36B5.DE vs. WTEI.DE
36B5.DE (iShares MSCI EM SRI UCITS ETF USD Dist) and WTEI.DE (WisdomTree Emerging Markets Equity Income UCITS ETF) are both Emerging Markets Equities funds - 36B5.DE tracks the MSCI Emerging Markets SRI Select Reduced Fossil Fuels while WTEI.DE tracks the WisdomTree Emerging Markets Equity Income. Both are passively managed. Over the past 5 years, 36B5.DE returned 5.01%/yr vs 10.93%/yr for WTEI.DE. A 0.74 correlation means they provide meaningful diversification when combined. 36B5.DE charges 0.25%/yr vs 0.46%/yr for WTEI.DE.
Performance
36B5.DE vs. WTEI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 36B5.DE achieves a 17.40% return, which is significantly lower than WTEI.DE's 19.49% return.
36B5.DE
- 1D
- -1.48%
- 1M
- 2.72%
- YTD
- 17.40%
- 6M
- 19.31%
- 1Y
- 35.96%
- 3Y*
- 14.26%
- 5Y*
- 5.01%
- 10Y*
- —
WTEI.DE
- 1D
- -1.03%
- 1M
- 5.17%
- YTD
- 19.49%
- 6M
- 18.83%
- 1Y
- 26.79%
- 3Y*
- 15.85%
- 5Y*
- 10.93%
- 10Y*
- —
36B5.DE vs. WTEI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
36B5.DE iShares MSCI EM SRI UCITS ETF USD Dist | 17.40% | 16.82% | 11.30% | -2.19% | -12.46% | 7.05% | 27.14% |
WTEI.DE WisdomTree Emerging Markets Equity Income UCITS ETF | 19.49% | 7.76% | 11.91% | 16.94% | -7.18% | 22.68% | 6.08% |
Correlation
The correlation between 36B5.DE and WTEI.DE is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2020 | 0.74 |
The correlation between 36B5.DE and WTEI.DE has been stable across timeframes, ranging from 0.70 to 0.75 - a consistent structural relationship.
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Return for Risk
36B5.DE vs. WTEI.DE — Risk / Return Rank
36B5.DE
WTEI.DE
36B5.DE vs. WTEI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM SRI UCITS ETF USD Dist (36B5.DE) and WisdomTree Emerging Markets Equity Income UCITS ETF (WTEI.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.
| 36B5.DE | WTEI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.38 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.57 | 4.45 | -0.88 |
| Martin ratioReturn relative to average drawdown | 12.71 | 16.42 | -3.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 36B5.DE | WTEI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.13 | 2.11 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.78 | -0.49 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.89 | -0.53 |
Drawdowns
36B5.DE vs. WTEI.DE - Drawdown Comparison
The maximum 36B5.DE drawdown since its inception was -36.40%, which is greater than WTEI.DE's maximum drawdown of -16.73%. Use the drawdown chart below to compare losses from any high point for 36B5.DE and WTEI.DE.
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Drawdown Indicators
| 36B5.DE | WTEI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.40% | -16.73% | -19.67% |
Max Drawdown (1Y)Largest decline over 1 year | -10.04% | -6.00% | -4.04% |
Max Drawdown (3Y)Largest decline over 3 years | -20.62% | -15.97% | -4.65% |
Max Drawdown (5Y)Largest decline over 5 years | -25.22% | -16.73% | -8.49% |
Current DrawdownCurrent decline from peak | -2.94% | -1.51% | -1.43% |
Average DrawdownAverage peak-to-trough decline | -10.18% | -4.01% | -6.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 1.63% | +1.19% |
Volatility
36B5.DE vs. WTEI.DE - Volatility Comparison
iShares MSCI EM SRI UCITS ETF USD Dist (36B5.DE) has a higher volatility of 5.97% compared to WisdomTree Emerging Markets Equity Income UCITS ETF (WTEI.DE) at 4.57%. This indicates that 36B5.DE's price experiences larger fluctuations and is considered to be riskier than WTEI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 36B5.DE | WTEI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.97% | 4.57% | +1.40% |
Volatility (6M)Calculated over the trailing 6-month period | 13.73% | 9.66% | +4.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.85% | 12.64% | +4.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.85% | 13.86% | +2.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.65% | 13.97% | +5.68% |
36B5.DE vs. WTEI.DE - Expense Ratio Comparison
36B5.DE has a 0.25% expense ratio, which is lower than WTEI.DE's 0.46% expense ratio.
Dividends
36B5.DE vs. WTEI.DE - Dividend Comparison
36B5.DE's dividend yield for the trailing twelve months is around 1.78%, less than WTEI.DE's 3.73% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
36B5.DE iShares MSCI EM SRI UCITS ETF USD Dist | 1.78% | 2.09% | 2.34% | 2.32% | 2.31% | 1.84% | 1.57% | 2.31% |
WTEI.DE WisdomTree Emerging Markets Equity Income UCITS ETF | 3.73% | 4.52% | 7.52% | 6.96% | 7.43% | 3.95% | 1.46% | 0.00% |
Frequently Asked Questions
36B5.DE and WTEI.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 36B5.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
36B5.DE is cheaper with a 0.25% expense ratio, compared with 0.46% for WTEI.DE.
36B5.DE tracks MSCI Emerging Markets SRI Select Reduced Fossil Fuels, while WTEI.DE tracks WisdomTree Emerging Markets Equity Income. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.25% for 36B5.DE and 0.46% for WTEI.DE.
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