WTI2.DE vs. WTEH.DE

Last updated Jun 5, 2026

WTI2.DE (WisdomTree Artificial Intelligence UCITS ETF USD Acc) and WTEH.DE (WisdomTree Enhanced Commodity UCITS ETF (EUR Hedged) Acc) are both exchange-traded funds - WTI2.DE is a Technology Equities fund tracking the Nasdaq CTA Artificial Intelligence, while WTEH.DE is a Commodities fund tracking the Optimized Roll Commodity (EUR Hedged). Both are passively managed. Over the past 5 years, WTI2.DE returned 17.06%/yr vs 9.32%/yr for WTEH.DE. At a 0.16 correlation, their price movements are largely independent. WTI2.DE charges 0.40%/yr vs 0.35%/yr for WTEH.DE.

Performance

WTI2.DE vs. WTEH.DE - 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 WisdomTree Enhanced Commodity UCITS ETF (EUR Hedged) Acc (WTEH.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WTI2.DE achieves a 49.52% return, which is significantly higher than WTEH.DE's 28.87% return.

WTI2.DE

• 1D: -0.85%
• 1M: 17.78%
• YTD: 49.52%
• 6M: 47.97%
• 1Y: 85.59%
• 3Y*: 30.72%
• 5Y*: 17.06%
• 10Y*: —

WTEH.DE

• 1D: -1.21%
• 1M: -0.63%
• YTD: 28.87%
• 6M: 30.95%
• 1Y: 40.23%
• 3Y*: 14.16%
• 5Y*: 9.32%
• 10Y*: —

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

WTI2.DE vs. WTEH.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
WTI2.DE WisdomTree Artificial Intelligence UCITS ETF USD Acc	49.52%	9.72%	18.67%	52.33%	-38.83%	26.64%	34.26%
WTEH.DE WisdomTree Enhanced Commodity UCITS ETF (EUR Hedged) Acc	28.87%	14.12%	1.38%	-8.99%	8.44%	27.25%	5.11%

Correlation

The correlation between WTI2.DE and WTEH.DE is -0.04, 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	-0.04
Correlation (3Y) Calculated over the trailing 3-year period	0.10
Correlation (5Y) Calculated over the trailing 5-year period	0.17
Correlation (All Time) Calculated using the full available price history since Sep 8, 2020	0.16

The correlation between WTI2.DE and WTEH.DE shifts across timeframes, from -0.04 (1 year) to 0.17 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

WTI2.DE vs. WTEH.DE — 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: 88
WTI2.DE Sharpe Ratio Rank: 92
WTI2.DE Sortino Ratio Rank: 87
WTI2.DE Omega Ratio Rank: 83
WTI2.DE Calmar Ratio Rank: 91
WTI2.DE Martin Ratio Rank: 88

WTEH.DE

WTEH.DE Risk / Return Rank: 80
WTEH.DE Sharpe Ratio Rank: 78
WTEH.DE Sortino Ratio Rank: 70
WTEH.DE Omega Ratio Rank: 77
WTEH.DE Calmar Ratio Rank: 94
WTEH.DE Martin Ratio Rank: 82

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. WTEH.DE - 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 WisdomTree Enhanced Commodity UCITS ETF (EUR Hedged) Acc (WTEH.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.

	WTI2.DE	WTEH.DE	Difference
Sharpe ratio: Return per unit of total volatility	3.32	2.50	+0.82
Sortino ratio: Return per unit of downside risk	3.92	3.15	+0.77
Omega ratio: Gain probability vs. loss probability	1.50	1.45	+0.05
Calmar ratio: Return relative to maximum drawdown	5.80	6.93	-1.13
Martin ratio: Return relative to average drawdown	18.86	15.94	+2.92
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WTI2.DE vs. WTEH.DE - Sharpe Ratio Comparison

The current WTI2.DE Sharpe Ratio is 3.32, which is higher than the WTEH.DE Sharpe Ratio of 2.50. The chart below compares the historical Sharpe Ratios of WTI2.DE and WTEH.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	WTI2.DE	WTEH.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.32	2.50	+0.82
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.64	0.60	+0.04
Sharpe Ratio (All Time) Calculated using the full available price history	0.92	0.86	+0.06

Drawdowns

WTI2.DE vs. WTEH.DE - Drawdown Comparison

The maximum WTI2.DE drawdown since its inception was -40.18%, which is greater than WTEH.DE's maximum drawdown of -28.22%. Use the drawdown chart below to compare losses from any high point for WTI2.DE and WTEH.DE.

Drawdown Indicators

	WTI2.DE	WTEH.DE	Difference
Max Drawdown Largest peak-to-trough decline	-40.18%	-28.22%	-11.96%
Max Drawdown (1Y) Largest decline over 1 year	-15.08%	-5.93%	-9.15%
Max Drawdown (3Y) Largest decline over 3 years	-35.27%	-10.31%	-24.96%
Max Drawdown (5Y) Largest decline over 5 years	-40.18%	-28.22%	-11.96%
Current Drawdown Current decline from peak	-1.11%	-4.05%	+2.94%
Average Drawdown Average peak-to-trough decline	-11.09%	-14.64%	+3.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.65%	2.58%	+2.07%

Volatility

WTI2.DE vs. WTEH.DE - Volatility Comparison

WisdomTree Artificial Intelligence UCITS ETF USD Acc (WTI2.DE) has a higher volatility of 9.87% compared to WisdomTree Enhanced Commodity UCITS ETF (EUR Hedged) Acc (WTEH.DE) at 5.17%. This indicates that WTI2.DE's price experiences larger fluctuations and is considered to be riskier than WTEH.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WTI2.DE	WTEH.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.87%	5.17%	+4.70%
Volatility (6M) Calculated over the trailing 6-month period	19.17%	14.77%	+4.40%
Volatility (1Y) Calculated over the trailing 1-year period	26.36%	16.45%	+9.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.39%	15.57%	+10.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.77%	15.39%	+11.38%

WTI2.DE vs. WTEH.DE - Expense Ratio Comparison

WTI2.DE has a 0.40% expense ratio, which is higher than WTEH.DE's 0.35% expense ratio.

Dividends

WTI2.DE vs. WTEH.DE - Dividend Comparison

Neither WTI2.DE nor WTEH.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both WTI2.DE and WTEH.DE in my portfolio?

WTI2.DE and WTEH.DE have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, WTI2.DE or WTEH.DE?

On fees, WTEH.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, WTI2.DE or WTEH.DE?

WTEH.DE is cheaper with a 0.35% expense ratio, compared with 0.40% for WTI2.DE.

What is the main difference between WTI2.DE and WTEH.DE?

WTI2.DE is categorized as Technology Equities, while WTEH.DE is Commodities. WTI2.DE tracks Nasdaq CTA Artificial Intelligence, while WTEH.DE tracks Optimized Roll Commodity (EUR Hedged). Their fees differ too: 0.40% for WTI2.DE and 0.35% for WTEH.DE.