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XMWJ.DE vs. EUDF.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XMWJ.DE vs. EUDF.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in WisdomTree Industrial Metals Enhanced (XMWJ.DE) and WisdomTree Europe Defence UCITS ETF - EUR Acc (EUDF.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, XMWJ.DE achieves a 11.66% return, which is significantly higher than EUDF.DE's 2.51% return.


XMWJ.DE

1D
-0.39%
1M
4.31%
YTD
11.66%
6M
17.70%
1Y
28.56%
3Y*
8.41%
5Y*
6.79%
10Y*

EUDF.DE

1D
1.22%
1M
-3.90%
YTD
2.51%
6M
5.21%
1Y
-3.37%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XMWJ.DE vs. EUDF.DE - Yearly Performance Comparison


Correlation

The correlation between XMWJ.DE and EUDF.DE is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

Correlation (All Time)
Calculated using the full available price history since Mar 12, 2025

0.17

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Return for Risk

XMWJ.DE vs. EUDF.DE — Risk / Return Rank

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

XMWJ.DE
XMWJ.DE Risk / Return Rank: 6262
Overall Rank
XMWJ.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
XMWJ.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
XMWJ.DE Omega Ratio Rank: 5252
Omega Ratio Rank
XMWJ.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
XMWJ.DE Martin Ratio Rank: 7171
Martin Ratio Rank

EUDF.DE
EUDF.DE Risk / Return Rank: 88
Overall Rank
EUDF.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
EUDF.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
EUDF.DE Omega Ratio Rank: 88
Omega Ratio Rank
EUDF.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
EUDF.DE Martin Ratio Rank: 77
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.

XMWJ.DE vs. EUDF.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Industrial Metals Enhanced (XMWJ.DE) and WisdomTree Europe Defence UCITS ETF - EUR Acc (EUDF.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.


XMWJ.DEEUDF.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.96

Sortino ratioReturn per unit of downside risk

+2.59

Omega ratioGain probability vs. loss probability

1.32

1.00

+0.32

Calmar ratioReturn relative to maximum drawdown

3.89

-0.17

+4.06

Martin ratioReturn relative to average drawdown

12.97

-0.39

+13.36

XMWJ.DE vs. EUDF.DE - Sharpe Ratio Comparison

The current XMWJ.DE Sharpe Ratio is 1.85, which is higher than the EUDF.DE Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of XMWJ.DE and EUDF.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


XMWJ.DEEUDF.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.85

-0.12

+1.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.55

-0.16

Drawdowns

XMWJ.DE vs. EUDF.DE - Drawdown Comparison

The maximum XMWJ.DE drawdown since its inception was -36.27%, which is greater than EUDF.DE's maximum drawdown of -19.51%. Use the drawdown chart below to compare losses from any high point for XMWJ.DE and EUDF.DE.


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Drawdown Indicators


XMWJ.DEEUDF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.27%

-19.51%

-16.76%

Max Drawdown (1Y)

Largest decline over 1 year

-7.31%

-19.51%

+12.20%

Max Drawdown (3Y)

Largest decline over 3 years

-21.35%

Max Drawdown (5Y)

Largest decline over 5 years

-36.27%

Current Drawdown

Current decline from peak

-14.55%

-14.05%

-0.50%

Average Drawdown

Average peak-to-trough decline

-18.56%

-6.55%

-12.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.20%

8.29%

-6.09%

Volatility

XMWJ.DE vs. EUDF.DE - Volatility Comparison

The current volatility for WisdomTree Industrial Metals Enhanced (XMWJ.DE) is 4.56%, while WisdomTree Europe Defence UCITS ETF - EUR Acc (EUDF.DE) has a volatility of 9.95%. This indicates that XMWJ.DE experiences smaller price fluctuations and is considered to be less risky than EUDF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XMWJ.DEEUDF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.56%

9.95%

-5.39%

Volatility (6M)

Calculated over the trailing 6-month period

12.97%

22.54%

-9.57%

Volatility (1Y)

Calculated over the trailing 1-year period

15.40%

29.15%

-13.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.70%

30.89%

-11.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.48%

30.89%

-12.41%

XMWJ.DE vs. EUDF.DE - Expense Ratio Comparison

Both XMWJ.DE and EUDF.DE have an expense ratio of 0.40%.


Dividends

XMWJ.DE vs. EUDF.DE - Dividend Comparison

Neither XMWJ.DE nor EUDF.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XMWJ.DE and EUDF.DE have a correlation of 0.20, 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.

XMWJ.DE and EUDF.DE have the same expense ratio: 0.40% per year.

XMWJ.DE is categorized as Metals, while EUDF.DE is Aerospace & Defense. XMWJ.DE tracks Optimised Roll Industrial Metals, while EUDF.DE tracks WisdomTree Europe Defence UCITS Index (NTR).

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