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DX2X.DE vs. WTEE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DX2X.DE vs. WTEE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Stoxx Europe 600 UCITS ETF (Acc) (DX2X.DE) and WisdomTree Europe Equity Income UCITS ETF (WTEE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DX2X.DE achieves a 12.30% return, which is significantly lower than WTEE.DE's 15.95% return. Over the past 10 years, DX2X.DE has outperformed WTEE.DE with an annualized return of 10.22%, while WTEE.DE has yielded a comparatively lower 9.12% annualized return.


DX2X.DE

1D
0.80%
1M
5.43%
6M
11.55%
YTD
12.30%
1Y
23.23%
3Y*
15.47%
5Y*
10.46%
10Y*
10.22%

WTEE.DE

1D
0.69%
1M
1.10%
6M
15.13%
YTD
15.95%
1Y
32.10%
3Y*
17.54%
5Y*
13.00%
10Y*
9.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DX2X.DE vs. WTEE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DX2X.DE
Xtrackers Stoxx Europe 600 UCITS ETF (Acc)
12.30%20.91%8.35%15.54%-10.63%24.87%-1.83%28.68%-11.34%10.91%
WTEE.DE
WisdomTree Europe Equity Income UCITS ETF
15.95%28.57%2.22%15.07%-0.07%18.86%-18.42%21.73%-7.92%9.68%

Correlation

The correlation between DX2X.DE and WTEE.DE is 0.62, 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

0.62

Correlation (3Y)
Calculated over the trailing 3-year period

0.73

Correlation (5Y)
Calculated over the trailing 5-year period

0.79

Correlation (10Y)
Calculated over the trailing 10-year period

0.84

Correlation (All Time)
Calculated using the full available price history since Oct 21, 2014

0.86

Over the past year, the correlation between DX2X.DE and WTEE.DE has dropped to 0.62 - well below their long-term average of 0.86, suggesting their price drivers have been diverging.

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Return for Risk

DX2X.DE vs. WTEE.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DX2X.DE
DX2X.DE Risk / Return Rank: 6464
Overall Rank
DX2X.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
DX2X.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
DX2X.DE Omega Ratio Rank: 6767
Omega Ratio Rank
DX2X.DE Calmar Ratio Rank: 5858
Calmar Ratio Rank
DX2X.DE Martin Ratio Rank: 6464
Martin Ratio Rank

WTEE.DE
WTEE.DE Risk / Return Rank: 9292
Overall Rank
WTEE.DE Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
WTEE.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
WTEE.DE Omega Ratio Rank: 9292
Omega Ratio Rank
WTEE.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
WTEE.DE Martin Ratio Rank: 9191
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.

DX2X.DE vs. WTEE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Stoxx Europe 600 UCITS ETF (Acc) (DX2X.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DX2X.DEWTEE.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.03

Sortino ratioReturn per unit of downside risk

-1.34

Omega ratioGain probability vs. loss probability

1.33

1.50

-0.18

Calmar ratioReturn relative to maximum drawdown

2.36

4.73

-2.37

Martin ratioReturn relative to average drawdown

9.49

17.57

-8.09

DX2X.DE vs. WTEE.DE - Sharpe Ratio Comparison

The current DX2X.DE Sharpe Ratio is 1.75, which is lower than the WTEE.DE Sharpe Ratio of 2.78. The chart below compares the historical Sharpe Ratios of DX2X.DE and WTEE.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DX2X.DE vs. WTEE.DE - Drawdown Comparison

The maximum DX2X.DE drawdown since its inception was -36.05%, smaller than the maximum WTEE.DE drawdown of -39.64%. Use the drawdown chart below to compare losses from any high point for DX2X.DE and WTEE.DE.


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Drawdown Indicators


DX2X.DEWTEE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.05%

-39.64%

+3.59%

Max Drawdown (1Y)

Largest decline over 1 year

-9.81%

-6.75%

-3.06%

Max Drawdown (3Y)

Largest decline over 3 years

-16.37%

-14.11%

-2.26%

Max Drawdown (5Y)

Largest decline over 5 years

-20.84%

-16.50%

-4.34%

Max Drawdown (10Y)

Largest decline over 10 years

-36.05%

-39.64%

+3.59%

Current Drawdown

Current decline from peak

0.00%

-0.62%

+0.62%

Average Drawdown

Average peak-to-trough decline

-5.24%

-7.02%

+1.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

1.82%

+0.62%

Volatility

DX2X.DE vs. WTEE.DE - Volatility Comparison

Xtrackers Stoxx Europe 600 UCITS ETF (Acc) (DX2X.DE) has a higher volatility of 4.18% compared to WisdomTree Europe Equity Income UCITS ETF (WTEE.DE) at 3.07%. This indicates that DX2X.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


DX2X.DEWTEE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.18%

3.07%

+1.11%

Volatility (6M)

Calculated over the trailing 6-month period

11.24%

9.16%

+2.08%

Volatility (1Y)

Calculated over the trailing 1-year period

13.24%

11.88%

+1.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.46%

13.85%

+0.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.26%

15.63%

-0.37%

DX2X.DE vs. WTEE.DE - Expense Ratio Comparison

DX2X.DE has a 0.25% expense ratio, which is lower than WTEE.DE's 0.29% expense ratio.


Dividends

DX2X.DE vs. WTEE.DE - Dividend Comparison

DX2X.DE has not paid dividends to shareholders, while WTEE.DE's dividend yield for the trailing twelve months is around 7.66%.


PositionTTM20252024202320222021202020192018201720162015
DX2X.DE
Xtrackers Stoxx Europe 600 UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WTEE.DE
WisdomTree Europe Equity Income UCITS ETF
7.66%5.36%6.80%5.61%5.35%4.63%3.98%4.51%4.80%4.03%1.35%4.53%

Frequently Asked Questions


DX2X.DE and WTEE.DE have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DX2X.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DX2X.DE is cheaper with a 0.25% expense ratio, compared with 0.29% for WTEE.DE.

DX2X.DE tracks STOXX Europe 600 Index, while WTEE.DE tracks WisdomTree Europe Equity Income. They also come from different issuers: Xtrackers and WisdomTree. Their fees differ too: 0.25% for DX2X.DE and 0.29% for WTEE.DE.

Portfolio Optimizer

Find the right allocation for DX2X.DE and WTEE.DE

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