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

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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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 32.60% return, which is significantly higher than USCI's 29.75% 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*

USCI

1D
0.33%
1M
-0.52%
YTD
29.75%
6M
27.04%
1Y
37.54%
3Y*
19.88%
5Y*
20.40%
10Y*
8.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WTIC.DE vs. USCI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
USCI
United States Commodity Index Fund
29.75%3.67%24.97%-3.00%37.49%43.02%-18.77%0.54%-7.61%-6.74%

Correlation

The correlation between WTIC.DE and USCI is 0.70, 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

0.70

Correlation (3Y)
Calculated over the trailing 3-year period

0.67

Correlation (5Y)
Calculated over the trailing 5-year period

0.68

Correlation (All Time)
Calculated using the full available price history since Jun 10, 2016

0.65

The correlation between WTIC.DE and USCI has been stable across timeframes, ranging from 0.65 to 0.70 - a consistent structural relationship.

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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: 7575
Overall Rank
WTIC.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
WTIC.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
WTIC.DE Omega Ratio Rank: 7171
Omega Ratio Rank
WTIC.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
WTIC.DE Martin Ratio Rank: 7171
Martin Ratio Rank

USCI
USCI Risk / Return Rank: 7474
Overall Rank
USCI Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
USCI Sortino Ratio Rank: 6666
Sortino Ratio Rank
USCI Omega Ratio Rank: 6666
Omega Ratio Rank
USCI Calmar Ratio Rank: 8484
Calmar Ratio Rank
USCI Martin Ratio Rank: 8181
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 ratioReturn per unit of total volatility

+0.29

Sortino ratioReturn per unit of downside risk

+0.29

Omega ratioGain probability vs. loss probability

1.42

1.36

+0.06

Calmar ratioReturn relative to maximum drawdown

5.73

4.82

+0.91

Martin ratioReturn relative to average drawdown

13.24

13.45

-0.21

WTIC.DE vs. USCI - Sharpe Ratio Comparison

The current WTIC.DE Sharpe Ratio is 2.38, which is comparable to the USCI Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of WTIC.DE and USCI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


WTIC.DEUSCIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.38

2.09

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

1.07

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.34

+0.21

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%

-56.93%

+31.03%

Max Drawdown (1Y)

Largest decline over 1 year

-7.43%

-7.83%

+0.40%

Max Drawdown (3Y)

Largest decline over 3 years

-13.51%

-14.30%

+0.79%

Max Drawdown (5Y)

Largest decline over 5 years

-25.90%

-19.86%

-6.04%

Max Drawdown (10Y)

Largest decline over 10 years

-43.48%

Current Drawdown

Current decline from peak

-2.18%

-2.32%

+0.14%

Average Drawdown

Average peak-to-trough decline

-12.05%

-20.87%

+8.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.22%

2.80%

+0.42%

Volatility

WTIC.DE vs. USCI - Volatility Comparison

WisdomTree Enhanced Commodity UCITS ETF USD Acc (WTIC.DE) has a higher volatility of 6.35% compared to United States Commodity Index Fund (USCI) at 5.11%. This indicates that WTIC.DE's price experiences larger fluctuations and is considered to be riskier than USCI based on this measure. 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

6.35%

5.11%

+1.24%

Volatility (6M)

Calculated over the trailing 6-month period

15.71%

14.45%

+1.26%

Volatility (1Y)

Calculated over the trailing 1-year period

17.89%

18.07%

-0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.13%

19.09%

-2.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.10%

16.58%

-2.48%

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.


Dividends

WTIC.DE vs. USCI - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


WTIC.DE and USCI have a correlation of 0.70, 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 1.03% for USCI.

WTIC.DE tracks Optimised Roll Commodity, while USCI tracks SummerHaven Dynamic Commodity (TR). They also come from different issuers: WisdomTree and Concierge Technologies. Their fees differ too: 0.35% for WTIC.DE and 1.03% for USCI.

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