EGRG.L vs. WDEP.L
EGRG.L (WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR Acc) and WDEP.L (WisdomTree Europe Defence UCITS ETF EUR Accumulating) are both Europe Equities funds from WisdomTree - EGRG.L tracks the MSCI EMU NR EUR while WDEP.L tracks the WisdomTree Europe Defence Index. Both are passively managed. Over the past year, EGRG.L returned 12.97% vs -0.69% for WDEP.L. At a 0.24 correlation, their price movements are largely independent. EGRG.L charges 0.29%/yr vs 0.45%/yr for WDEP.L.
Performance
EGRG.L vs. WDEP.L - Performance Comparison
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Returns By Period
In the year-to-date period, EGRG.L achieves a 5.70% return, which is significantly higher than WDEP.L's 1.13% return.
EGRG.L
- 1D
- 0.26%
- 1M
- 5.98%
- YTD
- 5.70%
- 6M
- 6.98%
- 1Y
- 12.97%
- 3Y*
- 7.25%
- 5Y*
- 4.19%
- 10Y*
- —
WDEP.L
- 1D
- 1.35%
- 1M
- -3.38%
- YTD
- 1.13%
- 6M
- 4.34%
- 1Y
- -0.69%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EGRG.L vs. WDEP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
EGRG.L WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR Acc | 5.70% | 10.92% |
WDEP.L WisdomTree Europe Defence UCITS ETF EUR Accumulating | 1.13% | 20.67% |
Correlation
The correlation between EGRG.L and WDEP.L is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Mar 13, 2025 | 0.24 |
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Return for Risk
EGRG.L vs. WDEP.L — Risk / Return Rank
EGRG.L
WDEP.L
EGRG.L vs. WDEP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR Acc (EGRG.L) and WisdomTree Europe Defence UCITS ETF EUR Accumulating (WDEP.L). 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.
| EGRG.L | WDEP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.86 | ||
| Sortino ratioReturn per unit of downside risk | +1.17 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.02 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.06 | -0.04 | +1.10 |
| Martin ratioReturn relative to average drawdown | 3.42 | -0.08 | +3.50 |
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
| EGRG.L | WDEP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | -0.02 | +0.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.59 | +0.18 |
Drawdowns
EGRG.L vs. WDEP.L - Drawdown Comparison
The maximum EGRG.L drawdown since its inception was -29.27%, which is greater than WDEP.L's maximum drawdown of -19.56%. Use the drawdown chart below to compare losses from any high point for EGRG.L and WDEP.L.
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Drawdown Indicators
| EGRG.L | WDEP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.27% | -19.56% | -9.71% |
Max Drawdown (1Y)Largest decline over 1 year | -12.17% | -19.56% | +7.39% |
Max Drawdown (3Y)Largest decline over 3 years | -14.98% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -28.06% | — | — |
Current DrawdownCurrent decline from peak | -0.49% | -14.70% | +14.21% |
Average DrawdownAverage peak-to-trough decline | -7.21% | -6.15% | -1.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.78% | 8.32% | -4.54% |
Volatility
EGRG.L vs. WDEP.L - Volatility Comparison
The current volatility for WisdomTree Eurozone Quality Dividend Growth UCITS ETF - EUR Acc (EGRG.L) is 5.17%, while WisdomTree Europe Defence UCITS ETF EUR Accumulating (WDEP.L) has a volatility of 10.28%. This indicates that EGRG.L experiences smaller price fluctuations and is considered to be less risky than WDEP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EGRG.L | WDEP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.17% | 10.28% | -5.11% |
Volatility (6M)Calculated over the trailing 6-month period | 13.08% | 22.06% | -8.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.49% | 28.59% | -13.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.39% | 30.09% | -10.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.58% | 30.09% | -5.51% |
EGRG.L vs. WDEP.L - Expense Ratio Comparison
EGRG.L has a 0.29% expense ratio, which is lower than WDEP.L's 0.45% expense ratio.
Dividends
EGRG.L vs. WDEP.L - Dividend Comparison
Neither EGRG.L nor WDEP.L has paid dividends to shareholders.
Frequently Asked Questions
EGRG.L and WDEP.L have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EGRG.L is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EGRG.L is cheaper with a 0.29% expense ratio, compared with 0.45% for WDEP.L.
EGRG.L tracks MSCI EMU NR EUR, while WDEP.L tracks WisdomTree Europe Defence Index. Their fees differ too: 0.29% for EGRG.L and 0.45% for WDEP.L.
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