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WTIZ.DE vs. WTEH.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WTIZ.DE vs. WTEH.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in WisdomTree Japan Equity UCITS ETF JPY Acc (WTIZ.DE) and WisdomTree Enhanced Commodity UCITS ETF (EUR Hedged) Acc (WTEH.DE). The values are adjusted to include any dividend payments, if applicable.

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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 WTEH.DE's 28.87% 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*

WTEH.DE

1D
-1.21%
1M
-0.63%
YTD
28.87%
6M
30.95%
1Y
40.23%
3Y*
14.16%
5Y*
9.32%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WTIZ.DE vs. WTEH.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
WTIZ.DE
WisdomTree Japan Equity UCITS ETF JPY Acc
17.38%15.16%17.99%21.47%-4.73%14.55%11.92%
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 WTIZ.DE and WTEH.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

0.00

Correlation (5Y)
Calculated over the trailing 5-year period

0.07

Correlation (All Time)
Calculated using the full available price history since Sep 8, 2020

0.07

The correlation between WTIZ.DE and WTEH.DE shifts across timeframes, from -0.24 (1 year) to 0.07 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

WTIZ.DE vs. WTEH.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WTIZ.DE
WTIZ.DE Risk / Return Rank: 5757
Overall Rank
WTIZ.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
WTIZ.DE Sortino Ratio Rank: 5555
Sortino Ratio Rank
WTIZ.DE Omega Ratio Rank: 5454
Omega Ratio Rank
WTIZ.DE Calmar Ratio Rank: 6565
Calmar Ratio Rank
WTIZ.DE Martin Ratio Rank: 5959
Martin Ratio Rank

WTEH.DE
WTEH.DE Risk / Return Rank: 8080
Overall Rank
WTEH.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
WTEH.DE Sortino Ratio Rank: 7070
Sortino Ratio Rank
WTEH.DE Omega Ratio Rank: 7777
Omega Ratio Rank
WTEH.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
WTEH.DE Martin Ratio Rank: 8282
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WTIZ.DE vs. WTEH.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 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.


WTIZ.DEWTEH.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.71

Sortino ratioReturn per unit of downside risk

-0.57

Omega ratioGain probability vs. loss probability

1.33

1.45

-0.12

Calmar ratioReturn relative to maximum drawdown

3.19

6.93

-3.75

Martin ratioReturn relative to average drawdown

10.27

15.94

-5.67

WTIZ.DE vs. WTEH.DE - Sharpe Ratio Comparison

The current WTIZ.DE Sharpe Ratio is 1.79, which is comparable to the WTEH.DE Sharpe Ratio of 2.50. The chart below compares the historical Sharpe Ratios of WTIZ.DE and WTEH.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


WTIZ.DEWTEH.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

2.50

-0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

0.60

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.91

0.86

+0.06

Drawdowns

WTIZ.DE vs. WTEH.DE - Drawdown Comparison

The maximum WTIZ.DE drawdown since its inception was -17.17%, smaller than the maximum WTEH.DE drawdown of -28.22%. Use the drawdown chart below to compare losses from any high point for WTIZ.DE and WTEH.DE.


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Drawdown Indicators


WTIZ.DEWTEH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.17%

-28.22%

+11.05%

Max Drawdown (1Y)

Largest decline over 1 year

-10.49%

-5.93%

-4.56%

Max Drawdown (3Y)

Largest decline over 3 years

-17.17%

-10.31%

-6.86%

Max Drawdown (5Y)

Largest decline over 5 years

-17.17%

-28.22%

+11.05%

Current Drawdown

Current decline from peak

-0.39%

-4.05%

+3.66%

Average Drawdown

Average peak-to-trough decline

-3.62%

-14.64%

+11.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.26%

2.58%

+0.68%

Volatility

WTIZ.DE vs. WTEH.DE - Volatility Comparison

The current volatility for WisdomTree Japan Equity UCITS ETF JPY Acc (WTIZ.DE) is 3.61%, while WisdomTree Enhanced Commodity UCITS ETF (EUR Hedged) Acc (WTEH.DE) has a volatility of 5.17%. This indicates that WTIZ.DE experiences smaller price fluctuations and is considered to be less risky 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


WTIZ.DEWTEH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.61%

5.17%

-1.56%

Volatility (6M)

Calculated over the trailing 6-month period

15.05%

14.77%

+0.28%

Volatility (1Y)

Calculated over the trailing 1-year period

18.70%

16.45%

+2.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.95%

15.57%

+1.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.60%

15.39%

+1.21%

WTIZ.DE vs. WTEH.DE - Expense Ratio Comparison

WTIZ.DE has a 0.40% expense ratio, which is higher than WTEH.DE's 0.35% expense ratio.


Dividends

WTIZ.DE vs. WTEH.DE - Dividend Comparison

Neither WTIZ.DE nor WTEH.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


WTIZ.DE and WTEH.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, WTEH.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WTEH.DE is cheaper with a 0.35% expense ratio, compared with 0.40% for WTIZ.DE.

WTIZ.DE is categorized as Japan Equities, while WTEH.DE is Commodities. WTIZ.DE tracks WisdomTree Japan Equity, while WTEH.DE tracks Optimized Roll Commodity (EUR Hedged). Their fees differ too: 0.40% for WTIZ.DE and 0.35% for WTEH.DE.

Portfolio Optimizer

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