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WTIC.DE vs. EUDF.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WTIC.DE vs. EUDF.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in WisdomTree Enhanced Commodity UCITS ETF USD Acc (WTIC.DE) and WisdomTree Europe Defence UCITS ETF - EUR Acc (EUDF.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WTIC.DE achieves a 30.86% return, which is significantly higher than EUDF.DE's 2.51% 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*

EUDF.DE

1D
1.22%
1M
-3.90%
YTD
2.51%
6M
5.21%
1Y
-3.37%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WTIC.DE vs. EUDF.DE - Yearly Performance Comparison


Correlation

The correlation between WTIC.DE and EUDF.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 (All Time)
Calculated using the full available price history since Mar 12, 2025

-0.04

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Return for Risk

WTIC.DE vs. EUDF.DE — Risk / Return Rank

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

WTIC.DE
WTIC.DE Risk / Return Rank: 7373
Overall Rank
WTIC.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
WTIC.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
WTIC.DE Omega Ratio Rank: 7070
Omega Ratio Rank
WTIC.DE Calmar Ratio Rank: 9090
Calmar Ratio Rank
WTIC.DE Martin Ratio Rank: 7070
Martin Ratio Rank

EUDF.DE
EUDF.DE Risk / Return Rank: 88
Overall Rank
EUDF.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
EUDF.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
EUDF.DE Omega Ratio Rank: 88
Omega Ratio Rank
EUDF.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
EUDF.DE Martin Ratio Rank: 77
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.

WTIC.DE vs. EUDF.DE - 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 WisdomTree Europe Defence UCITS ETF - EUR Acc (EUDF.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.


WTIC.DEEUDF.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.42

Sortino ratioReturn per unit of downside risk

+2.94

Omega ratioGain probability vs. loss probability

1.41

1.00

+0.40

Calmar ratioReturn relative to maximum drawdown

5.55

-0.17

+5.72

Martin ratioReturn relative to average drawdown

12.79

-0.39

+13.18

WTIC.DE vs. EUDF.DE - Sharpe Ratio Comparison

The current WTIC.DE Sharpe Ratio is 2.30, which is higher than the EUDF.DE Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of WTIC.DE and EUDF.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.


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Sharpe Ratios by Period


WTIC.DEEUDF.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.30

-0.12

+2.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.55

-0.02

Drawdowns

WTIC.DE vs. EUDF.DE - Drawdown Comparison

The maximum WTIC.DE drawdown since its inception was -25.90%, which is greater than EUDF.DE's maximum drawdown of -19.51%. Use the drawdown chart below to compare losses from any high point for WTIC.DE and EUDF.DE.


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Drawdown Indicators


WTIC.DEEUDF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-25.90%

-19.51%

-6.39%

Max Drawdown (1Y)

Largest decline over 1 year

-7.43%

-19.51%

+12.08%

Max Drawdown (3Y)

Largest decline over 3 years

-13.51%

Max Drawdown (5Y)

Largest decline over 5 years

-25.90%

Current Drawdown

Current decline from peak

-3.46%

-14.05%

+10.59%

Average Drawdown

Average peak-to-trough decline

-12.05%

-6.55%

-5.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

8.29%

-5.06%

Volatility

WTIC.DE vs. EUDF.DE - Volatility Comparison

The current volatility for WisdomTree Enhanced Commodity UCITS ETF USD Acc (WTIC.DE) is 5.73%, while WisdomTree Europe Defence UCITS ETF - EUR Acc (EUDF.DE) has a volatility of 9.95%. This indicates that WTIC.DE experiences smaller price fluctuations and is considered to be less risky than EUDF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WTIC.DEEUDF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.73%

9.95%

-4.22%

Volatility (6M)

Calculated over the trailing 6-month period

15.76%

22.54%

-6.78%

Volatility (1Y)

Calculated over the trailing 1-year period

17.94%

29.15%

-11.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.14%

30.89%

-14.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.10%

30.89%

-16.79%

WTIC.DE vs. EUDF.DE - Expense Ratio Comparison

WTIC.DE has a 0.35% expense ratio, which is lower than EUDF.DE's 0.40% expense ratio.


Dividends

WTIC.DE vs. EUDF.DE - Dividend Comparison

Neither WTIC.DE nor EUDF.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


WTIC.DE and EUDF.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.

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

WTIC.DE is cheaper with a 0.35% expense ratio, compared with 0.40% for EUDF.DE.

WTIC.DE is categorized as Commodities, while EUDF.DE is Aerospace & Defense. WTIC.DE tracks Optimised Roll Commodity, while EUDF.DE tracks WisdomTree Europe Defence UCITS Index (NTR). Their fees differ too: 0.35% for WTIC.DE and 0.40% for EUDF.DE.

Portfolio Optimizer

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