P 500 EUR Hedged UCITS ETF Acc (IUSE.L). 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 | IUSE.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.21 | ||
| Sortino ratioReturn per unit of downside risk | +0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.26 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.20 | 1.98 | +1.22 |
| Martin ratioReturn relative to average drawdown | 9.36 | 7.93 | +1.43 |
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Drawdowns
WTI2.DE vs. IUSE.L - Drawdown Comparison
The maximum WTI2.DE drawdown since its inception was -40.18%, which is greater than IUSE.L's maximum drawdown of -34.75%. Use the drawdown chart below to compare losses from any high point for WTI2.DE and IUSE.L.
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Drawdown Indicators
| WTI2.DE | IUSE.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.18% | -34.75% | -5.43% |
Max Drawdown (1Y)Largest decline over 1 year | -15.08% | -8.67% | -6.41% |
Max Drawdown (3Y)Largest decline over 3 years | -35.27% | -18.33% | -16.94% |
Max Drawdown (5Y)Largest decline over 5 years | -40.18% | -26.23% | -13.95% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.75% | — |
Current DrawdownCurrent decline from peak | -14.34% | -1.97% | -12.37% |
Average DrawdownAverage peak-to-trough decline | -11.10% | -4.25% | -6.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.17% | 2.16% | +3.01% |
Volatility
WTI2.DE vs. IUSE.L - Volatility Comparison
WisdomTree Artificial Intelligence UCITS ETF USD Acc (WTI2.DE) has a higher volatility of 11.86% compared to iShares S&P 500 EUR Hedged UCITS ETF Acc (IUSE.L) at 3.05%. This indicates that WTI2.DE's price experiences larger fluctuations and is considered to be riskier than IUSE.L 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 | IUSE.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.86% | 3.05% | +8.81% |
Volatility (6M)Calculated over the trailing 6-month period | 23.23% | 9.34% | +13.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.71% | 12.08% | +17.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.11% | 16.07% | +11.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.58% | 16.29% | +11.29% |
WTI2.DE vs. IUSE.L - Expense Ratio Comparison
WTI2.DE has a 0.40% expense ratio, which is higher than IUSE.L's 0.20% expense ratio.
Dividends
WTI2.DE vs. IUSE.L - Dividend Comparison
Neither WTI2.DE nor IUSE.L has paid dividends to shareholders.
Frequently Asked Questions
WTI2.DE and IUSE.L have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUSE.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUSE.L is cheaper with a 0.20% expense ratio, compared with 0.40% for WTI2.DE.
WTI2.DE is categorized as Technology Equities, while IUSE.L is S&P 500. WTI2.DE tracks Nasdaq CTA Artificial Intelligence, while IUSE.L tracks S&P 500 EUR Hedged Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.40% for WTI2.DE and 0.20% for IUSE.L.
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