EUNZ.DE vs. WTD8.DE
EUNZ.DE (iShares Edge MSCI EM Minimum Volatility UCITS ETF) and WTD8.DE (WisdomTree Emerging Markets Equity Income UCITS ETF Acc) are both Emerging Markets Equities funds - EUNZ.DE tracks the MSCI Emerging Markets Minimum Volatility while WTD8.DE tracks the WisdomTree Emerging Markets Equity Income. Both are passively managed. Over the past 5 years, EUNZ.DE returned 6.48%/yr vs 10.72%/yr for WTD8.DE. Their correlation of 0.81 suggests significant overlap in exposure. EUNZ.DE charges 0.40%/yr vs 0.46%/yr for WTD8.DE.
Performance
EUNZ.DE vs. WTD8.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with EUNZ.DE having a 18.69% return and WTD8.DE slightly higher at 19.39%.
EUNZ.DE
- 1D
- -1.19%
- 1M
- 3.85%
- YTD
- 18.69%
- 6M
- 17.92%
- 1Y
- 22.13%
- 3Y*
- 11.07%
- 5Y*
- 6.48%
- 10Y*
- 6.20%
WTD8.DE
- 1D
- -0.85%
- 1M
- 3.43%
- YTD
- 19.39%
- 6M
- 18.68%
- 1Y
- 26.90%
- 3Y*
- 15.87%
- 5Y*
- 10.72%
- 10Y*
- —
EUNZ.DE vs. WTD8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EUNZ.DE iShares Edge MSCI EM Minimum Volatility UCITS ETF | 18.69% | -0.15% | 15.73% | 3.85% | -8.85% | 13.05% | -2.49% | 10.59% | -1.89% | 11.39% |
WTD8.DE WisdomTree Emerging Markets Equity Income UCITS ETF Acc | 19.39% | 7.57% | 11.50% | 17.20% | -7.38% | 23.16% | -15.39% | 23.05% | -4.28% | 10.97% |
Correlation
The correlation between EUNZ.DE and WTD8.DE is 0.79, 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 | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Nov 14, 2016 | 0.81 |
The correlation between EUNZ.DE and WTD8.DE has been stable across timeframes, ranging from 0.73 to 0.81 - a consistent structural relationship.
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Return for Risk
EUNZ.DE vs. WTD8.DE — Risk / Return Rank
EUNZ.DE
WTD8.DE
EUNZ.DE vs. WTD8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI EM Minimum Volatility UCITS ETF (EUNZ.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.
| EUNZ.DE | WTD8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.44 | ||
| Sortino ratioReturn per unit of downside risk | -0.67 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.40 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.00 | 4.38 | -1.38 |
| Martin ratioReturn relative to average drawdown | 10.57 | 15.35 | -4.78 |
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
| EUNZ.DE | WTD8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.85 | 2.29 | -0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.78 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.57 | -0.22 |
Drawdowns
EUNZ.DE vs. WTD8.DE - Drawdown Comparison
The maximum EUNZ.DE drawdown since its inception was -30.47%, smaller than the maximum WTD8.DE drawdown of -34.98%. Use the drawdown chart below to compare losses from any high point for EUNZ.DE and WTD8.DE.
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Drawdown Indicators
| EUNZ.DE | WTD8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.47% | -34.98% | +4.51% |
Max Drawdown (1Y)Largest decline over 1 year | -7.50% | -6.15% | -1.35% |
Max Drawdown (3Y)Largest decline over 3 years | -14.00% | -16.79% | +2.79% |
Max Drawdown (5Y)Largest decline over 5 years | -14.00% | -17.08% | +3.08% |
Max Drawdown (10Y)Largest decline over 10 years | -26.15% | — | — |
Current DrawdownCurrent decline from peak | -1.96% | -1.72% | -0.24% |
Average DrawdownAverage peak-to-trough decline | -7.62% | -5.99% | -1.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 1.76% | +0.37% |
Volatility
EUNZ.DE vs. WTD8.DE - Volatility Comparison
iShares Edge MSCI EM Minimum Volatility UCITS ETF (EUNZ.DE) and WisdomTree Emerging Markets Equity Income UCITS ETF Acc (WTD8.DE) have volatilities of 4.75% and 4.68%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EUNZ.DE | WTD8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.75% | 4.68% | +0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 10.35% | 9.35% | +1.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.18% | 11.77% | +0.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.41% | 13.54% | -2.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.32% | 16.08% | -2.76% |
EUNZ.DE vs. WTD8.DE - Expense Ratio Comparison
EUNZ.DE has a 0.40% expense ratio, which is lower than WTD8.DE's 0.46% expense ratio.
Dividends
EUNZ.DE vs. WTD8.DE - Dividend Comparison
Neither EUNZ.DE nor WTD8.DE has paid dividends to shareholders.
Frequently Asked Questions
EUNZ.DE and WTD8.DE have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EUNZ.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EUNZ.DE is cheaper with a 0.40% expense ratio, compared with 0.46% for WTD8.DE.
EUNZ.DE tracks MSCI Emerging Markets Minimum Volatility, while WTD8.DE tracks WisdomTree Emerging Markets Equity Income. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.40% for EUNZ.DE and 0.46% for WTD8.DE.
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