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WisdomTree Europe SmallCap Dividend UCITS ETF (WTES.DE) Sharpe Ratio: 0.97

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

WisdomTree Europe SmallCap Dividend UCITS ETF seeks to track the WisdomTree Europe SmallCap Dividend UCITS Index Euro, providing diversified exposure to dividend-paying European small-cap equities with a value and yield tilt.

WTES.DE's Sharpe Ratio of 0.97 indicates that for each unit of volatility, it generates 0.97 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.

WTES.DE Sharpe Ratio Rank

WTES.DE Sharpe Ratio Rank: 31.531
Below Average

WTES.DE ranks above 31.5% 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

WTES.DE Sharpe Ratio Market Positioning

The chart shows WTES.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%: 6.50+
  • Median: 1.42 — half of all investments score higher

How it compares to other similar ETFs

The table compares WisdomTree Europe SmallCap Dividend UCITS ETF's Sharpe Ratio with other ETFs in the Dividend, Small Cap Value Equities category across multiple time periods, showing how WTES.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
ISPA.DEiShares STOXX Global Select Dividend 100 UCITS ETF (DE)3.60
VDIV.DEVanEck Morningstar Developed Markets Dividend Leaders UCITS ETF3.26
VGWD.DEVanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing3.05
VGWE.DEVanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulating3.03
IQQD.DEiShares UK Dividend UCITS ETF GBP Distributing2.40
WTEU.DEWisdomTree US Equity Income UCITS ETF2.31
ZPRV.DESPDR MSCI USA Small Cap Value Weighted UCITS ETF2.22
XDND.DEXtrackers MSCI North America High Dividend Yield UCITS ETF (Acc)2.21
IQQA.DEiShares Euro Dividend UCITS ETF2.04
UDIV.DEGlobal X SuperDividend UCITS ETF USD Distributing1.78
WTES.DEWisdomTree Europe SmallCap Dividend UCITS ETF0.97

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows WTES.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 WTES.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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