WTIC.DE vs. WTEH.DE
WTIC.DE (WisdomTree Enhanced Commodity UCITS ETF USD Acc) and WTEH.DE (WisdomTree Enhanced Commodity UCITS ETF (EUR Hedged) Acc) are both Commodities funds from WisdomTree - WTIC.DE tracks the Optimised Roll Commodity while WTEH.DE tracks the Optimized Roll Commodity (EUR Hedged). Both are passively managed. Over the past 5 years, WTIC.DE returned 12.56%/yr vs 9.32%/yr for WTEH.DE. A 0.79 correlation means they provide meaningful diversification when combined. Both charge a 0.35% expense ratio.
Performance
WTIC.DE vs. WTEH.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 WTEH.DE's 28.87% 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*
- —
WTEH.DE
- 1D
- -1.21%
- 1M
- -3.19%
- YTD
- 28.87%
- 6M
- 31.61%
- 1Y
- 41.28%
- 3Y*
- 14.16%
- 5Y*
- 9.32%
- 10Y*
- —
WTIC.DE vs. WTEH.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
WTIC.DE WisdomTree Enhanced Commodity UCITS ETF USD Acc | 30.86% | 3.73% | 9.08% | -9.89% | 18.67% | 39.27% | 1.63% |
WTEH.DE WisdomTree Enhanced Commodity UCITS ETF (EUR Hedged) Acc | 28.87% | 14.12% | 1.38% | -8.99% | 8.44% | 27.25% | 5.11% |
Correlation
The correlation between WTIC.DE and WTEH.DE is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Sep 8, 2020 | 0.79 |
The correlation between WTIC.DE and WTEH.DE shifts across timeframes, from 0.79 (all time) to 0.90 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
WTIC.DE vs. WTEH.DE — Risk / Return Rank
WTIC.DE
WTEH.DE
WTIC.DE vs. WTEH.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 Enhanced Commodity UCITS ETF (EUR Hedged) Acc (WTEH.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 | WTEH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.20 | ||
| Sortino ratioReturn per unit of downside risk | -0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.45 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 5.55 | 6.93 | -1.38 |
| Martin ratioReturn relative to average drawdown | 12.79 | 15.94 | -3.15 |
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 | WTEH.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.30 | 2.50 | -0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | 0.60 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.86 | -0.32 |
Drawdowns
WTIC.DE vs. WTEH.DE - Drawdown Comparison
The maximum WTIC.DE drawdown since its inception was -25.90%, smaller than the maximum WTEH.DE drawdown of -28.22%. Use the drawdown chart below to compare losses from any high point for WTIC.DE and WTEH.DE.
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Drawdown Indicators
| WTIC.DE | WTEH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.90% | -28.22% | +2.32% |
Max Drawdown (1Y)Largest decline over 1 year | -7.43% | -5.93% | -1.50% |
Max Drawdown (3Y)Largest decline over 3 years | -13.51% | -10.31% | -3.20% |
Max Drawdown (5Y)Largest decline over 5 years | -25.90% | -28.22% | +2.32% |
Current DrawdownCurrent decline from peak | -3.46% | -4.05% | +0.59% |
Average DrawdownAverage peak-to-trough decline | -12.05% | -14.64% | +2.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 2.58% | +0.65% |
Volatility
WTIC.DE vs. WTEH.DE - Volatility Comparison
WisdomTree Enhanced Commodity UCITS ETF USD Acc (WTIC.DE) has a higher volatility of 5.73% compared to WisdomTree Enhanced Commodity UCITS ETF (EUR Hedged) Acc (WTEH.DE) at 5.17%. This indicates that WTIC.DE's price experiences larger fluctuations and is considered to be riskier than WTEH.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 | WTEH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.73% | 5.17% | +0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 15.76% | 14.77% | +0.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.94% | 16.45% | +1.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.14% | 15.57% | +0.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.10% | 15.39% | -1.29% |
WTIC.DE vs. WTEH.DE - Expense Ratio Comparison
Both WTIC.DE and WTEH.DE have an expense ratio of 0.35%.
Dividends
WTIC.DE vs. WTEH.DE - Dividend Comparison
Neither WTIC.DE nor WTEH.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.90, WTIC.DE and WTEH.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
Both ETFs have the same 0.35% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
WTIC.DE and WTEH.DE have the same expense ratio: 0.35% per year.
WTIC.DE tracks Optimised Roll Commodity, while WTEH.DE tracks Optimized Roll Commodity (EUR Hedged).
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