EDM2.DE vs. WTEI.DE
EDM2.DE (iShares MSCI EM ESG Enhanced UCITS ETF USD (Acc)) and WTEI.DE (WisdomTree Emerging Markets Equity Income UCITS ETF) are both Emerging Markets Equities funds - EDM2.DE tracks the MSCI Emerging Markets ESG Enhanced Focus while WTEI.DE tracks the WisdomTree Emerging Markets Equity Income. Both are passively managed. Over the past 5 years, EDM2.DE returned 7.59%/yr vs 10.93%/yr for WTEI.DE. A 0.75 correlation means they provide meaningful diversification when combined. EDM2.DE charges 0.18%/yr vs 0.46%/yr for WTEI.DE.
Performance
EDM2.DE vs. WTEI.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 WTEI.DE's 19.49% 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*
- —
WTEI.DE
- 1D
- -1.03%
- 1M
- 4.16%
- YTD
- 19.49%
- 6M
- 19.16%
- 1Y
- 27.05%
- 3Y*
- 15.85%
- 5Y*
- 10.93%
- 10Y*
- —
EDM2.DE vs. WTEI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EDM2.DE iShares MSCI EM ESG Enhanced UCITS ETF USD (Acc) | 26.35% | 19.81% | 13.36% | 4.56% | -16.00% | 4.73% | 23.12% |
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 EDM2.DE and WTEI.DE is 0.68, 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 | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2020 | 0.75 |
The correlation between EDM2.DE and WTEI.DE has been stable across timeframes, ranging from 0.68 to 0.76 - a consistent structural relationship.
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Return for Risk
EDM2.DE vs. WTEI.DE — Risk / Return Rank
EDM2.DE
WTEI.DE
EDM2.DE vs. WTEI.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 (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.
| EDM2.DE | WTEI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.52 | ||
| Sortino ratioReturn per unit of downside risk | +0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.38 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 4.32 | 4.45 | -0.13 |
| Martin ratioReturn relative to average drawdown | 15.65 | 16.42 | -0.77 |
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 | WTEI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.63 | 2.11 | +0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.78 | -0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.89 | -0.40 |
Drawdowns
EDM2.DE vs. WTEI.DE - Drawdown Comparison
The maximum EDM2.DE drawdown since its inception was -32.32%, 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 EDM2.DE and WTEI.DE.
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Drawdown Indicators
| EDM2.DE | WTEI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.32% | -16.73% | -15.59% |
Max Drawdown (1Y)Largest decline over 1 year | -10.88% | -6.00% | -4.88% |
Max Drawdown (3Y)Largest decline over 3 years | -19.52% | -15.97% | -3.55% |
Max Drawdown (5Y)Largest decline over 5 years | -25.43% | -16.73% | -8.70% |
Current DrawdownCurrent decline from peak | -2.66% | -1.51% | -1.15% |
Average DrawdownAverage peak-to-trough decline | -11.10% | -4.01% | -7.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 1.63% | +1.38% |
Volatility
EDM2.DE vs. WTEI.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 (WTEI.DE) at 4.57%. This indicates that EDM2.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
| EDM2.DE | WTEI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.43% | 4.57% | +2.86% |
Volatility (6M)Calculated over the trailing 6-month period | 15.11% | 9.66% | +5.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.92% | 12.64% | +5.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.83% | 13.86% | +2.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.13% | 13.97% | +5.16% |
EDM2.DE vs. WTEI.DE - Expense Ratio Comparison
EDM2.DE has a 0.18% expense ratio, which is lower than WTEI.DE's 0.46% expense ratio.
Dividends
EDM2.DE vs. WTEI.DE - Dividend Comparison
EDM2.DE has not paid dividends to shareholders, while WTEI.DE's dividend yield for the trailing twelve months is around 3.73%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
EDM2.DE iShares MSCI EM ESG Enhanced UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WTEI.DE WisdomTree Emerging Markets Equity Income UCITS ETF | 3.73% | 4.52% | 7.52% | 6.96% | 7.43% | 3.95% | 1.46% |
Frequently Asked Questions
EDM2.DE and WTEI.DE have a correlation of 0.68, 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 WTEI.DE.
EDM2.DE tracks MSCI Emerging Markets ESG Enhanced Focus, while WTEI.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 WTEI.DE.
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