AMED.DE vs. WTEE.DE
AMED.DE (Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C)) and WTEE.DE (WisdomTree Europe Equity Income UCITS ETF) are both Europe Equities funds - AMED.DE tracks the MSCI EMU ESG Leaders Select 5% Issuer Capped while WTEE.DE tracks the WisdomTree Europe Equity Income. Both are passively managed. Over the past 5 years, AMED.DE returned 10.41%/yr vs 12.46%/yr for WTEE.DE. A 0.73 correlation means they provide meaningful diversification when combined. AMED.DE charges 0.25%/yr vs 0.29%/yr for WTEE.DE.
Performance
AMED.DE vs. WTEE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, AMED.DE achieves a 16.87% return, which is significantly higher than WTEE.DE's 13.70% return.
AMED.DE
- 1D
- 0.51%
- 1M
- 7.96%
- YTD
- 16.87%
- 6M
- 18.54%
- 1Y
- 26.45%
- 3Y*
- 16.11%
- 5Y*
- 10.41%
- 10Y*
- 9.75%
WTEE.DE
- 1D
- -0.26%
- 1M
- 1.18%
- YTD
- 13.70%
- 6M
- 16.39%
- 1Y
- 25.85%
- 3Y*
- 17.15%
- 5Y*
- 12.46%
- 10Y*
- —
AMED.DE vs. WTEE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
AMED.DE Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) | 16.87% | 20.15% | 5.95% | 16.68% | -10.71% | 20.90% | 10.56% |
WTEE.DE WisdomTree Europe Equity Income UCITS ETF | 13.70% | 28.40% | 2.20% | 15.07% | 0.05% | 18.73% | 6.60% |
Correlation
The correlation between AMED.DE and WTEE.DE is 0.66, 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 | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Aug 19, 2020 | 0.73 |
The correlation between AMED.DE and WTEE.DE has been stable across timeframes, ranging from 0.66 to 0.74 - a consistent structural relationship.
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Return for Risk
AMED.DE vs. WTEE.DE — Risk / Return Rank
AMED.DE
WTEE.DE
AMED.DE vs. WTEE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) (AMED.DE) and WisdomTree Europe Equity Income UCITS ETF (WTEE.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.
| AMED.DE | WTEE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.62 | ||
| Sortino ratioReturn per unit of downside risk | -0.59 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.43 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.49 | 3.80 | -1.30 |
| Martin ratioReturn relative to average drawdown | 9.40 | 14.72 | -5.31 |
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
| AMED.DE | WTEE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.74 | 2.35 | -0.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.93 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 1.08 | -0.61 |
Drawdowns
AMED.DE vs. WTEE.DE - Drawdown Comparison
The maximum AMED.DE drawdown since its inception was -38.35%, which is greater than WTEE.DE's maximum drawdown of -16.45%. Use the drawdown chart below to compare losses from any high point for AMED.DE and WTEE.DE.
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Drawdown Indicators
| AMED.DE | WTEE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.35% | -16.45% | -21.90% |
Max Drawdown (1Y)Largest decline over 1 year | -10.56% | -6.78% | -3.78% |
Max Drawdown (3Y)Largest decline over 3 years | -14.07% | -14.12% | +0.05% |
Max Drawdown (5Y)Largest decline over 5 years | -24.06% | -16.45% | -7.61% |
Max Drawdown (10Y)Largest decline over 10 years | -38.35% | — | — |
Current DrawdownCurrent decline from peak | -0.17% | -1.96% | +1.79% |
Average DrawdownAverage peak-to-trough decline | -6.69% | -2.65% | -4.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.81% | 1.75% | +1.06% |
Volatility
AMED.DE vs. WTEE.DE - Volatility Comparison
Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) (AMED.DE) has a higher volatility of 5.61% compared to WisdomTree Europe Equity Income UCITS ETF (WTEE.DE) at 3.73%. This indicates that AMED.DE's price experiences larger fluctuations and is considered to be riskier than WTEE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMED.DE | WTEE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.61% | 3.73% | +1.88% |
Volatility (6M)Calculated over the trailing 6-month period | 12.64% | 8.73% | +3.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.19% | 10.94% | +4.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.87% | 14.50% | +1.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.00% | 14.99% | +2.01% |
AMED.DE vs. WTEE.DE - Expense Ratio Comparison
AMED.DE has a 0.25% expense ratio, which is lower than WTEE.DE's 0.29% expense ratio.
Dividends
AMED.DE vs. WTEE.DE - Dividend Comparison
AMED.DE has not paid dividends to shareholders, while WTEE.DE's dividend yield for the trailing twelve months is around 4.55%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
AMED.DE Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WTEE.DE WisdomTree Europe Equity Income UCITS ETF | 4.55% | 5.37% | 6.81% | 5.61% | 5.35% | 4.64% |
Frequently Asked Questions
AMED.DE and WTEE.DE have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AMED.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AMED.DE is cheaper with a 0.25% expense ratio, compared with 0.29% for WTEE.DE.
AMED.DE tracks MSCI EMU ESG Leaders Select 5% Issuer Capped, while WTEE.DE tracks WisdomTree Europe Equity Income. They also come from different issuers: Amundi and WisdomTree. Their fees differ too: 0.25% for AMED.DE and 0.29% for WTEE.DE.
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