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EL40.DE vs. WTD8.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

EL40.DE vs. WTD8.DE

Last updated Apr 2, 2026

Compare and contrast key facts about Deka MSCI Emerging Markets UCITS ETF (EL40.DE) and WisdomTree Emerging Markets Equity Income UCITS ETF Acc (WTD8.DE).

EL40.DE and WTD8.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EL40.DE is a passively managed fund by Deka Investment GmbH that tracks the performance of the MSCI Emerging Markets. It was launched on Jul 1, 2010. WTD8.DE is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Emerging Markets Equity Income. It was launched on Nov 2, 2016. Both EL40.DE and WTD8.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

EL40.DE vs. WTD8.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Deka MSCI Emerging Markets UCITS ETF (EL40.DE) and WisdomTree Emerging Markets Equity Income UCITS ETF Acc (WTD8.DE). The values are adjusted to include any dividend payments, if applicable.

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EL40.DE vs. WTD8.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
EL40.DE
Deka MSCI Emerging Markets UCITS ETF 		5.97%17.86%13.11%4.33%-14.87%4.55%5.36%20.78%-11.51%19.00%
WTD8.DE
WisdomTree Emerging Markets Equity Income UCITS ETF Acc		6.70%7.57%11.50%17.20%-7.38%23.16%-15.39%23.05%-4.28%10.97%

Returns By Period

In the year-to-date period, EL40.DE achieves a 5.97% return, which is significantly lower than WTD8.DE's 6.70% return.

EL40.DE

1D
3.79%
1M
-5.48%
YTD
5.97%
6M
10.05%
1Y
24.42%
3Y*
13.00%
5Y*
3.64%
10Y*
7.21%

WTD8.DE

1D
1.05%
1M
-1.57%
YTD
6.70%
6M
8.76%
1Y
13.22%
3Y*
12.99%
5Y*
8.60%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Deka MSCI Emerging Markets UCITS ETF

WisdomTree Emerging Markets Equity Income UCITS ETF Acc

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Often compared with WTD8.DE:
WTD8.DE vs. PRAM.DEWTD8.DE vs. GGRG.LWTD8.DE vs. 5MVL.DEWTD8.DE vs. ACUG.DEWTD8.DE vs. 36B5.DEWTD8.DE vs. GACB.DEWTD8.DE vs. VFEA.DE

EL40.DE vs. WTD8.DE - Expense Ratio Comparison

EL40.DE has a 0.66% expense ratio, which is higher than WTD8.DE's 0.46% expense ratio.

EL40.DE
Deka MSCI Emerging Markets UCITS ETF
WTD8.DE
WisdomTree Emerging Markets Equity Income UCITS ETF Acc

Return for Risk

EL40.DE vs. WTD8.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EL40.DE
EL40.DE Risk / Return Rank: 4949
Overall Rank
EL40.DE Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
EL40.DE Sortino Ratio Rank: 5151
Sortino Ratio Rank
EL40.DE Omega Ratio Rank: 6262
Omega Ratio Rank
EL40.DE Calmar Ratio Rank: 5252
Calmar Ratio Rank
EL40.DE Martin Ratio Rank: 3535
Martin Ratio Rank
WTD8.DE
WTD8.DE Risk / Return Rank: 4646
Overall Rank
WTD8.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
WTD8.DE Sortino Ratio Rank: 4141
Sortino Ratio Rank
WTD8.DE Omega Ratio Rank: 4444
Omega Ratio Rank
WTD8.DE Calmar Ratio Rank: 4343
Calmar Ratio Rank
WTD8.DE Martin Ratio Rank: 5757
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.

EL40.DE vs. WTD8.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Deka MSCI Emerging Markets UCITS ETF (EL40.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.

EL40.DEWTD8.DEDifference

Sharpe ratio

Return per unit of total volatility

0.91

0.88

+0.03

Sortino ratio

Return per unit of downside risk

1.45

1.23

+0.23

Omega ratio

Gain probability vs. loss probability

1.24

1.18

+0.06

Calmar ratio

Return relative to maximum drawdown

1.54

1.28

+0.26

Martin ratio

Return relative to average drawdown

3.70

6.34

-2.64

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EL40.DE vs. WTD8.DE - Sharpe Ratio Comparison

The current EL40.DE Sharpe Ratio is 0.91, which is comparable to the WTD8.DE Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of EL40.DE and WTD8.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

EL40.DEWTD8.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

0.88

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.63

-0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.50

-0.26

Correlation

The correlation between EL40.DE and WTD8.DE is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

EL40.DE vs. WTD8.DE - Dividend Comparison

Neither EL40.DE nor WTD8.DE has paid dividends to shareholders.

TTM20252024202320222021202020192018201720162015
EL40.DE
Deka MSCI Emerging Markets UCITS ETF 		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.07%0.00%0.02%0.00%
WTD8.DE
WisdomTree Emerging Markets Equity Income 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%

Drawdowns

EL40.DE vs. WTD8.DE - Drawdown Comparison

The maximum EL40.DE drawdown since its inception was -36.65%, roughly equal to the maximum WTD8.DE drawdown of -34.98%. Use the drawdown chart below to compare losses from any high point for EL40.DE and WTD8.DE.

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Drawdown Indicators

EL40.DEWTD8.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.65%

-34.98%

-1.67%

Max Drawdown (1Y)

Largest decline over 1 year

-16.53%

-13.52%

-3.01%

Max Drawdown (5Y)

Largest decline over 5 years

-25.06%

-17.08%

-7.98%

Max Drawdown (10Y)

Largest decline over 10 years

-31.59%

—

—

Current Drawdown

Current decline from peak

-7.91%

-3.61%

-4.30%

Average Drawdown

Average peak-to-trough decline

-11.70%

-6.08%

-5.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.86%

2.19%

+4.67%

Volatility

EL40.DE vs. WTD8.DE - Volatility Comparison

Deka MSCI Emerging Markets UCITS ETF (EL40.DE) has a higher volatility of 7.69% compared to WisdomTree Emerging Markets Equity Income UCITS ETF Acc (WTD8.DE) at 4.08%. This indicates that EL40.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

EL40.DEWTD8.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.69%

4.08%

+3.61%

Volatility (6M)

Calculated over the trailing 6-month period

23.12%

8.24%

+14.88%

Volatility (1Y)

Calculated over the trailing 1-year period

26.61%

14.92%

+11.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.28%

13.48%

+6.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.27%

16.10%

+4.17%