AYEM.DE vs. WTD8.DE
AYEM.DE (iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc)) and WTD8.DE (WisdomTree Emerging Markets Equity Income UCITS ETF Acc) are both Emerging Markets Equities funds - AYEM.DE tracks the MSCI Emerging Markets IMI ESG Screened while WTD8.DE tracks the WisdomTree Emerging Markets Equity Income. Both are passively managed. Over the past 5 years, AYEM.DE returned 8.30%/yr vs 10.72%/yr for WTD8.DE. Their correlation of 0.82 suggests significant overlap in exposure. AYEM.DE charges 0.18%/yr vs 0.46%/yr for WTD8.DE.
Performance
AYEM.DE vs. WTD8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, AYEM.DE achieves a 26.90% return, which is significantly higher than WTD8.DE's 19.39% return.
AYEM.DE
- 1D
- -1.29%
- 1M
- 4.35%
- YTD
- 26.90%
- 6M
- 27.17%
- 1Y
- 46.15%
- 3Y*
- 20.23%
- 5Y*
- 8.30%
- 10Y*
- —
WTD8.DE
- 1D
- -0.85%
- 1M
- 5.20%
- YTD
- 19.39%
- 6M
- 19.01%
- 1Y
- 27.08%
- 3Y*
- 15.87%
- 5Y*
- 10.72%
- 10Y*
- —
AYEM.DE vs. WTD8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
AYEM.DE iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc) | 26.90% | 17.51% | 14.02% | 6.81% | -14.64% | 6.10% | 7.92% | 21.67% | 1.83% |
WTD8.DE WisdomTree Emerging Markets Equity Income UCITS ETF Acc | 19.39% | 7.57% | 11.50% | 17.20% | -7.38% | 23.16% | -15.39% | 23.05% | 1.05% |
Correlation
The correlation between AYEM.DE and WTD8.DE is 0.78, 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 | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2018 | 0.82 |
The correlation between AYEM.DE and WTD8.DE has been stable across timeframes, ranging from 0.77 to 0.82 - a consistent structural relationship.
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Return for Risk
AYEM.DE vs. WTD8.DE — Risk / Return Rank
AYEM.DE
WTD8.DE
AYEM.DE vs. WTD8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc) (AYEM.DE) and WisdomTree Emerging Markets Equity Income UCITS ETF Acc (WTD8.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.
| AYEM.DE | WTD8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.39 | ||
| Sortino ratioReturn per unit of downside risk | +0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.40 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 4.30 | 4.38 | -0.08 |
| Martin ratioReturn relative to average drawdown | 15.83 | 15.35 | +0.48 |
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
| AYEM.DE | WTD8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.68 | 2.29 | +0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.78 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.57 | +0.01 |
Drawdowns
AYEM.DE vs. WTD8.DE - Drawdown Comparison
The maximum AYEM.DE drawdown since its inception was -31.19%, smaller than the maximum WTD8.DE drawdown of -34.98%. Use the drawdown chart below to compare losses from any high point for AYEM.DE and WTD8.DE.
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Drawdown Indicators
| AYEM.DE | WTD8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.19% | -34.98% | +3.79% |
Max Drawdown (1Y)Largest decline over 1 year | -11.01% | -6.15% | -4.86% |
Max Drawdown (3Y)Largest decline over 3 years | -19.14% | -16.79% | -2.35% |
Max Drawdown (5Y)Largest decline over 5 years | -23.38% | -17.08% | -6.30% |
Current DrawdownCurrent decline from peak | -2.20% | -1.72% | -0.48% |
Average DrawdownAverage peak-to-trough decline | -8.38% | -5.99% | -2.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 1.76% | +1.24% |
Volatility
AYEM.DE vs. WTD8.DE - Volatility Comparison
iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc) (AYEM.DE) has a higher volatility of 7.02% compared to WisdomTree Emerging Markets Equity Income UCITS ETF Acc (WTD8.DE) at 4.68%. This indicates that AYEM.DE's price experiences larger fluctuations and is considered to be riskier than WTD8.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AYEM.DE | WTD8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.02% | 4.68% | +2.34% |
Volatility (6M)Calculated over the trailing 6-month period | 14.89% | 9.35% | +5.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.68% | 11.77% | +5.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.40% | 13.54% | +2.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.62% | 16.08% | +2.54% |
AYEM.DE vs. WTD8.DE - Expense Ratio Comparison
AYEM.DE has a 0.18% expense ratio, which is lower than WTD8.DE's 0.46% expense ratio.
Dividends
AYEM.DE vs. WTD8.DE - Dividend Comparison
Neither AYEM.DE nor WTD8.DE has paid dividends to shareholders.
Frequently Asked Questions
AYEM.DE and WTD8.DE have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AYEM.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AYEM.DE is cheaper with a 0.18% expense ratio, compared with 0.46% for WTD8.DE.
AYEM.DE tracks MSCI Emerging Markets IMI ESG Screened, while WTD8.DE tracks WisdomTree Emerging Markets Equity Income. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.18% for AYEM.DE and 0.46% for WTD8.DE.
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