WTI2.DE vs. MVOL.L
WTI2.DE (WisdomTree Artificial Intelligence UCITS ETF USD Acc) and MVOL.L (iShares Edge MSCI World Minimum Volatility UCITS) are both exchange-traded funds - WTI2.DE is a Technology Equities fund tracking the Nasdaq CTA Artificial Intelligence, while MVOL.L is a Global Equities fund tracking the MSCI ACWI NR USD. Both are passively managed. Over the past 5 years, WTI2.DE returned 15.44%/yr vs 5.99%/yr for MVOL.L. At a 0.40 correlation, their price movements are largely independent. WTI2.DE charges 0.40%/yr vs 0.35%/yr for MVOL.L.
Performance
WTI2.DE vs. MVOL.L - Performance Comparison
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Different Trading Currencies
WTI2.DE is traded in EUR, while MVOL.L is traded in USD. To make them comparable, the MVOL.L 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 45.26% return, which is significantly higher than MVOL.L's 3.21% return.
WTI2.DE
- 1D
- 0.09%
- 1M
- 3.30%
- YTD
- 45.26%
- 6M
- 46.87%
- 1Y
- 74.12%
- 3Y*
- 30.03%
- 5Y*
- 15.44%
- 10Y*
- —
MVOL.L
- 1D
- -0.10%
- 1M
- 1.02%
- YTD
- 3.21%
- 6M
- 3.53%
- 1Y
- 4.60%
- 3Y*
- 7.54%
- 5Y*
- 5.99%
- 10Y*
- 6.82%
WTI2.DE vs. MVOL.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
WTI2.DE WisdomTree Artificial Intelligence UCITS ETF USD Acc | 45.26% | 9.72% | 18.67% | 52.35% | -38.83% | 26.63% | 57.60% | 32.64% | -8.80% |
MVOL.L iShares Edge MSCI World Minimum Volatility UCITS | 3.21% | -2.16% | 18.41% | 4.07% | -4.02% | 23.22% | -5.89% | 25.33% | -5.37% |
Correlation
The correlation between WTI2.DE and MVOL.L is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2018 | 0.40 |
The correlation between WTI2.DE and MVOL.L shifts across timeframes, from -0.05 (1 year) to 0.40 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
WTI2.DE vs. MVOL.L — Risk / Return Rank
WTI2.DE
MVOL.L
WTI2.DE vs. MVOL.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 Edge MSCI World Minimum Volatility UCITS (MVOL.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 | MVOL.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.12 | ||
| Sortino ratioReturn per unit of downside risk | +2.43 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.09 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 4.89 | 0.88 | +4.01 |
| Martin ratioReturn relative to average drawdown | 15.20 | 2.14 | +13.06 |
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Drawdowns
WTI2.DE vs. MVOL.L - Drawdown Comparison
The maximum WTI2.DE drawdown since its inception was -40.18%, which is greater than MVOL.L's maximum drawdown of -28.24%. Use the drawdown chart below to compare losses from any high point for WTI2.DE and MVOL.L.
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Drawdown Indicators
| WTI2.DE | MVOL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.18% | -28.24% | -11.94% |
Max Drawdown (1Y)Largest decline over 1 year | -15.08% | -5.24% | -9.84% |
Max Drawdown (3Y)Largest decline over 3 years | -35.27% | -11.81% | -23.46% |
Max Drawdown (5Y)Largest decline over 5 years | -40.18% | -12.55% | -27.63% |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.24% | — |
Current DrawdownCurrent decline from peak | -3.93% | -5.35% | +1.42% |
Average DrawdownAverage peak-to-trough decline | -11.15% | -4.60% | -6.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.86% | 2.15% | +2.71% |
Volatility
WTI2.DE vs. MVOL.L - Volatility Comparison
WisdomTree Artificial Intelligence UCITS ETF USD Acc (WTI2.DE) has a higher volatility of 11.08% compared to iShares Edge MSCI World Minimum Volatility UCITS (MVOL.L) at 2.49%. This indicates that WTI2.DE's price experiences larger fluctuations and is considered to be riskier than MVOL.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 | MVOL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.08% | 2.49% | +8.59% |
Volatility (6M)Calculated over the trailing 6-month period | 21.00% | 6.49% | +14.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.84% | 8.77% | +19.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.69% | 10.74% | +15.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.38% | 12.14% | +15.24% |
WTI2.DE vs. MVOL.L - Expense Ratio Comparison
WTI2.DE has a 0.40% expense ratio, which is higher than MVOL.L's 0.35% expense ratio.
Dividends
WTI2.DE vs. MVOL.L - Dividend Comparison
Neither WTI2.DE nor MVOL.L has paid dividends to shareholders.
Frequently Asked Questions
WTI2.DE and MVOL.L have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, MVOL.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MVOL.L is cheaper with a 0.35% expense ratio, compared with 0.40% for WTI2.DE.
WTI2.DE is categorized as Technology Equities, while MVOL.L is Global Equities. WTI2.DE tracks Nasdaq CTA Artificial Intelligence, while MVOL.L tracks MSCI ACWI NR USD. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.40% for WTI2.DE and 0.35% for MVOL.L.
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