WTIC.DE vs. FCO2.DE
WTIC.DE (WisdomTree Enhanced Commodity UCITS ETF USD Acc) and FCO2.DE (HANetf SparkChange Physical Carbon EUA ETC) are both Commodities funds - WTIC.DE tracks the Optimised Roll Commodity while FCO2.DE tracks the EU Carbon Emission Allowances (EUA). Both are passively managed. Over the past 3 years, WTIC.DE returned 13.11%/yr vs -3.01%/yr for FCO2.DE. At a 0.11 correlation, their price movements are largely independent. WTIC.DE charges 0.35%/yr vs 0.89%/yr for FCO2.DE.
Performance
WTIC.DE vs. FCO2.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 FCO2.DE's -10.46% return.
WTIC.DE
- 1D
- -1.31%
- 1M
- 0.57%
- YTD
- 30.86%
- 6M
- 31.83%
- 1Y
- 40.68%
- 3Y*
- 13.11%
- 5Y*
- 12.56%
- 10Y*
- —
FCO2.DE
- 1D
- -2.02%
- 1M
- 2.15%
- YTD
- -10.46%
- 6M
- -8.03%
- 1Y
- 4.93%
- 3Y*
- -3.01%
- 5Y*
- —
- 10Y*
- —
WTIC.DE vs. FCO2.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
WTIC.DE WisdomTree Enhanced Commodity UCITS ETF USD Acc | 30.86% | 3.73% | 9.08% | -9.89% | -14.82% |
FCO2.DE HANetf SparkChange Physical Carbon EUA ETC | -10.46% | 20.70% | -11.00% | -5.14% | -0.32% |
Correlation
The correlation between WTIC.DE and FCO2.DE is -0.01, 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 | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Jun 8, 2022 | 0.11 |
The correlation between WTIC.DE and FCO2.DE shifts across timeframes, from -0.01 (1 year) to 0.11 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
WTIC.DE vs. FCO2.DE — Risk / Return Rank
WTIC.DE
FCO2.DE
WTIC.DE vs. FCO2.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 HANetf SparkChange Physical Carbon EUA ETC (FCO2.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 | FCO2.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.11 | ||
| Sortino ratioReturn per unit of downside risk | +2.54 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.06 | +0.35 |
| Calmar ratioReturn relative to maximum drawdown | 5.55 | 0.16 | +5.39 |
| Martin ratioReturn relative to average drawdown | 12.79 | 0.41 | +12.38 |
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 | FCO2.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.30 | 0.19 | +2.11 |
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 | -0.07 | +0.61 |
Drawdowns
WTIC.DE vs. FCO2.DE - Drawdown Comparison
The maximum WTIC.DE drawdown since its inception was -25.90%, smaller than the maximum FCO2.DE drawdown of -48.49%. Use the drawdown chart below to compare losses from any high point for WTIC.DE and FCO2.DE.
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Drawdown Indicators
| WTIC.DE | FCO2.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.90% | -48.49% | +22.59% |
Max Drawdown (1Y)Largest decline over 1 year | -7.43% | -31.46% | +24.03% |
Max Drawdown (3Y)Largest decline over 3 years | -13.51% | -45.60% | +32.09% |
Max Drawdown (5Y)Largest decline over 5 years | -25.90% | — | — |
Current DrawdownCurrent decline from peak | -3.46% | -24.40% | +20.94% |
Average DrawdownAverage peak-to-trough decline | -12.05% | -23.38% | +11.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 12.41% | -9.18% |
Volatility
WTIC.DE vs. FCO2.DE - Volatility Comparison
WisdomTree Enhanced Commodity UCITS ETF USD Acc (WTIC.DE) and HANetf SparkChange Physical Carbon EUA ETC (FCO2.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 | FCO2.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% | 22.94% | -7.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.94% | 26.69% | -8.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.14% | 34.04% | -17.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.10% | 34.04% | -19.94% |
WTIC.DE vs. FCO2.DE - Expense Ratio Comparison
WTIC.DE has a 0.35% expense ratio, which is lower than FCO2.DE's 0.89% expense ratio.
Dividends
WTIC.DE vs. FCO2.DE - Dividend Comparison
Neither WTIC.DE nor FCO2.DE has paid dividends to shareholders.
Frequently Asked Questions
WTIC.DE and FCO2.DE have a correlation of -0.01, 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 0.89% for FCO2.DE.
WTIC.DE tracks Optimised Roll Commodity, while FCO2.DE tracks EU Carbon Emission Allowances (EUA). They also come from different issuers: WisdomTree and HANetf. Their fees differ too: 0.35% for WTIC.DE and 0.89% for FCO2.DE.
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