WTIC.DE vs. BTC-USD
WTIC.DE (WisdomTree Enhanced Commodity UCITS ETF USD Acc) is Commodities fund tracking the Optimised Roll Commodity, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 5 years, WTIC.DE returned 12.56%/yr vs 12.64%/yr for BTC-USD. At a 0.04 correlation, their price movements are largely independent.
Performance
WTIC.DE vs. BTC-USD - Performance Comparison
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Different Trading Currencies
WTIC.DE is traded in EUR, while BTC-USD is traded in USD. To make them comparable, the BTC-USD values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, WTIC.DE achieves a 30.86% return, which is significantly higher than BTC-USD's -26.25% return.
WTIC.DE
- 1D
- -1.31%
- 1M
- -2.39%
- YTD
- 30.86%
- 6M
- 32.69%
- 1Y
- 41.43%
- 3Y*
- 13.11%
- 5Y*
- 12.56%
- 10Y*
- —
BTC-USD
- 1D
- 0.00%
- 1M
- -20.75%
- YTD
- -26.25%
- 6M
- -28.42%
- 1Y
- -38.10%
- 3Y*
- 29.19%
- 5Y*
- 12.64%
- 10Y*
- 59.66%
WTIC.DE vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WTIC.DE WisdomTree Enhanced Commodity UCITS ETF USD Acc | 30.86% | 3.73% | 9.08% | -9.89% | 18.67% | 39.27% | -8.75% | 10.10% | -5.33% | -7.47% |
BTC-USD Bitcoin | -26.25% | -17.40% | 136.59% | 145.80% | -61.85% | 71.33% | 271.22% | 98.48% | -73.46% | 1,229.62% |
Correlation
The correlation between WTIC.DE and BTC-USD is 0.08, 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 | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Jun 10, 2016 | 0.04 |
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Return for Risk
WTIC.DE vs. BTC-USD — Risk / Return Rank
WTIC.DE
BTC-USD
WTIC.DE vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Enhanced Commodity UCITS ETF USD Acc (WTIC.DE) and Bitcoin (BTC-USD). 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.
| WTIC.DE | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.20 | ||
| Sortino ratioReturn per unit of downside risk | +4.19 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 0.87 | +0.54 |
| Calmar ratioReturn relative to maximum drawdown | 5.55 | -0.76 | +6.31 |
| Martin ratioReturn relative to average drawdown | 12.79 | -1.35 | +14.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WTIC.DE | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.30 | -0.90 | +3.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | 0.23 | +0.54 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.89 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 1.14 | -0.60 |
Drawdowns
WTIC.DE vs. BTC-USD - Drawdown Comparison
The maximum WTIC.DE drawdown since its inception was -25.90%, smaller than the maximum BTC-USD drawdown of -83.05%. Use the drawdown chart below to compare losses from any high point for WTIC.DE and BTC-USD.
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Drawdown Indicators
| WTIC.DE | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.90% | -83.05% | +57.15% |
Max Drawdown (1Y)Largest decline over 1 year | -7.43% | -49.93% | +42.50% |
Max Drawdown (3Y)Largest decline over 3 years | -13.51% | -49.93% | +36.42% |
Max Drawdown (5Y)Largest decline over 5 years | -25.90% | -73.60% | +47.70% |
Max Drawdown (10Y)Largest decline over 10 years | — | -82.51% | — |
Current DrawdownCurrent decline from peak | -3.46% | -48.40% | +44.94% |
Average DrawdownAverage peak-to-trough decline | -12.05% | -39.96% | +27.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 33.81% | -30.58% |
Volatility
WTIC.DE vs. BTC-USD - Volatility Comparison
The current volatility for WisdomTree Enhanced Commodity UCITS ETF USD Acc (WTIC.DE) is 5.73%, while Bitcoin (BTC-USD) has a volatility of 10.12%. This indicates that WTIC.DE experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WTIC.DE | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.73% | 10.12% | -4.39% |
Volatility (6M)Calculated over the trailing 6-month period | 15.76% | 34.33% | -18.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.94% | 35.37% | -17.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.14% | 45.05% | -28.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.10% | 55.99% | -41.89% |
Frequently Asked Questions
WTIC.DE and BTC-USD have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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