EDM2.DE vs. WTD8.DE
EDM2.DE (iShares MSCI EM ESG Enhanced UCITS ETF USD (Acc)) and WTD8.DE (WisdomTree Emerging Markets Equity Income UCITS ETF Acc) are both Emerging Markets Equities funds - EDM2.DE tracks the MSCI Emerging Markets ESG Enhanced Focus while WTD8.DE tracks the WisdomTree Emerging Markets Equity Income. Both are passively managed. Over the past 5 years, EDM2.DE returned 7.59%/yr vs 10.72%/yr for WTD8.DE. A 0.79 correlation means they provide meaningful diversification when combined. EDM2.DE charges 0.18%/yr vs 0.46%/yr for WTD8.DE.
Performance
EDM2.DE vs. WTD8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EDM2.DE achieves a 26.35% return, which is significantly higher than WTD8.DE's 19.39% return.
EDM2.DE
- 1D
- -1.45%
- 1M
- 3.82%
- YTD
- 26.35%
- 6M
- 26.81%
- 1Y
- 46.28%
- 3Y*
- 20.29%
- 5Y*
- 7.59%
- 10Y*
- —
WTD8.DE
- 1D
- -0.85%
- 1M
- 3.43%
- YTD
- 19.39%
- 6M
- 18.68%
- 1Y
- 26.90%
- 3Y*
- 15.87%
- 5Y*
- 10.72%
- 10Y*
- —
EDM2.DE vs. WTD8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EDM2.DE iShares MSCI EM ESG Enhanced UCITS ETF USD (Acc) | 26.35% | 19.81% | 13.36% | 4.56% | -16.00% | 4.73% | 7.76% | 7.05% |
WTD8.DE WisdomTree Emerging Markets Equity Income UCITS ETF Acc | 19.39% | 7.57% | 11.50% | 17.20% | -7.38% | 23.16% | -15.39% | 6.14% |
Correlation
The correlation between EDM2.DE and WTD8.DE is 0.77, 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 | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2019 | 0.79 |
The correlation between EDM2.DE and WTD8.DE has been stable across timeframes, ranging from 0.77 to 0.79 - a consistent structural relationship.
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Return for Risk
EDM2.DE vs. WTD8.DE — Risk / Return Rank
EDM2.DE
WTD8.DE
EDM2.DE vs. WTD8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM ESG Enhanced UCITS ETF USD (Acc) (EDM2.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.
| EDM2.DE | WTD8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.34 | ||
| Sortino ratioReturn per unit of downside risk | +0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.40 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 4.32 | 4.38 | -0.06 |
| Martin ratioReturn relative to average drawdown | 15.65 | 15.35 | +0.30 |
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
| EDM2.DE | WTD8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.63 | 2.29 | +0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.78 | -0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.57 | -0.08 |
Drawdowns
EDM2.DE vs. WTD8.DE - Drawdown Comparison
The maximum EDM2.DE drawdown since its inception was -32.32%, smaller than the maximum WTD8.DE drawdown of -34.98%. Use the drawdown chart below to compare losses from any high point for EDM2.DE and WTD8.DE.
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Drawdown Indicators
| EDM2.DE | WTD8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.32% | -34.98% | +2.66% |
Max Drawdown (1Y)Largest decline over 1 year | -10.88% | -6.15% | -4.73% |
Max Drawdown (3Y)Largest decline over 3 years | -19.52% | -16.79% | -2.73% |
Max Drawdown (5Y)Largest decline over 5 years | -25.43% | -17.08% | -8.35% |
Current DrawdownCurrent decline from peak | -2.66% | -1.72% | -0.94% |
Average DrawdownAverage peak-to-trough decline | -11.10% | -5.99% | -5.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 1.76% | +1.25% |
Volatility
EDM2.DE vs. WTD8.DE - Volatility Comparison
iShares MSCI EM ESG Enhanced UCITS ETF USD (Acc) (EDM2.DE) has a higher volatility of 7.43% compared to WisdomTree Emerging Markets Equity Income UCITS ETF Acc (WTD8.DE) at 4.68%. This indicates that EDM2.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
| EDM2.DE | WTD8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.43% | 4.68% | +2.75% |
Volatility (6M)Calculated over the trailing 6-month period | 15.11% | 9.35% | +5.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.92% | 11.77% | +6.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.83% | 13.54% | +3.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.13% | 16.08% | +3.05% |
EDM2.DE vs. WTD8.DE - Expense Ratio Comparison
EDM2.DE has a 0.18% expense ratio, which is lower than WTD8.DE's 0.46% expense ratio.
Dividends
EDM2.DE vs. WTD8.DE - Dividend Comparison
Neither EDM2.DE nor WTD8.DE has paid dividends to shareholders.
Frequently Asked Questions
EDM2.DE and WTD8.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EDM2.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EDM2.DE is cheaper with a 0.18% expense ratio, compared with 0.46% for WTD8.DE.
EDM2.DE tracks MSCI Emerging Markets ESG Enhanced Focus, 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 EDM2.DE and 0.46% for WTD8.DE.
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