WTIC.DE vs. FTGC
WTIC.DE (WisdomTree Enhanced Commodity UCITS ETF USD Acc) and FTGC (First Trust Global Tactical Commodity Strategy Fund) are both Commodities funds. WTIC.DE is passively managed, while FTGC is actively managed. Over the past 5 years, WTIC.DE returned 12.86%/yr vs 14.14%/yr for FTGC. A 0.69 correlation means they provide meaningful diversification when combined. WTIC.DE charges 0.35%/yr vs 0.95%/yr for FTGC.
Performance
WTIC.DE vs. FTGC - Performance Comparison
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Different Trading Currencies
WTIC.DE is traded in EUR, while FTGC is traded in USD. To make them comparable, the FTGC 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 32.60% return, which is significantly higher than FTGC's 28.68% return.
WTIC.DE
- 1D
- 0.84%
- 1M
- -1.77%
- YTD
- 32.60%
- 6M
- 34.57%
- 1Y
- 42.78%
- 3Y*
- 13.90%
- 5Y*
- 12.86%
- 10Y*
- —
FTGC
- 1D
- -0.23%
- 1M
- -1.93%
- YTD
- 28.68%
- 6M
- 26.76%
- 1Y
- 38.51%
- 3Y*
- 15.00%
- 5Y*
- 14.14%
- 10Y*
- 7.54%
WTIC.DE vs. FTGC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WTIC.DE WisdomTree Enhanced Commodity UCITS ETF USD Acc | 32.60% | 3.73% | 9.08% | -9.89% | 18.67% | 39.27% | -8.75% | 10.10% | -5.33% | -7.47% |
FTGC First Trust Global Tactical Commodity Strategy Fund | 28.68% | 1.01% | 17.22% | -8.20% | 24.63% | 37.52% | -6.25% | 8.80% | -8.66% | -9.90% |
Correlation
The correlation between WTIC.DE and FTGC is 0.75, 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 | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Jun 10, 2016 | 0.69 |
The correlation between WTIC.DE and FTGC has been stable across timeframes, ranging from 0.69 to 0.75 - a consistent structural relationship.
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Return for Risk
WTIC.DE vs. FTGC — Risk / Return Rank
WTIC.DE
FTGC
WTIC.DE vs. FTGC - 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 First Trust Global Tactical Commodity Strategy Fund (FTGC). 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 | FTGC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.10 | ||
| Sortino ratioReturn per unit of downside risk | -0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.40 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 5.73 | 5.53 | +0.20 |
| Martin ratioReturn relative to average drawdown | 13.24 | 13.98 | -0.75 |
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 | FTGC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.38 | 2.28 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.84 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.49 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.32 | +0.23 |
Drawdowns
WTIC.DE vs. FTGC - Drawdown Comparison
The maximum WTIC.DE drawdown since its inception was -25.90%, smaller than the maximum FTGC drawdown of -47.83%. Use the drawdown chart below to compare losses from any high point for WTIC.DE and FTGC.
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Drawdown Indicators
| WTIC.DE | FTGC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.90% | -47.83% | +21.93% |
Max Drawdown (1Y)Largest decline over 1 year | -7.43% | -6.99% | -0.44% |
Max Drawdown (3Y)Largest decline over 3 years | -13.51% | -14.71% | +1.20% |
Max Drawdown (5Y)Largest decline over 5 years | -25.90% | -21.74% | -4.16% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.27% | — |
Current DrawdownCurrent decline from peak | -2.18% | -3.59% | +1.41% |
Average DrawdownAverage peak-to-trough decline | -12.05% | -19.60% | +7.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.22% | 2.76% | +0.46% |
Volatility
WTIC.DE vs. FTGC - Volatility Comparison
WisdomTree Enhanced Commodity UCITS ETF USD Acc (WTIC.DE) has a higher volatility of 6.35% compared to First Trust Global Tactical Commodity Strategy Fund (FTGC) at 4.82%. This indicates that WTIC.DE's price experiences larger fluctuations and is considered to be riskier than FTGC 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 | FTGC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.35% | 4.82% | +1.53% |
Volatility (6M)Calculated over the trailing 6-month period | 15.71% | 13.88% | +1.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.89% | 17.01% | +0.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.13% | 16.86% | -0.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.10% | 15.44% | -1.34% |
WTIC.DE vs. FTGC - Expense Ratio Comparison
WTIC.DE has a 0.35% expense ratio, which is lower than FTGC's 0.95% expense ratio.
Dividends
WTIC.DE vs. FTGC - Dividend Comparison
WTIC.DE has not paid dividends to shareholders, while FTGC's dividend yield for the trailing twelve months is around 15.08%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
FTGC First Trust Global Tactical Commodity Strategy Fund | 15.08% | 17.74% | 3.05% | 3.34% | 10.35% | 7.21% | 0.00% | 0.81% | 0.80% | 1.21% |
WTIC.DE WisdomTree Enhanced Commodity UCITS ETF USD Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
WTIC.DE and FTGC have a correlation of 0.75, 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 0.95% for FTGC.
They also come from different issuers: WisdomTree and First Trust. Their fees differ too: 0.35% for WTIC.DE and 0.95% for FTGC.
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