WTIC.DE vs. EXXY.DE
WTIC.DE (WisdomTree Enhanced Commodity UCITS ETF USD Acc) and EXXY.DE (iShares Diversified Commodity Swap UCITS ETF (DE)) are both Commodities funds - WTIC.DE tracks the Optimised Roll Commodity while EXXY.DE tracks the Bloomberg Commodity. Both are passively managed. Over the past 5 years, WTIC.DE returned 12.56%/yr vs 11.46%/yr for EXXY.DE. Their correlation of 0.92 suggests significant overlap in exposure. WTIC.DE charges 0.35%/yr vs 0.46%/yr for EXXY.DE.
Performance
WTIC.DE vs. EXXY.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 EXXY.DE's 23.43% 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*
- —
EXXY.DE
- 1D
- -1.47%
- 1M
- -3.12%
- YTD
- 23.43%
- 6M
- 24.08%
- 1Y
- 33.97%
- 3Y*
- 11.64%
- 5Y*
- 11.46%
- 10Y*
- 5.66%
WTIC.DE vs. EXXY.DE - 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% |
EXXY.DE iShares Diversified Commodity Swap UCITS ETF (DE) | 23.43% | 3.90% | 10.13% | -10.90% | 21.43% | 38.49% | -14.34% | 8.73% | -6.18% | -12.20% |
Correlation
The correlation between WTIC.DE and EXXY.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.96 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Jun 10, 2016 | 0.92 |
The correlation between WTIC.DE and EXXY.DE has been stable across timeframes, ranging from 0.92 to 0.96 - a consistent structural relationship.
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Return for Risk
WTIC.DE vs. EXXY.DE — Risk / Return Rank
WTIC.DE
EXXY.DE
WTIC.DE vs. EXXY.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 iShares Diversified Commodity Swap UCITS ETF (DE) (EXXY.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 | EXXY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.52 | ||
| Sortino ratioReturn per unit of downside risk | +0.70 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.32 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 5.55 | 3.78 | +1.77 |
| Martin ratioReturn relative to average drawdown | 12.79 | 8.41 | +4.37 |
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 | EXXY.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.30 | 1.78 | +0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | 0.65 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.37 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.02 | +0.52 |
Drawdowns
WTIC.DE vs. EXXY.DE - Drawdown Comparison
The maximum WTIC.DE drawdown since its inception was -25.90%, smaller than the maximum EXXY.DE drawdown of -65.58%. Use the drawdown chart below to compare losses from any high point for WTIC.DE and EXXY.DE.
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Drawdown Indicators
| WTIC.DE | EXXY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.90% | -65.58% | +39.68% |
Max Drawdown (1Y)Largest decline over 1 year | -7.43% | -8.95% | +1.52% |
Max Drawdown (3Y)Largest decline over 3 years | -13.51% | -16.31% | +2.80% |
Max Drawdown (5Y)Largest decline over 5 years | -25.90% | -28.03% | +2.13% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.54% | — |
Current DrawdownCurrent decline from peak | -3.46% | -16.97% | +13.51% |
Average DrawdownAverage peak-to-trough decline | -12.05% | -40.08% | +28.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 4.03% | -0.80% |
Volatility
WTIC.DE vs. EXXY.DE - Volatility Comparison
WisdomTree Enhanced Commodity UCITS ETF USD Acc (WTIC.DE) and iShares Diversified Commodity Swap UCITS ETF (DE) (EXXY.DE) have volatilities of 5.73% and 5.99%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WTIC.DE | EXXY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.73% | 5.99% | -0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 15.76% | 16.80% | -1.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.94% | 18.98% | -1.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.14% | 17.55% | -1.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.10% | 15.32% | -1.22% |
WTIC.DE vs. EXXY.DE - Expense Ratio Comparison
WTIC.DE has a 0.35% expense ratio, which is lower than EXXY.DE's 0.46% expense ratio.
Dividends
WTIC.DE vs. EXXY.DE - Dividend Comparison
Neither WTIC.DE nor EXXY.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.96, WTIC.DE and EXXY.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
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 0.46% for EXXY.DE.
WTIC.DE tracks Optimised Roll Commodity, while EXXY.DE tracks Bloomberg Commodity. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.35% for WTIC.DE and 0.46% for EXXY.DE.
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