EUN0.DE vs. WTEE.DE
EUN0.DE (iShares Edge MSCI Europe Minimum Volatility UCITS ETF) and WTEE.DE (WisdomTree Europe Equity Income UCITS ETF) are both Europe Equities funds - EUN0.DE tracks the MSCI Europe Minimum Volatility while WTEE.DE tracks the WisdomTree Europe Equity Income. Both are passively managed. Over the past 5 years, EUN0.DE returned 7.36%/yr vs 12.46%/yr for WTEE.DE. A 0.64 correlation means they provide meaningful diversification when combined. EUN0.DE charges 0.25%/yr vs 0.29%/yr for WTEE.DE.
Performance
EUN0.DE vs. WTEE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EUN0.DE achieves a 5.60% return, which is significantly lower than WTEE.DE's 13.70% return.
EUN0.DE
- 1D
- 0.54%
- 1M
- -0.19%
- YTD
- 5.60%
- 6M
- 7.10%
- 1Y
- 5.26%
- 3Y*
- 10.39%
- 5Y*
- 7.36%
- 10Y*
- 6.66%
WTEE.DE
- 1D
- -0.26%
- 1M
- 0.42%
- YTD
- 13.70%
- 6M
- 16.59%
- 1Y
- 26.04%
- 3Y*
- 17.15%
- 5Y*
- 12.46%
- 10Y*
- —
EUN0.DE vs. WTEE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EUN0.DE iShares Edge MSCI Europe Minimum Volatility UCITS ETF | 5.60% | 12.27% | 11.42% | 10.79% | -13.21% | 21.54% | 4.46% |
WTEE.DE WisdomTree Europe Equity Income UCITS ETF | 13.70% | 28.40% | 2.20% | 15.07% | 0.05% | 18.73% | 6.60% |
Correlation
The correlation between EUN0.DE and WTEE.DE is 0.66, 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 | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Aug 19, 2020 | 0.64 |
The correlation between EUN0.DE and WTEE.DE has been stable across timeframes, ranging from 0.64 to 0.67 - a consistent structural relationship.
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Return for Risk
EUN0.DE vs. WTEE.DE — Risk / Return Rank
EUN0.DE
WTEE.DE
EUN0.DE vs. WTEE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Minimum Volatility UCITS ETF (EUN0.DE) and WisdomTree Europe Equity Income UCITS ETF (WTEE.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.
| EUN0.DE | WTEE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.73 | ||
| Sortino ratioReturn per unit of downside risk | -2.26 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.43 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 0.76 | 3.80 | -3.04 |
| Martin ratioReturn relative to average drawdown | 1.97 | 14.72 | -12.74 |
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
| EUN0.DE | WTEE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 2.35 | -1.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.93 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 1.08 | -0.45 |
Drawdowns
EUN0.DE vs. WTEE.DE - Drawdown Comparison
The maximum EUN0.DE drawdown since its inception was -30.68%, which is greater than WTEE.DE's maximum drawdown of -16.45%. Use the drawdown chart below to compare losses from any high point for EUN0.DE and WTEE.DE.
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Drawdown Indicators
| EUN0.DE | WTEE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.68% | -16.45% | -14.23% |
Max Drawdown (1Y)Largest decline over 1 year | -7.16% | -6.78% | -0.38% |
Max Drawdown (3Y)Largest decline over 3 years | -10.73% | -14.12% | +3.39% |
Max Drawdown (5Y)Largest decline over 5 years | -19.64% | -16.45% | -3.19% |
Max Drawdown (10Y)Largest decline over 10 years | -30.68% | — | — |
Current DrawdownCurrent decline from peak | -3.12% | -1.96% | -1.16% |
Average DrawdownAverage peak-to-trough decline | -4.69% | -2.65% | -2.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 1.75% | +1.01% |
Volatility
EUN0.DE vs. WTEE.DE - Volatility Comparison
The current volatility for iShares Edge MSCI Europe Minimum Volatility UCITS ETF (EUN0.DE) is 3.03%, while WisdomTree Europe Equity Income UCITS ETF (WTEE.DE) has a volatility of 3.73%. This indicates that EUN0.DE experiences smaller price fluctuations and is considered to be less risky than WTEE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EUN0.DE | WTEE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.03% | 3.73% | -0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 7.20% | 8.73% | -1.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.77% | 10.94% | -2.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.02% | 14.50% | -3.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.51% | 14.99% | -2.48% |
EUN0.DE vs. WTEE.DE - Expense Ratio Comparison
EUN0.DE has a 0.25% expense ratio, which is lower than WTEE.DE's 0.29% expense ratio.
Dividends
EUN0.DE vs. WTEE.DE - Dividend Comparison
EUN0.DE has not paid dividends to shareholders, while WTEE.DE's dividend yield for the trailing twelve months is around 4.55%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
EUN0.DE iShares Edge MSCI Europe Minimum Volatility UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WTEE.DE WisdomTree Europe Equity Income UCITS ETF | 4.55% | 5.37% | 6.81% | 5.61% | 5.35% | 4.64% |
Frequently Asked Questions
EUN0.DE and WTEE.DE have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EUN0.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EUN0.DE is cheaper with a 0.25% expense ratio, compared with 0.29% for WTEE.DE.
EUN0.DE tracks MSCI Europe Minimum Volatility, while WTEE.DE tracks WisdomTree Europe Equity Income. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.25% for EUN0.DE and 0.29% for WTEE.DE.
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