WTIC.DE vs. XAAG.DE
WTIC.DE (WisdomTree Enhanced Commodity UCITS ETF USD Acc) and XAAG.DE (Invesco Bloomberg Commodity ex-Agriculture UCITS ETF Acc) are both Commodities funds - WTIC.DE tracks the Optimised Roll Commodity while XAAG.DE tracks the Bloomberg Commodity ex-Agriculture and Livestock. Both are passively managed. Over the past 5 years, WTIC.DE returned 12.56%/yr vs 14.95%/yr for XAAG.DE. Their correlation of 0.84 suggests significant overlap in exposure. WTIC.DE charges 0.35%/yr vs 0.19%/yr for XAAG.DE.
Performance
WTIC.DE vs. XAAG.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 XAAG.DE's 27.69% return.
WTIC.DE
- 1D
- -1.31%
- 1M
- 0.57%
- YTD
- 30.86%
- 6M
- 31.83%
- 1Y
- 40.68%
- 3Y*
- 13.11%
- 5Y*
- 12.56%
- 10Y*
- —
XAAG.DE
- 1D
- -0.56%
- 1M
- 2.26%
- YTD
- 27.69%
- 6M
- 27.75%
- 1Y
- 46.69%
- 3Y*
- 17.71%
- 5Y*
- 14.95%
- 10Y*
- —
WTIC.DE vs. XAAG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WTIC.DE WisdomTree Enhanced Commodity UCITS ETF USD Acc | 30.86% | 3.73% | 9.08% | -9.89% | 18.67% | 39.27% | -8.75% | 10.10% | -5.33% | 1.19% |
XAAG.DE Invesco Bloomberg Commodity ex-Agriculture UCITS ETF Acc | 27.69% | 12.13% | 14.84% | -14.76% | 23.35% | 39.76% | -19.46% | 12.99% | -5.11% | 4.28% |
Correlation
The correlation between WTIC.DE and XAAG.DE is 0.88, 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 | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since May 31, 2017 | 0.84 |
The correlation between WTIC.DE and XAAG.DE has been stable across timeframes, ranging from 0.84 to 0.88 - a consistent structural relationship.
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Return for Risk
WTIC.DE vs. XAAG.DE — Risk / Return Rank
WTIC.DE
XAAG.DE
WTIC.DE vs. XAAG.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 Invesco Bloomberg Commodity ex-Agriculture UCITS ETF Acc (XAAG.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 | XAAG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | +0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.39 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 5.55 | 4.08 | +1.47 |
| Martin ratioReturn relative to average drawdown | 12.79 | 9.65 | +3.13 |
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 | XAAG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.30 | 2.17 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | 0.73 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.49 | +0.05 |
Drawdowns
WTIC.DE vs. XAAG.DE - Drawdown Comparison
The maximum WTIC.DE drawdown since its inception was -25.90%, smaller than the maximum XAAG.DE drawdown of -33.85%. Use the drawdown chart below to compare losses from any high point for WTIC.DE and XAAG.DE.
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Drawdown Indicators
| WTIC.DE | XAAG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.90% | -33.85% | +7.95% |
Max Drawdown (1Y)Largest decline over 1 year | -7.43% | -11.54% | +4.11% |
Max Drawdown (3Y)Largest decline over 3 years | -13.51% | -16.26% | +2.75% |
Max Drawdown (5Y)Largest decline over 5 years | -25.90% | -33.85% | +7.95% |
Current DrawdownCurrent decline from peak | -3.46% | -2.54% | -0.92% |
Average DrawdownAverage peak-to-trough decline | -12.05% | -13.88% | +1.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 4.89% | -1.66% |
Volatility
WTIC.DE vs. XAAG.DE - Volatility Comparison
WisdomTree Enhanced Commodity UCITS ETF USD Acc (WTIC.DE) has a higher volatility of 5.73% compared to Invesco Bloomberg Commodity ex-Agriculture UCITS ETF Acc (XAAG.DE) at 4.71%. This indicates that WTIC.DE's price experiences larger fluctuations and is considered to be riskier than XAAG.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 | XAAG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.73% | 4.71% | +1.02% |
Volatility (6M)Calculated over the trailing 6-month period | 15.76% | 18.81% | -3.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.94% | 21.76% | -3.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.14% | 20.32% | -4.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.10% | 18.40% | -4.30% |
WTIC.DE vs. XAAG.DE - Expense Ratio Comparison
WTIC.DE has a 0.35% expense ratio, which is higher than XAAG.DE's 0.19% expense ratio.
Dividends
WTIC.DE vs. XAAG.DE - Dividend Comparison
Neither WTIC.DE nor XAAG.DE has paid dividends to shareholders.
Frequently Asked Questions
WTIC.DE and XAAG.DE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XAAG.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XAAG.DE is cheaper with a 0.19% expense ratio, compared with 0.35% for WTIC.DE.
WTIC.DE tracks Optimised Roll Commodity, while XAAG.DE tracks Bloomberg Commodity ex-Agriculture and Livestock. They also come from different issuers: WisdomTree and Invesco. Their fees differ too: 0.35% for WTIC.DE and 0.19% for XAAG.DE.
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