WTIC.DE vs. EXAG.DE
WTIC.DE (WisdomTree Enhanced Commodity UCITS ETF USD Acc) and EXAG.DE (WisdomTree Enhanced Commodity ex-Agriculture UCITS ETF (EUR Hedged) Acc) are both Commodities funds from WisdomTree - WTIC.DE tracks the Optimised Roll Commodity while EXAG.DE tracks the Morgan Stanley RADAR ex Agriculture & Livestock Commodity (EUR Hedged). Both are passively managed. Over the past 3 years, WTIC.DE returned 13.11%/yr vs 18.34%/yr for EXAG.DE. A 0.65 correlation means they provide meaningful diversification when combined. WTIC.DE charges 0.35%/yr vs 0.60%/yr for EXAG.DE.
Performance
WTIC.DE vs. EXAG.DE - Performance Comparison
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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 EXAG.DE's 23.44% 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*
- —
EXAG.DE
- 1D
- -1.00%
- 1M
- -3.06%
- YTD
- 23.44%
- 6M
- 33.80%
- 1Y
- 60.10%
- 3Y*
- 18.34%
- 5Y*
- —
- 10Y*
- —
WTIC.DE vs. EXAG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
WTIC.DE WisdomTree Enhanced Commodity UCITS ETF USD Acc | 30.86% | 3.73% | 9.08% | -9.89% | 18.67% | 12.68% |
EXAG.DE WisdomTree Enhanced Commodity ex-Agriculture UCITS ETF (EUR Hedged) Acc | 23.44% | 32.86% | 1.21% | -10.04% | 12.14% | -0.14% |
Correlation
The correlation between WTIC.DE and EXAG.DE is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2021 | 0.65 |
The correlation between WTIC.DE and EXAG.DE has been stable across timeframes, ranging from 0.65 to 0.71 - a consistent structural relationship.
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Return for Risk
WTIC.DE vs. EXAG.DE — Risk / Return Rank
WTIC.DE
EXAG.DE
WTIC.DE vs. EXAG.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 Enhanced Commodity ex-Agriculture UCITS ETF (EUR Hedged) Acc (EXAG.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.DE | EXAG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.43 | ||
| Sortino ratioReturn per unit of downside risk | -0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.45 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 5.55 | 5.01 | +0.54 |
| Martin ratioReturn relative to average drawdown | 12.79 | 17.27 | -4.48 |
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 | EXAG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.30 | 2.73 | -0.43 |
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 | 0.53 | +0.01 |
Drawdowns
WTIC.DE vs. EXAG.DE - Drawdown Comparison
The maximum WTIC.DE drawdown since its inception was -25.90%, smaller than the maximum EXAG.DE drawdown of -35.04%. Use the drawdown chart below to compare losses from any high point for WTIC.DE and EXAG.DE.
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Drawdown Indicators
| WTIC.DE | EXAG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.90% | -35.04% | +9.14% |
Max Drawdown (1Y)Largest decline over 1 year | -7.43% | -11.94% | +4.51% |
Max Drawdown (3Y)Largest decline over 3 years | -13.51% | -15.69% | +2.18% |
Max Drawdown (5Y)Largest decline over 5 years | -25.90% | — | — |
Current DrawdownCurrent decline from peak | -3.46% | -6.47% | +3.01% |
Average DrawdownAverage peak-to-trough decline | -12.05% | -21.25% | +9.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 3.47% | -0.24% |
Volatility
WTIC.DE vs. EXAG.DE - Volatility Comparison
WisdomTree Enhanced Commodity UCITS ETF USD Acc (WTIC.DE) has a higher volatility of 5.73% compared to WisdomTree Enhanced Commodity ex-Agriculture UCITS ETF (EUR Hedged) Acc (EXAG.DE) at 5.02%. This indicates that WTIC.DE's price experiences larger fluctuations and is considered to be riskier than EXAG.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.DE | EXAG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.73% | 5.02% | +0.71% |
Volatility (6M)Calculated over the trailing 6-month period | 15.76% | 19.08% | -3.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.94% | 21.98% | -4.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.14% | 20.80% | -4.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.10% | 20.80% | -6.70% |
WTIC.DE vs. EXAG.DE - Expense Ratio Comparison
WTIC.DE has a 0.35% expense ratio, which is lower than EXAG.DE's 0.60% expense ratio.
Dividends
WTIC.DE vs. EXAG.DE - Dividend Comparison
Neither WTIC.DE nor EXAG.DE has paid dividends to shareholders.
Frequently Asked Questions
WTIC.DE and EXAG.DE have a correlation of 0.71, 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 0.60% for EXAG.DE.
WTIC.DE tracks Optimised Roll Commodity, while EXAG.DE tracks Morgan Stanley RADAR ex Agriculture & Livestock Commodity (EUR Hedged). Their fees differ too: 0.35% for WTIC.DE and 0.60% for EXAG.DE.
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