WTIZ.DE vs. EXAG.DE
WTIZ.DE (WisdomTree Japan Equity UCITS ETF JPY Acc) and EXAG.DE (WisdomTree Enhanced Commodity ex-Agriculture UCITS ETF (EUR Hedged) Acc) are both exchange-traded funds - WTIZ.DE is a Japan Equities fund tracking the WisdomTree Japan Equity, while EXAG.DE is a Commodities fund tracking the Morgan Stanley RADAR ex Agriculture & Livestock Commodity (EUR Hedged). Both are passively managed. Over the past 3 years, WTIZ.DE returned 19.46%/yr vs 18.34%/yr for EXAG.DE. At a 0.14 correlation, their price movements are largely independent. WTIZ.DE charges 0.40%/yr vs 0.60%/yr for EXAG.DE.
Performance
WTIZ.DE vs. EXAG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, WTIZ.DE achieves a 17.38% return, which is significantly lower than EXAG.DE's 23.44% return.
WTIZ.DE
- 1D
- 0.16%
- 1M
- 3.74%
- YTD
- 17.38%
- 6M
- 18.93%
- 1Y
- 34.34%
- 3Y*
- 19.46%
- 5Y*
- 14.12%
- 10Y*
- —
EXAG.DE
- 1D
- -1.00%
- 1M
- -2.39%
- YTD
- 23.44%
- 6M
- 32.94%
- 1Y
- 58.02%
- 3Y*
- 18.34%
- 5Y*
- —
- 10Y*
- —
WTIZ.DE vs. EXAG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
WTIZ.DE WisdomTree Japan Equity UCITS ETF JPY Acc | 17.38% | 15.16% | 17.99% | 21.47% | -4.73% | 4.71% |
EXAG.DE WisdomTree Enhanced Commodity ex-Agriculture UCITS ETF (EUR Hedged) Acc | 23.44% | 32.86% | 1.21% | -10.04% | 12.14% | -0.14% |
Correlation
The correlation between WTIZ.DE and EXAG.DE is -0.11, 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 | -0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2021 | 0.14 |
The correlation between WTIZ.DE and EXAG.DE shifts across timeframes, from -0.11 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
WTIZ.DE vs. EXAG.DE — Risk / Return Rank
WTIZ.DE
EXAG.DE
WTIZ.DE vs. EXAG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Japan Equity UCITS ETF JPY Acc (WTIZ.DE) and WisdomTree Enhanced Commodity ex-Agriculture UCITS ETF (EUR Hedged) Acc (EXAG.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.
| WTIZ.DE | EXAG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.94 | ||
| Sortino ratioReturn per unit of downside risk | -0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.45 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.19 | 5.01 | -1.82 |
| Martin ratioReturn relative to average drawdown | 10.27 | 17.27 | -7.00 |
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
| WTIZ.DE | EXAG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.79 | 2.73 | -0.94 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.91 | 0.53 | +0.39 |
Drawdowns
WTIZ.DE vs. EXAG.DE - Drawdown Comparison
The maximum WTIZ.DE drawdown since its inception was -17.17%, smaller than the maximum EXAG.DE drawdown of -35.04%. Use the drawdown chart below to compare losses from any high point for WTIZ.DE and EXAG.DE.
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Drawdown Indicators
| WTIZ.DE | EXAG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.17% | -35.04% | +17.87% |
Max Drawdown (1Y)Largest decline over 1 year | -10.49% | -11.94% | +1.45% |
Max Drawdown (3Y)Largest decline over 3 years | -17.17% | -15.69% | -1.48% |
Max Drawdown (5Y)Largest decline over 5 years | -17.17% | — | — |
Current DrawdownCurrent decline from peak | -0.39% | -6.47% | +6.08% |
Average DrawdownAverage peak-to-trough decline | -3.62% | -21.25% | +17.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.26% | 3.47% | -0.21% |
Volatility
WTIZ.DE vs. EXAG.DE - Volatility Comparison
The current volatility for WisdomTree Japan Equity UCITS ETF JPY Acc (WTIZ.DE) is 3.61%, while WisdomTree Enhanced Commodity ex-Agriculture UCITS ETF (EUR Hedged) Acc (EXAG.DE) has a volatility of 5.02%. This indicates that WTIZ.DE experiences smaller price fluctuations and is considered to be less risky than EXAG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WTIZ.DE | EXAG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.61% | 5.02% | -1.41% |
Volatility (6M)Calculated over the trailing 6-month period | 15.05% | 19.08% | -4.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.70% | 21.98% | -3.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.95% | 20.80% | -3.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.60% | 20.80% | -4.20% |
WTIZ.DE vs. EXAG.DE - Expense Ratio Comparison
WTIZ.DE has a 0.40% expense ratio, which is lower than EXAG.DE's 0.60% expense ratio.
Dividends
WTIZ.DE vs. EXAG.DE - Dividend Comparison
Neither WTIZ.DE nor EXAG.DE has paid dividends to shareholders.
Frequently Asked Questions
WTIZ.DE and EXAG.DE have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WTIZ.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WTIZ.DE is cheaper with a 0.40% expense ratio, compared with 0.60% for EXAG.DE.
WTIZ.DE is categorized as Japan Equities, while EXAG.DE is Commodities. WTIZ.DE tracks WisdomTree Japan Equity, while EXAG.DE tracks Morgan Stanley RADAR ex Agriculture & Livestock Commodity (EUR Hedged). Their fees differ too: 0.40% for WTIZ.DE and 0.60% for EXAG.DE.
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