XMWJ.DE vs. WTIZ.DE
XMWJ.DE (WisdomTree Industrial Metals Enhanced) and WTIZ.DE (WisdomTree Japan Equity UCITS ETF JPY Acc) are both exchange-traded funds - XMWJ.DE is a Metals fund tracking the Optimised Roll Industrial Metals, while WTIZ.DE is a Japan Equities fund tracking the WisdomTree Japan Equity. Both are passively managed. Over the past 5 years, XMWJ.DE returned 6.79%/yr vs 14.12%/yr for WTIZ.DE. At a 0.18 correlation, their price movements are largely independent. Both charge a 0.40% expense ratio.
Performance
XMWJ.DE vs. WTIZ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XMWJ.DE achieves a 11.66% return, which is significantly lower than WTIZ.DE's 17.38% 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*
- —
WTIZ.DE
- 1D
- 0.16%
- 1M
- 5.32%
- YTD
- 17.38%
- 6M
- 18.66%
- 1Y
- 33.57%
- 3Y*
- 19.46%
- 5Y*
- 14.12%
- 10Y*
- —
XMWJ.DE vs. WTIZ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XMWJ.DE WisdomTree Industrial Metals Enhanced | 11.66% | 3.54% | 10.30% | -10.91% | 5.77% | 37.50% | 18.52% |
WTIZ.DE WisdomTree Japan Equity UCITS ETF JPY Acc | 17.38% | 15.16% | 17.99% | 21.47% | -4.73% | 14.55% | 11.02% |
Correlation
The correlation between XMWJ.DE and WTIZ.DE is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2020 | 0.18 |
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Return for Risk
XMWJ.DE vs. WTIZ.DE — Risk / Return Rank
XMWJ.DE
WTIZ.DE
XMWJ.DE vs. WTIZ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Industrial Metals Enhanced (XMWJ.DE) and WisdomTree Japan Equity UCITS ETF JPY Acc (WTIZ.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.DE | WTIZ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.33 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.89 | 3.19 | +0.71 |
| Martin ratioReturn relative to average drawdown | 12.97 | 10.27 | +2.70 |
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
| XMWJ.DE | WTIZ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.85 | 1.79 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.82 | -0.48 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.91 | -0.52 |
Drawdowns
XMWJ.DE vs. WTIZ.DE - Drawdown Comparison
The maximum XMWJ.DE drawdown since its inception was -36.27%, which is greater than WTIZ.DE's maximum drawdown of -17.17%. Use the drawdown chart below to compare losses from any high point for XMWJ.DE and WTIZ.DE.
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Drawdown Indicators
| XMWJ.DE | WTIZ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.27% | -17.17% | -19.10% |
Max Drawdown (1Y)Largest decline over 1 year | -7.31% | -10.49% | +3.18% |
Max Drawdown (3Y)Largest decline over 3 years | -21.35% | -17.17% | -4.18% |
Max Drawdown (5Y)Largest decline over 5 years | -36.27% | -17.17% | -19.10% |
Current DrawdownCurrent decline from peak | -14.55% | -0.39% | -14.16% |
Average DrawdownAverage peak-to-trough decline | -18.56% | -3.62% | -14.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 3.26% | -1.06% |
Volatility
XMWJ.DE vs. WTIZ.DE - Volatility Comparison
WisdomTree Industrial Metals Enhanced (XMWJ.DE) has a higher volatility of 4.56% compared to WisdomTree Japan Equity UCITS ETF JPY Acc (WTIZ.DE) at 3.61%. This indicates that XMWJ.DE's price experiences larger fluctuations and is considered to be riskier than WTIZ.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.DE | WTIZ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.56% | 3.61% | +0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 12.97% | 15.05% | -2.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.40% | 18.70% | -3.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.70% | 16.95% | +2.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.48% | 16.60% | +1.88% |
XMWJ.DE vs. WTIZ.DE - Expense Ratio Comparison
Both XMWJ.DE and WTIZ.DE have an expense ratio of 0.40%.
Dividends
XMWJ.DE vs. WTIZ.DE - Dividend Comparison
Neither XMWJ.DE nor WTIZ.DE has paid dividends to shareholders.
Frequently Asked Questions
XMWJ.DE and WTIZ.DE have a correlation of 0.12, 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 WTIZ.DE have the same expense ratio: 0.40% per year.
XMWJ.DE is categorized as Metals, while WTIZ.DE is Japan Equities. XMWJ.DE tracks Optimised Roll Industrial Metals, while WTIZ.DE tracks WisdomTree Japan Equity.
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