WTIC.DE vs. WTIZ.DE
WTIC.DE (WisdomTree Enhanced Commodity UCITS ETF USD Acc) and WTIZ.DE (WisdomTree Japan Equity UCITS ETF JPY Acc) are both exchange-traded funds - WTIC.DE is a Commodities fund tracking the Optimised Roll Commodity, while WTIZ.DE is a Japan Equities fund tracking the WisdomTree Japan Equity. Both are passively managed. Over the past 5 years, WTIC.DE returned 12.56%/yr vs 14.12%/yr for WTIZ.DE. At a 0.10 correlation, their price movements are largely independent. WTIC.DE charges 0.35%/yr vs 0.40%/yr for WTIZ.DE.
Performance
WTIC.DE vs. WTIZ.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, WTIC.DE achieves a 30.86% return, which is significantly higher than WTIZ.DE's 17.38% 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*
- —
WTIZ.DE
- 1D
- 0.16%
- 1M
- 5.32%
- YTD
- 17.38%
- 6M
- 18.66%
- 1Y
- 33.57%
- 3Y*
- 19.46%
- 5Y*
- 14.12%
- 10Y*
- —
WTIC.DE vs. WTIZ.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% | 8.17% |
WTIZ.DE WisdomTree Japan Equity UCITS ETF JPY Acc | 17.38% | 15.16% | 17.99% | 21.47% | -4.73% | 14.55% | 11.02% |
Correlation
The correlation between WTIC.DE and WTIZ.DE is -0.24, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2020 | 0.10 |
The correlation between WTIC.DE and WTIZ.DE shifts across timeframes, from -0.24 (1 year) to 0.10 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
WTIC.DE vs. WTIZ.DE — Risk / Return Rank
WTIC.DE
WTIZ.DE
WTIC.DE vs. WTIZ.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 Japan Equity UCITS ETF JPY Acc (WTIZ.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 | WTIZ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.51 | ||
| Sortino ratioReturn per unit of downside risk | +0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.33 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 5.55 | 3.19 | +2.36 |
| Martin ratioReturn relative to average drawdown | 12.79 | 10.27 | +2.51 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| WTIC.DE | WTIZ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.30 | 1.79 | +0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | 0.82 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.91 | -0.38 |
Drawdowns
WTIC.DE vs. WTIZ.DE - Drawdown Comparison
The maximum WTIC.DE drawdown since its inception was -25.90%, which is greater than WTIZ.DE's maximum drawdown of -17.17%. Use the drawdown chart below to compare losses from any high point for WTIC.DE and WTIZ.DE.
Loading charts...
Drawdown Indicators
| WTIC.DE | WTIZ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.90% | -17.17% | -8.73% |
Max Drawdown (1Y)Largest decline over 1 year | -7.43% | -10.49% | +3.06% |
Max Drawdown (3Y)Largest decline over 3 years | -13.51% | -17.17% | +3.66% |
Max Drawdown (5Y)Largest decline over 5 years | -25.90% | -17.17% | -8.73% |
Current DrawdownCurrent decline from peak | -3.46% | -0.39% | -3.07% |
Average DrawdownAverage peak-to-trough decline | -12.05% | -3.62% | -8.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 3.26% | -0.03% |
Volatility
WTIC.DE vs. WTIZ.DE - Volatility Comparison
WisdomTree Enhanced Commodity UCITS ETF USD Acc (WTIC.DE) has a higher volatility of 5.73% compared to WisdomTree Japan Equity UCITS ETF JPY Acc (WTIZ.DE) at 3.61%. This indicates that WTIC.DE's price experiences larger fluctuations and is considered to be riskier than WTIZ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| WTIC.DE | WTIZ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.73% | 3.61% | +2.12% |
Volatility (6M)Calculated over the trailing 6-month period | 15.76% | 15.05% | +0.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.94% | 18.70% | -0.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.14% | 16.95% | -0.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.10% | 16.60% | -2.50% |
WTIC.DE vs. WTIZ.DE - Expense Ratio Comparison
WTIC.DE has a 0.35% expense ratio, which is lower than WTIZ.DE's 0.40% expense ratio.
Dividends
WTIC.DE vs. WTIZ.DE - Dividend Comparison
Neither WTIC.DE nor WTIZ.DE has paid dividends to shareholders.
Frequently Asked Questions
WTIC.DE and WTIZ.DE have a correlation of -0.24, 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 0.40% for WTIZ.DE.
WTIC.DE is categorized as Commodities, while WTIZ.DE is Japan Equities. WTIC.DE tracks Optimised Roll Commodity, while WTIZ.DE tracks WisdomTree Japan Equity. Their fees differ too: 0.35% for WTIC.DE and 0.40% for WTIZ.DE.
Find the right allocation for WTIC.DE and WTIZ.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer