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

Correlation

The correlation between WTIC.DE and USCI is 0.66, 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. 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.

0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
8.46%
18.13%
WTIC.DE
USCI

Key characteristics

Sharpe Ratio

WTIC.DE:

1.41

USCI:

1.80

Sortino Ratio

WTIC.DE:

2.08

USCI:

2.54

Omega Ratio

WTIC.DE:

1.25

USCI:

1.30

Calmar Ratio

WTIC.DE:

0.64

USCI:

1.05

Martin Ratio

WTIC.DE:

4.02

USCI:

7.37

Ulcer Index

WTIC.DE:

4.10%

USCI:

3.11%

Daily Std Dev

WTIC.DE:

11.62%

USCI:

12.71%

Max Drawdown

WTIC.DE:

-25.90%

USCI:

-66.41%

Current Drawdown

WTIC.DE:

-11.77%

USCI:

-2.79%

Returns By Period

The year-to-date returns for both investments are quite close, with WTIC.DE having a 7.25% return and USCI slightly higher at 7.55%.


WTIC.DE

YTD

7.25%

1M

1.63%

6M

16.20%

1Y

17.70%

5Y*

N/A

10Y*

N/A

USCI

YTD

7.55%

1M

2.59%

6M

18.44%

1Y

23.88%

5Y*

16.01%

10Y*

4.24%

*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. USCI - Expense Ratio Comparison

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


USCI
United States Commodity Index Fund
Expense ratio chart for USCI: current value at 1.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.03%
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. USCI — 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 4747
Overall Rank
The Sharpe Ratio Rank of WTIC.DE is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of WTIC.DE is 5858
Sortino Ratio Rank
The Omega Ratio Rank of WTIC.DE is 5555
Omega Ratio Rank
The Calmar Ratio Rank of WTIC.DE is 2828
Calmar Ratio Rank
The Martin Ratio Rank of WTIC.DE is 3939
Martin Ratio Rank

USCI
The Risk-Adjusted Performance Rank of USCI is 6363
Overall Rank
The Sharpe Ratio Rank of USCI is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of USCI is 7373
Sortino Ratio Rank
The Omega Ratio Rank of USCI is 6767
Omega Ratio Rank
The Calmar Ratio Rank of USCI is 4141
Calmar Ratio Rank
The Martin Ratio Rank of USCI is 6262
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. USCI - 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 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.


Sharpe ratio
The chart of Sharpe ratio for WTIC.DE, currently valued at 1.23, compared to the broader market0.002.004.001.231.88
The chart of Sortino ratio for WTIC.DE, currently valued at 1.79, compared to the broader market0.005.0010.001.792.64
The chart of Omega ratio for WTIC.DE, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.001.221.32
The chart of Calmar ratio for WTIC.DE, currently valued at 0.56, compared to the broader market0.005.0010.0015.0020.000.562.76
The chart of Martin ratio for WTIC.DE, currently valued at 3.43, compared to the broader market0.0020.0040.0060.0080.00100.00120.003.437.55
WTIC.DE
USCI

The current WTIC.DE Sharpe Ratio is 1.41, which is comparable to the USCI Sharpe Ratio of 1.80. 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
1.23
1.88
WTIC.DE
USCI

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 -66.41%. Use the drawdown chart below to compare losses from any high point for WTIC.DE and USCI. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-14.06%
-0.38%
WTIC.DE
USCI

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 2.89% and 2.84%, 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.


2.50%3.00%3.50%4.00%4.50%SeptemberOctoberNovemberDecember2025February
2.89%
2.84%
WTIC.DE
USCI
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