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WisdomTree US Quality Dividend Growth UCITS ETF - ...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
IE00BZ56RG20
Inception Date
Jul 31, 2023
Category
Dividend
Leveraged
1x (No leverage)
Index Tracked
WisdomTree U.S. Quality Dividend Growth Index
Domicile
Ireland
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Different Benchmark Currency

WTDM.DE is traded in EUR, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to EUR using the latest available exchange rates.

Returns By Period

WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (WTDM.DE) has returned -2.44% so far this year and 4.37% over the past 12 months.


WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc

1D
-0.17%
1M
-3.93%
YTD
-2.44%
6M
0.48%
1Y
4.37%
3Y*
11.55%
5Y*
10.79%
10Y*

Benchmark (S&P 500 Index)

1D
2.02%
1M
-2.96%
YTD
-3.12%
6M
-0.95%
1Y
8.84%
3Y*
14.21%
5Y*
10.59%
10Y*
11.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 20, 2016, WTDM.DE's average daily return is +0.05%, while the average monthly return is +1.05%. At this rate, your investment would double in approximately 5.5 years.

Historically, 61% of months were positive and 39% were negative. The best month was Apr 2020 with a return of +9.8%, while the worst month was Dec 2018 at -9.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 6 months.

On a daily basis, WTDM.DE closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +7.2%, while the worst single day was Mar 12, 2020 at -8.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.70%2.27%-3.93%-2.44%
20254.14%-1.85%-7.72%-7.22%4.71%-0.07%6.15%-0.49%1.28%2.96%0.69%-0.65%0.91%
20244.14%3.46%3.34%-2.75%0.82%6.31%0.69%0.15%1.36%2.39%6.46%-3.44%24.87%
20230.91%1.36%-0.48%0.26%2.64%4.00%1.74%0.38%-2.82%-2.41%4.68%4.05%14.95%
2022-4.20%-2.50%5.28%1.53%-3.60%-3.78%9.26%-0.93%-4.09%7.46%-1.00%-5.54%-3.38%
20210.79%1.23%9.22%-0.13%-0.06%4.06%2.74%2.40%-2.48%5.23%2.80%5.87%36.01%

Benchmark Metrics

WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc has an annualized alpha of 7.44%, beta of 0.46, and R² of 0.32 versus S&P 500 Index. Calculated based on daily prices since June 21, 2016.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (89.80%) than losses (83.03%) — typical of diversified or defensive assets.
  • Beta of 0.46 may look defensive, but with R² of 0.32 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R² of 0.32 means the benchmark explains less than half of this ETF's behavior — treat beta with caution or consider switching to a more representative benchmark.

Alpha
7.44%
Beta
0.46
0.32
Upside Capture
89.80%
Downside Capture
83.03%

Expense Ratio

WTDM.DE has an expense ratio of 0.28%, placing it in the medium range.


Return for Risk

Risk / Return Rank

WTDM.DE ranks 18 for risk / return — in the bottom 18% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


WTDM.DE Risk / Return Rank: 1818
Overall Rank
WTDM.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
WTDM.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
WTDM.DE Omega Ratio Rank: 1919
Omega Ratio Rank
WTDM.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
WTDM.DE Martin Ratio Rank: 1919
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (WTDM.DE) and compare them to a chosen benchmark (S&P 500 Index).


WTDM.DEBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.29

0.43

-0.14

Sortino ratio

Return per unit of downside risk

0.49

0.73

-0.23

Omega ratio

Gain probability vs. loss probability

1.07

1.11

-0.04

Calmar ratio

Return relative to maximum drawdown

0.25

0.67

-0.42

Martin ratio

Return relative to average drawdown

0.98

2.80

-1.82

Explore WTDM.DE risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History


WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc was 31.19%, occurring on Mar 23, 2020. Recovery took 209 trading sessions.

The current WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc drawdown is 5.69%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.19%Feb 20, 202023Mar 23, 2020209Jan 20, 2021232
-20.57%Feb 12, 202541Apr 9, 2025
-14.75%Oct 4, 201858Dec 27, 201864Mar 29, 2019122
-11.85%Apr 22, 202240Jun 16, 202230Jul 28, 202270
-10.66%Jan 30, 201840Mar 26, 201850Jun 8, 201890

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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