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WTIC.DE vs. USCI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WTIC.DE vs. USCI - 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 United States Commodity Index Fund (USCI). The values are adjusted to include any dividend payments, if applicable.

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WTIC.DE vs. USCI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WTIC.DE
WisdomTree Enhanced Commodity UCITS ETF USD Acc
25.95%3.73%9.08%-9.89%18.67%39.27%-8.75%10.10%-5.33%-7.47%
USCI
United States Commodity Index Fund
24.13%3.67%24.97%-3.00%37.49%43.02%-18.77%0.54%-7.61%-6.74%
Different Trading Currencies

WTIC.DE is traded in EUR, while USCI is traded in USD. To make them comparable, the USCI 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 25.95% return, which is significantly higher than USCI's 24.13% return.


WTIC.DE

1D
-2.08%
1M
9.76%
YTD
25.95%
6M
33.01%
1Y
25.88%
3Y*
10.59%
5Y*
13.68%
10Y*

USCI

1D
-0.56%
1M
10.27%
YTD
24.13%
6M
23.27%
1Y
21.03%
3Y*
17.90%
5Y*
21.91%
10Y*
8.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WTIC.DE vs. USCI - Expense Ratio Comparison

WTIC.DE has a 0.35% expense ratio, which is lower than USCI's 1.03% expense ratio.


Return for Risk

WTIC.DE vs. USCI — Risk / Return Rank

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

WTIC.DE
WTIC.DE Risk / Return Rank: 7878
Overall Rank
WTIC.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
WTIC.DE Sortino Ratio Rank: 7878
Sortino Ratio Rank
WTIC.DE Omega Ratio Rank: 7373
Omega Ratio Rank
WTIC.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
WTIC.DE Martin Ratio Rank: 6969
Martin Ratio Rank

USCI
USCI Risk / Return Rank: 8080
Overall Rank
USCI Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
USCI Sortino Ratio Rank: 8080
Sortino Ratio Rank
USCI Omega Ratio Rank: 7373
Omega Ratio Rank
USCI Calmar Ratio Rank: 8585
Calmar Ratio Rank
USCI Martin Ratio Rank: 7979
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WTIC.DE vs. USCI - 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 United States Commodity Index Fund (USCI). 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.DEUSCIDifference

Sharpe ratio

Return per unit of total volatility

1.53

1.07

+0.46

Sortino ratio

Return per unit of downside risk

2.10

1.50

+0.60

Omega ratio

Gain probability vs. loss probability

1.29

1.20

+0.09

Calmar ratio

Return relative to maximum drawdown

3.53

1.75

+1.78

Martin ratio

Return relative to average drawdown

7.75

4.04

+3.71

WTIC.DE vs. USCI - Sharpe Ratio Comparison

The current WTIC.DE Sharpe Ratio is 1.53, which is higher than the USCI Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of WTIC.DE and USCI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WTIC.DEUSCIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.53

1.07

+0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

1.16

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.33

+0.20

Correlation

The correlation between WTIC.DE and USCI is 0.65, 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.


Dividends

WTIC.DE vs. USCI - Dividend Comparison

Neither WTIC.DE nor USCI has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

WTIC.DE vs. USCI - Drawdown Comparison

The maximum WTIC.DE drawdown since its inception was -25.90%, smaller than the maximum USCI drawdown of -56.93%. Use the drawdown chart below to compare losses from any high point for WTIC.DE and USCI.


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Drawdown Indicators


WTIC.DEUSCIDifference

Max Drawdown

Largest peak-to-trough decline

-25.90%

-66.41%

+40.51%

Max Drawdown (1Y)

Largest decline over 1 year

-10.39%

-12.01%

+1.62%

Max Drawdown (5Y)

Largest decline over 5 years

-25.90%

-18.84%

-7.06%

Max Drawdown (10Y)

Largest decline over 10 years

-45.82%

Current Drawdown

Current decline from peak

-2.29%

-1.15%

-1.14%

Average Drawdown

Average peak-to-trough decline

-12.22%

-29.82%

+17.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.38%

3.53%

-0.15%

Volatility

WTIC.DE vs. USCI - Volatility Comparison

WisdomTree Enhanced Commodity UCITS ETF USD Acc (WTIC.DE) and United States Commodity Index Fund (USCI) have volatilities of 8.24% and 8.05%, 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.DEUSCIDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.24%

8.05%

+0.19%

Volatility (6M)

Calculated over the trailing 6-month period

13.35%

14.17%

-0.82%

Volatility (1Y)

Calculated over the trailing 1-year period

16.84%

19.75%

-2.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.72%

18.99%

-3.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.87%

16.47%

-2.60%