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WTI2.DE vs. MVOL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WTI2.DE vs. MVOL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in WisdomTree Artificial Intelligence UCITS ETF USD Acc (WTI2.DE) and iShares Edge MSCI World Minimum Volatility UCITS (MVOL.L). The values are adjusted to include any dividend payments, if applicable.

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

WTI2.DE vs. MVOL.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WTI2.DE
WTI2.DE Risk / Return Rank: 8585
Overall Rank
WTI2.DE Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
WTI2.DE Sortino Ratio Rank: 8383
Sortino Ratio Rank
WTI2.DE Omega Ratio Rank: 7979
Omega Ratio Rank
WTI2.DE Calmar Ratio Rank: 9090
Calmar Ratio Rank
WTI2.DE Martin Ratio Rank: 8585
Martin Ratio Rank

MVOL.L
MVOL.L Risk / Return Rank: 1212
Overall Rank
MVOL.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
MVOL.L Sortino Ratio Rank: 1111
Sortino Ratio Rank
MVOL.L Omega Ratio Rank: 1111
Omega Ratio Rank
MVOL.L Calmar Ratio Rank: 1313
Calmar Ratio Rank
MVOL.L Martin Ratio Rank: 1313
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.

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.DEMVOL.LDifference
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

WTI2.DE vs. MVOL.L - Sharpe Ratio Comparison

The current WTI2.DE Sharpe Ratio is 2.65, which is higher than the MVOL.L Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of WTI2.DE and MVOL.L, 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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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.DEMVOL.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-3.93%

-5.35%

+1.42%

Average Drawdown

Average peak-to-trough decline

-11.15%

-4.60%

-6.55%

Ulcer Index

Depth 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.DEMVOL.LDifference

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.


Tickers have no history of dividend payments

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.

Portfolio Optimizer

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