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

Performance

XSVT.DE vs. WTEH.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C (XSVT.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, XSVT.DE achieves a 21.63% return, which is significantly lower than WTEH.DE's 28.87% return.


XSVT.DE

1D
-0.53%
1M
1.39%
YTD
21.63%
6M
26.61%
1Y
43.07%
3Y*
16.36%
5Y*
10Y*

WTEH.DE

1D
-1.21%
1M
-3.19%
YTD
28.87%
6M
31.61%
1Y
41.28%
3Y*
14.16%
5Y*
9.32%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
XSVT.DE
Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C
21.63%14.36%15.10%-12.67%14.63%
WTEH.DE
WisdomTree Enhanced Commodity UCITS ETF (EUR Hedged) Acc
28.87%14.12%1.38%-8.99%-0.88%

Correlation

The correlation between XSVT.DE and WTEH.DE is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.83

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

0.79

Correlation (All Time)
Calculated using the full available price history since Feb 17, 2022

0.80

The correlation between XSVT.DE and WTEH.DE has been stable across timeframes, ranging from 0.79 to 0.83 - a consistent structural relationship.

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Return for Risk

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

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

XSVT.DE
XSVT.DE Risk / Return Rank: 7070
Overall Rank
XSVT.DE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
XSVT.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
XSVT.DE Omega Ratio Rank: 7070
Omega Ratio Rank
XSVT.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
XSVT.DE Martin Ratio Rank: 6161
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.

XSVT.DE vs. WTEH.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C (XSVT.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.


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

-0.18

Sortino ratioReturn per unit of downside risk

-0.29

Omega ratioGain probability vs. loss probability

1.41

1.45

-0.04

Calmar ratioReturn relative to maximum drawdown

4.58

6.93

-2.35

Martin ratioReturn relative to average drawdown

10.89

15.94

-5.06

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

The current XSVT.DE Sharpe Ratio is 2.31, which is comparable to the WTEH.DE Sharpe Ratio of 2.50. The chart below compares the historical Sharpe Ratios of XSVT.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


XSVT.DEWTEH.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.31

2.50

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.86

-0.24

Drawdowns

XSVT.DE vs. WTEH.DE - Drawdown Comparison

The maximum XSVT.DE drawdown since its inception was -27.57%, roughly equal to the maximum WTEH.DE drawdown of -28.22%. Use the drawdown chart below to compare losses from any high point for XSVT.DE and WTEH.DE.


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Drawdown Indicators


XSVT.DEWTEH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-27.57%

-28.22%

+0.65%

Max Drawdown (1Y)

Largest decline over 1 year

-9.35%

-5.93%

-3.42%

Max Drawdown (3Y)

Largest decline over 3 years

-15.97%

-10.31%

-5.66%

Max Drawdown (5Y)

Largest decline over 5 years

-28.22%

Current Drawdown

Current decline from peak

-1.81%

-4.05%

+2.24%

Average Drawdown

Average peak-to-trough decline

-14.41%

-14.64%

+0.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.95%

2.58%

+1.37%

Volatility

XSVT.DE vs. WTEH.DE - Volatility Comparison

The current volatility for Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C (XSVT.DE) is 4.33%, while WisdomTree Enhanced Commodity UCITS ETF (EUR Hedged) Acc (WTEH.DE) has a volatility of 5.17%. This indicates that XSVT.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


XSVT.DEWTEH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.33%

5.17%

-0.84%

Volatility (6M)

Calculated over the trailing 6-month period

15.57%

14.77%

+0.80%

Volatility (1Y)

Calculated over the trailing 1-year period

18.53%

16.45%

+2.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.83%

15.57%

+3.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.83%

15.39%

+3.44%

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

XSVT.DE has a 0.29% expense ratio, which is lower than WTEH.DE's 0.35% expense ratio.


Dividends

XSVT.DE vs. WTEH.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


XSVT.DE and WTEH.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XSVT.DE is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XSVT.DE is cheaper with a 0.29% expense ratio, compared with 0.35% for WTEH.DE.

XSVT.DE tracks Bloomberg ex-Agriculture and Livestock 15/30 Capped 3 Month Forward, while WTEH.DE tracks Optimized Roll Commodity (EUR Hedged). They also come from different issuers: Xtrackers and WisdomTree. Their fees differ too: 0.29% for XSVT.DE and 0.35% for WTEH.DE.

Portfolio Optimizer

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