PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
WTIC.DE vs. PIT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WTIC.DE and PIT is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

WTIC.DE vs. PIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Enhanced Commodity UCITS ETF USD Acc (WTIC.DE) and VanEck Commodity Strategy ETF (PIT). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
8.47%
10.29%
WTIC.DE
PIT

Key characteristics

Sharpe Ratio

WTIC.DE:

1.41

PIT:

0.82

Sortino Ratio

WTIC.DE:

2.08

PIT:

1.24

Omega Ratio

WTIC.DE:

1.25

PIT:

1.15

Calmar Ratio

WTIC.DE:

0.64

PIT:

0.98

Martin Ratio

WTIC.DE:

4.02

PIT:

2.77

Ulcer Index

WTIC.DE:

4.10%

PIT:

4.08%

Daily Std Dev

WTIC.DE:

11.62%

PIT:

13.76%

Max Drawdown

WTIC.DE:

-25.90%

PIT:

-12.27%

Current Drawdown

WTIC.DE:

-11.77%

PIT:

0.00%

Returns By Period

In the year-to-date period, WTIC.DE achieves a 7.25% return, which is significantly higher than PIT's 6.32% return.


WTIC.DE

YTD

7.25%

1M

1.63%

6M

16.52%

1Y

17.67%

5Y*

N/A

10Y*

N/A

PIT

YTD

6.32%

1M

1.23%

6M

10.30%

1Y

10.47%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


WTIC.DE vs. PIT - Expense Ratio Comparison

WTIC.DE has a 0.35% expense ratio, which is lower than PIT's 0.55% expense ratio.


PIT
VanEck Commodity Strategy ETF
Expense ratio chart for PIT: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
Expense ratio chart for WTIC.DE: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Risk-Adjusted Performance

WTIC.DE vs. PIT — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WTIC.DE
The Risk-Adjusted Performance Rank of WTIC.DE is 4848
Overall Rank
The Sharpe Ratio Rank of WTIC.DE is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of WTIC.DE is 5959
Sortino Ratio Rank
The Omega Ratio Rank of WTIC.DE is 5555
Omega Ratio Rank
The Calmar Ratio Rank of WTIC.DE is 2929
Calmar Ratio Rank
The Martin Ratio Rank of WTIC.DE is 4040
Martin Ratio Rank

PIT
The Risk-Adjusted Performance Rank of PIT is 3030
Overall Rank
The Sharpe Ratio Rank of PIT is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of PIT is 2828
Sortino Ratio Rank
The Omega Ratio Rank of PIT is 2727
Omega Ratio Rank
The Calmar Ratio Rank of PIT is 3939
Calmar Ratio Rank
The Martin Ratio Rank of PIT is 2828
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

WTIC.DE vs. PIT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Enhanced Commodity UCITS ETF USD Acc (WTIC.DE) and VanEck Commodity Strategy ETF (PIT). 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.


Sharpe ratio
The chart of Sharpe ratio for WTIC.DE, currently valued at 1.24, compared to the broader market0.002.004.001.240.79
The chart of Sortino ratio for WTIC.DE, currently valued at 1.81, compared to the broader market0.005.0010.001.811.20
The chart of Omega ratio for WTIC.DE, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.001.231.15
The chart of Calmar ratio for WTIC.DE, currently valued at 1.34, compared to the broader market0.005.0010.0015.0020.001.340.94
The chart of Martin ratio for WTIC.DE, currently valued at 3.47, compared to the broader market0.0020.0040.0060.0080.00100.00120.003.472.63
WTIC.DE
PIT

The current WTIC.DE Sharpe Ratio is 1.41, which is higher than the PIT Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of WTIC.DE and PIT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.00SeptemberOctoberNovemberDecember2025February
1.24
0.79
WTIC.DE
PIT

Dividends

WTIC.DE vs. PIT - Dividend Comparison

WTIC.DE has not paid dividends to shareholders, while PIT's dividend yield for the trailing twelve months is around 3.38%.


TTM20242023
WTIC.DE
WisdomTree Enhanced Commodity UCITS ETF USD Acc
0.00%0.00%0.00%
PIT
VanEck Commodity Strategy ETF
3.38%3.59%6.44%

Drawdowns

WTIC.DE vs. PIT - Drawdown Comparison

The maximum WTIC.DE drawdown since its inception was -25.90%, which is greater than PIT's maximum drawdown of -12.27%. Use the drawdown chart below to compare losses from any high point for WTIC.DE and PIT. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February00
WTIC.DE
PIT

Volatility

WTIC.DE vs. PIT - Volatility Comparison

WisdomTree Enhanced Commodity UCITS ETF USD Acc (WTIC.DE) has a higher volatility of 2.88% compared to VanEck Commodity Strategy ETF (PIT) at 2.72%. This indicates that WTIC.DE's price experiences larger fluctuations and is considered to be riskier than PIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
2.88%
2.72%
WTIC.DE
PIT
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab