WTIC.DE vs. NTSG.DE
WTIC.DE (WisdomTree Enhanced Commodity UCITS ETF USD Acc) and NTSG.DE (WisdomTree Global Efficient Core UCITS ETF USD Accumulating) are both exchange-traded funds - WTIC.DE is a Commodities fund tracking the Optimised Roll Commodity, while NTSG.DE is a Global Allocation fund tracking the WisdomTree Global Efficient Core Index. Both are passively managed. Over the past year, WTIC.DE returned 41.43% vs 20.71% for NTSG.DE. At a 0.05 correlation, their price movements are largely independent. WTIC.DE charges 0.35%/yr vs 0.25%/yr for NTSG.DE.
Performance
WTIC.DE vs. NTSG.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 NTSG.DE's 8.92% 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*
- —
NTSG.DE
- 1D
- 0.04%
- 1M
- 5.20%
- YTD
- 8.92%
- 6M
- 7.87%
- 1Y
- 20.71%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WTIC.DE vs. NTSG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
WTIC.DE WisdomTree Enhanced Commodity UCITS ETF USD Acc | 30.86% | 3.73% | 2.24% |
NTSG.DE WisdomTree Global Efficient Core UCITS ETF USD Accumulating | 8.92% | 8.14% | 0.20% |
Correlation
The correlation between WTIC.DE and NTSG.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 Nov 13, 2024 | 0.05 |
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Return for Risk
WTIC.DE vs. NTSG.DE — Risk / Return Rank
WTIC.DE
NTSG.DE
WTIC.DE vs. NTSG.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 Global Efficient Core UCITS ETF USD Accumulating (NTSG.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 | NTSG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.44 | ||
| Sortino ratioReturn per unit of downside risk | +0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.34 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 5.55 | 3.29 | +2.26 |
| Martin ratioReturn relative to average drawdown | 12.79 | 11.64 | +1.14 |
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 | NTSG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.30 | 1.86 | +0.44 |
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 | 0.79 | -0.25 |
Drawdowns
WTIC.DE vs. NTSG.DE - Drawdown Comparison
The maximum WTIC.DE drawdown since its inception was -25.90%, which is greater than NTSG.DE's maximum drawdown of -19.64%. Use the drawdown chart below to compare losses from any high point for WTIC.DE and NTSG.DE.
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Drawdown Indicators
| WTIC.DE | NTSG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.90% | -19.64% | -6.26% |
Max Drawdown (1Y)Largest decline over 1 year | -7.43% | -6.26% | -1.17% |
Max Drawdown (3Y)Largest decline over 3 years | -13.51% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -25.90% | — | — |
Current DrawdownCurrent decline from peak | -3.46% | -0.09% | -3.37% |
Average DrawdownAverage peak-to-trough decline | -12.05% | -3.69% | -8.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 1.77% | +1.46% |
Volatility
WTIC.DE vs. NTSG.DE - Volatility Comparison
WisdomTree Enhanced Commodity UCITS ETF USD Acc (WTIC.DE) has a higher volatility of 5.73% compared to WisdomTree Global Efficient Core UCITS ETF USD Accumulating (NTSG.DE) at 3.24%. This indicates that WTIC.DE's price experiences larger fluctuations and is considered to be riskier than NTSG.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 | NTSG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.73% | 3.24% | +2.49% |
Volatility (6M)Calculated over the trailing 6-month period | 15.76% | 8.09% | +7.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.94% | 11.12% | +6.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.14% | 14.30% | +1.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.10% | 14.30% | -0.20% |
WTIC.DE vs. NTSG.DE - Expense Ratio Comparison
WTIC.DE has a 0.35% expense ratio, which is higher than NTSG.DE's 0.25% expense ratio.
Dividends
WTIC.DE vs. NTSG.DE - Dividend Comparison
Neither WTIC.DE nor NTSG.DE has paid dividends to shareholders.
Frequently Asked Questions
WTIC.DE and NTSG.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, NTSG.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
NTSG.DE is cheaper with a 0.25% expense ratio, compared with 0.35% for WTIC.DE.
WTIC.DE is categorized as Commodities, while NTSG.DE is Global Allocation. WTIC.DE tracks Optimised Roll Commodity, while NTSG.DE tracks WisdomTree Global Efficient Core Index. Their fees differ too: 0.35% for WTIC.DE and 0.25% for NTSG.DE.
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