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WTIZ.DE vs. WTI2.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WTIZ.DE vs. WTI2.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 Artificial Intelligence UCITS ETF USD Acc (WTI2.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 WTI2.DE's 49.52% 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*

WTI2.DE

1D
-0.85%
1M
17.78%
YTD
49.52%
6M
47.97%
1Y
85.59%
3Y*
30.72%
5Y*
17.06%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WTIZ.DE vs. WTI2.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%11.02%
WTI2.DE
WisdomTree Artificial Intelligence UCITS ETF USD Acc
49.52%9.72%18.67%52.33%-38.83%26.64%50.54%

Correlation

The correlation between WTIZ.DE and WTI2.DE is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.39

Correlation (3Y)
Calculated over the trailing 3-year period

0.43

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

0.46

Correlation (All Time)
Calculated using the full available price history since Jun 15, 2020

0.47

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Return for Risk

WTIZ.DE vs. WTI2.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

WTI2.DE
WTI2.DE Risk / Return Rank: 8888
Overall Rank
WTI2.DE Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
WTI2.DE Sortino Ratio Rank: 8787
Sortino Ratio Rank
WTI2.DE Omega Ratio Rank: 8383
Omega Ratio Rank
WTI2.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
WTI2.DE Martin Ratio Rank: 8888
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. WTI2.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 Artificial Intelligence UCITS ETF USD Acc (WTI2.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.DEWTI2.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.53

Sortino ratioReturn per unit of downside risk

-1.34

Omega ratioGain probability vs. loss probability

1.33

1.50

-0.17

Calmar ratioReturn relative to maximum drawdown

3.19

5.80

-2.61

Martin ratioReturn relative to average drawdown

10.27

18.86

-8.59

WTIZ.DE vs. WTI2.DE - Sharpe Ratio Comparison

The current WTIZ.DE Sharpe Ratio is 1.79, which is lower than the WTI2.DE Sharpe Ratio of 3.32. The chart below compares the historical Sharpe Ratios of WTIZ.DE and WTI2.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.DEWTI2.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

3.32

-1.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

0.64

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.91

0.92

-0.01

Drawdowns

WTIZ.DE vs. WTI2.DE - Drawdown Comparison

The maximum WTIZ.DE drawdown since its inception was -17.17%, smaller than the maximum WTI2.DE drawdown of -40.18%. Use the drawdown chart below to compare losses from any high point for WTIZ.DE and WTI2.DE.


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Drawdown Indicators


WTIZ.DEWTI2.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.17%

-40.18%

+23.01%

Max Drawdown (1Y)

Largest decline over 1 year

-10.49%

-15.08%

+4.59%

Max Drawdown (3Y)

Largest decline over 3 years

-17.17%

-35.27%

+18.10%

Max Drawdown (5Y)

Largest decline over 5 years

-17.17%

-40.18%

+23.01%

Current Drawdown

Current decline from peak

-0.39%

-1.11%

+0.72%

Average Drawdown

Average peak-to-trough decline

-3.62%

-11.09%

+7.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.26%

4.65%

-1.39%

Volatility

WTIZ.DE vs. WTI2.DE - Volatility Comparison

The current volatility for WisdomTree Japan Equity UCITS ETF JPY Acc (WTIZ.DE) is 3.61%, while WisdomTree Artificial Intelligence UCITS ETF USD Acc (WTI2.DE) has a volatility of 9.87%. This indicates that WTIZ.DE experiences smaller price fluctuations and is considered to be less risky than WTI2.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.DEWTI2.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.61%

9.87%

-6.26%

Volatility (6M)

Calculated over the trailing 6-month period

15.05%

19.17%

-4.12%

Volatility (1Y)

Calculated over the trailing 1-year period

18.70%

26.36%

-7.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.95%

26.39%

-9.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.60%

26.77%

-10.17%

WTIZ.DE vs. WTI2.DE - Expense Ratio Comparison

Both WTIZ.DE and WTI2.DE have an expense ratio of 0.40%.


Dividends

WTIZ.DE vs. WTI2.DE - Dividend Comparison

Neither WTIZ.DE nor WTI2.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


WTIZ.DE and WTI2.DE have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.40% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

WTIZ.DE and WTI2.DE have the same expense ratio: 0.40% per year.

WTIZ.DE is categorized as Japan Equities, while WTI2.DE is Technology Equities. WTIZ.DE tracks WisdomTree Japan Equity, while WTI2.DE tracks Nasdaq CTA Artificial Intelligence.

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