WTI2.DE vs. SXR8.DE
Compare and contrast key facts about WisdomTree Artificial Intelligence UCITS ETF USD Acc (WTI2.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE).
WTI2.DE and SXR8.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WTI2.DE is a passively managed fund by WisdomTree that tracks the performance of the Nasdaq CTA Artificial Intelligence. It was launched on Nov 30, 2018. SXR8.DE is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 19, 2010. Both WTI2.DE and SXR8.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WTI2.DE or SXR8.DE.
Key characteristics
| WTI2.DE | SXR8.DE | |
|---|---|---|
| YTD Return | 13.28% | 30.37% |
| 1Y Return | 30.29% | 38.15% |
| 3Y Return (Ann) | 3.09% | 12.61% |
| 5Y Return (Ann) | 17.73% | 16.15% |
| Sharpe Ratio | 1.20 | 3.05 |
| Sortino Ratio | 1.69 | 4.14 |
| Omega Ratio | 1.22 | 1.63 |
| Calmar Ratio | 1.46 | 4.40 |
| Martin Ratio | 4.37 | 19.57 |
| Ulcer Index | 6.17% | 1.86% |
| Daily Std Dev | 22.53% | 11.84% |
| Max Drawdown | -40.18% | -33.78% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between WTI2.DE and SXR8.DE is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
WTI2.DE vs. SXR8.DE - Performance Comparison
In the year-to-date period, WTI2.DE achieves a 13.28% return, which is significantly lower than SXR8.DE's 30.37% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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WTI2.DE vs. SXR8.DE - Expense Ratio Comparison
WTI2.DE has a 0.40% expense ratio, which is higher than SXR8.DE's 0.12% expense ratio.
Risk-Adjusted Performance
WTI2.DE vs. SXR8.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Artificial Intelligence UCITS ETF USD Acc (WTI2.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.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.
Dividends
WTI2.DE vs. SXR8.DE - Dividend Comparison
Neither WTI2.DE nor SXR8.DE has paid dividends to shareholders.
Drawdowns
WTI2.DE vs. SXR8.DE - Drawdown Comparison
The maximum WTI2.DE drawdown since its inception was -40.18%, which is greater than SXR8.DE's maximum drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for WTI2.DE and SXR8.DE. For additional features, visit the drawdowns tool.
Volatility
WTI2.DE vs. SXR8.DE - Volatility Comparison
WisdomTree Artificial Intelligence UCITS ETF USD Acc (WTI2.DE) has a higher volatility of 6.47% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 3.52%. This indicates that WTI2.DE's price experiences larger fluctuations and is considered to be riskier than SXR8.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.