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WisdomTree Emerging Markets SmallCap Dividend UCITS ETF (WTED.DE) Sharpe Ratio: 1.14

ETF · Currency in EUR · Last updated Jul 16, 2026

WTED.DE is a passive ETF by WisdomTree tracking the investment results of the WisdomTree Emerging Markets SmallCap Dividend. WTED.DE launched on Nov 19, 2014 and has a 0.54% expense ratio.

WTED.DE's Sharpe Ratio of 1.14 indicates that for each unit of volatility, it generates 1.14 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 16, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

WTED.DE Sharpe Ratio Rank

WTED.DE Sharpe Ratio Rank: 37.638
Below Average

WTED.DE ranks above 37.6% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

WTED.DE Sharpe Ratio Market Positioning

The chart shows WTED.DE's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.75 or lower
  • Yellow zone (middle 50%): 0.75 to 1.91
  • Green zone (top 25%): 1.91 or higher
  • Top 1%: 6.59+
  • Median: 1.42 — half of all investments score higher

How it compares to other similar ETFs

The table compares WisdomTree Emerging Markets SmallCap Dividend UCITS ETF's Sharpe Ratio with other ETFs in the Emerging Markets Equities category across multiple time periods, showing how WTED.DE's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 16, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
H41E.DEHSBC MSCI Emerging Markets Value ESG UCITS ETF USD (Acc)2.89
AXQT.DEAXA IM MSCI Emerging Markets ex-China Equity PAB UCITS ETF USD Acc2.65
5MVL.DEiShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)2.60
EMXC.DELyxor MSCI Emerging Markets Ex China UCITS ETF - Acc2.39
UETE.DEUBS ETF (LU) MSCI Emerging Markets SRI UCITS ETF (USD) Acc2.24
UEF5.DEUBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis2.22
JREM.DEJPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)2.12
EHDL.DEInvesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF2.08
H4Z3.DEHSBC MSCI Emerging Markets UCITS ETF USD (Acc)2.02
H410.DEHSBC MSCI Emerging Markets UCITS ETF USD1.99
WTED.DEWisdomTree Emerging Markets SmallCap Dividend UCITS ETF1.14

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows WTED.DE's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when WTED.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

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