EUDF.DE vs. WTDM.DE
EUDF.DE (WisdomTree Europe Defence UCITS ETF - EUR Acc) and WTDM.DE (WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc) are both exchange-traded funds - EUDF.DE is a Aerospace & Defense fund tracking the WisdomTree Europe Defence UCITS Index (NTR), while WTDM.DE is a Dividend fund tracking the WisdomTree U.S. Quality Dividend Growth Index. Both are passively managed. Over the past year, EUDF.DE returned -5.67% vs 19.15% for WTDM.DE. At a 0.23 correlation, their price movements are largely independent. EUDF.DE charges 0.40%/yr vs 0.28%/yr for WTDM.DE.
Performance
EUDF.DE vs. WTDM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EUDF.DE achieves a -1.50% return, which is significantly lower than WTDM.DE's 8.10% return.
EUDF.DE
- 1D
- 0.00%
- 1M
- -5.83%
- YTD
- -1.50%
- 6M
- -1.83%
- 1Y
- -5.67%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WTDM.DE
- 1D
- 0.04%
- 1M
- 1.64%
- YTD
- 8.10%
- 6M
- 8.38%
- 1Y
- 19.15%
- 3Y*
- 13.59%
- 5Y*
- 12.45%
- 10Y*
- 13.52%
EUDF.DE vs. WTDM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
EUDF.DE WisdomTree Europe Defence UCITS ETF - EUR Acc | -1.50% | 22.36% |
WTDM.DE WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc | 8.10% | 5.63% |
Correlation
The correlation between EUDF.DE and WTDM.DE is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 2025 | 0.23 |
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Return for Risk
EUDF.DE vs. WTDM.DE — Risk / Return Rank
EUDF.DE
WTDM.DE
EUDF.DE vs. WTDM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Europe Defence UCITS ETF - EUR Acc (EUDF.DE) and WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (WTDM.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.
| EUDF.DE | WTDM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.11 | ||
| Sortino ratioReturn per unit of downside risk | -2.85 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.36 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | -0.29 | 3.49 | -3.78 |
| Martin ratioReturn relative to average drawdown | -0.63 | 12.36 | -12.99 |
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Drawdowns
EUDF.DE vs. WTDM.DE - Drawdown Comparison
The maximum EUDF.DE drawdown since its inception was -19.51%, smaller than the maximum WTDM.DE drawdown of -31.18%. Use the drawdown chart below to compare losses from any high point for EUDF.DE and WTDM.DE.
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Drawdown Indicators
| EUDF.DE | WTDM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.51% | -31.18% | +11.67% |
Max Drawdown (1Y)Largest decline over 1 year | -19.51% | -5.46% | -14.05% |
Max Drawdown (3Y)Largest decline over 3 years | — | -20.58% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.58% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.18% | — |
Current DrawdownCurrent decline from peak | -17.41% | -0.44% | -16.97% |
Average DrawdownAverage peak-to-trough decline | -6.89% | -4.57% | -2.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.01% | 1.54% | +7.47% |
Volatility
EUDF.DE vs. WTDM.DE - Volatility Comparison
WisdomTree Europe Defence UCITS ETF - EUR Acc (EUDF.DE) has a higher volatility of 6.43% compared to WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (WTDM.DE) at 2.08%. This indicates that EUDF.DE's price experiences larger fluctuations and is considered to be riskier than WTDM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EUDF.DE | WTDM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.43% | 2.08% | +4.35% |
Volatility (6M)Calculated over the trailing 6-month period | 22.17% | 6.59% | +15.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.75% | 9.97% | +18.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.41% | 13.54% | +16.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.41% | 16.09% | +14.32% |
EUDF.DE vs. WTDM.DE - Expense Ratio Comparison
EUDF.DE has a 0.40% expense ratio, which is higher than WTDM.DE's 0.28% expense ratio.
Dividends
EUDF.DE vs. WTDM.DE - Dividend Comparison
Neither EUDF.DE nor WTDM.DE has paid dividends to shareholders.
Frequently Asked Questions
EUDF.DE and WTDM.DE have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WTDM.DE is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WTDM.DE is cheaper with a 0.28% expense ratio, compared with 0.40% for EUDF.DE.
EUDF.DE is categorized as Aerospace & Defense, while WTDM.DE is Dividend. EUDF.DE tracks WisdomTree Europe Defence UCITS Index (NTR), while WTDM.DE tracks WisdomTree U.S. Quality Dividend Growth Index. Their fees differ too: 0.40% for EUDF.DE and 0.28% for WTDM.DE.
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