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WisdomTree Global Quality Dividend Growth UCITS ET...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
IE00BZ56SW52
Inception Date
Nov 2, 2016
Leveraged
1x (No leverage)
Index Tracked
WisdomTree Global Developed 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 Global 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

WTEM.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 Global Quality Dividend Growth UCITS ETF - USD Acc (WTEM.DE) has returned -4.27% so far this year and 3.12% over the past 12 months.


WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc

1D
0.17%
1M
-6.91%
YTD
-4.27%
6M
0.45%
1Y
3.12%
3Y*
7.95%
5Y*
7.45%
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, WTEM.DE's average daily return is +0.04%, while the average monthly return is +0.90%. At this rate, your investment would double in approximately 6.4 years.

Historically, 64% of months were positive and 36% were negative. The best month was Jul 2022 with a return of +10.3%, while the worst month was Feb 2020 at -8.5%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.

On a daily basis, WTEM.DE closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +7.7%, while the worst single day was Mar 12, 2020 at -9.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.22%3.06%-6.91%-4.27%
20254.91%-0.77%-7.73%-4.60%4.39%-0.75%3.06%-0.16%0.94%3.29%1.44%0.14%3.47%
20243.00%2.40%2.65%-2.19%1.02%4.04%0.86%0.76%0.58%-0.60%4.99%-2.48%15.77%
20232.42%0.49%1.03%1.13%0.48%3.36%1.36%-0.61%-2.61%-2.99%5.46%4.04%14.05%
2022-5.71%-0.43%5.55%-2.39%-2.92%-7.09%10.31%-3.10%-5.35%5.12%2.27%-4.35%-9.25%
20210.33%0.65%6.78%1.17%0.49%3.99%2.44%2.01%-2.56%3.82%1.31%6.61%30.16%

Benchmark Metrics

WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc has an annualized alpha of 5.39%, beta of 0.44, and R² of 0.33 versus S&P 500 Index. Calculated based on daily prices since June 21, 2016.

  • This ETF participated in 76.51% of S&P 500 Index downside but only 76.35% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.44 may look defensive, but with R² of 0.33 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 0.33 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
5.39%
Beta
0.44
0.33
Upside Capture
76.35%
Downside Capture
76.51%

Expense Ratio

WTEM.DE has an expense ratio of 0.38%, placing it in the medium range.


Return for Risk

Risk / Return Rank

WTEM.DE ranks 16 for risk / return — in the bottom 16% 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.


WTEM.DE Risk / Return Rank: 1616
Overall Rank
WTEM.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
WTEM.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
WTEM.DE Omega Ratio Rank: 1616
Omega Ratio Rank
WTEM.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
WTEM.DE Martin Ratio Rank: 1717
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 Global Quality Dividend Growth UCITS ETF - USD Acc (WTEM.DE) and compare them to a chosen benchmark (S&P 500 Index).


WTEM.DEBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.22

0.43

-0.21

Sortino ratio

Return per unit of downside risk

0.39

0.73

-0.34

Omega ratio

Gain probability vs. loss probability

1.05

1.11

-0.06

Calmar ratio

Return relative to maximum drawdown

0.18

0.67

-0.48

Martin ratio

Return relative to average drawdown

0.77

2.80

-2.04

Explore WTEM.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 Global 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 Global 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 Global Quality Dividend Growth UCITS ETF - USD Acc was 30.76%, occurring on Mar 23, 2020. Recovery took 200 trading sessions.

The current WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc drawdown is 7.25%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.76%Feb 20, 202023Mar 23, 2020200Jan 7, 2021223
-19.62%Feb 20, 202535Apr 9, 2025189Jan 9, 2026224
-15.91%Sep 20, 201865Dec 27, 201865Apr 1, 2019130
-14.26%Jan 6, 2022116Jun 20, 2022282Jul 25, 2023398
-9.36%Jan 10, 201854Mar 26, 201846Jun 4, 2018100

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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