EXSA.DE vs. WTEE.DE
EXSA.DE (iShares STOXX Europe 600 UCITS ETF (DE)) and WTEE.DE (WisdomTree Europe Equity Income UCITS ETF) are both Europe Equities funds - EXSA.DE tracks the STOXX® Europe 600 while WTEE.DE tracks the WisdomTree Europe Equity Income. Both are passively managed. Over the past 5 years, EXSA.DE returned 9.65%/yr vs 12.46%/yr for WTEE.DE. A 0.74 correlation means they provide meaningful diversification when combined. EXSA.DE charges 0.20%/yr vs 0.29%/yr for WTEE.DE.
Performance
EXSA.DE vs. WTEE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXSA.DE achieves a 7.58% return, which is significantly lower than WTEE.DE's 13.70% return.
EXSA.DE
- 1D
- 0.61%
- 1M
- 0.91%
- YTD
- 7.58%
- 6M
- 10.05%
- 1Y
- 16.11%
- 3Y*
- 13.94%
- 5Y*
- 9.65%
- 10Y*
- 9.18%
WTEE.DE
- 1D
- -0.26%
- 1M
- 0.42%
- YTD
- 13.70%
- 6M
- 16.59%
- 1Y
- 26.04%
- 3Y*
- 17.15%
- 5Y*
- 12.46%
- 10Y*
- —
EXSA.DE vs. WTEE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EXSA.DE iShares STOXX Europe 600 UCITS ETF (DE) | 7.58% | 20.49% | 8.50% | 15.46% | -10.09% | 24.22% | 9.85% |
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 EXSA.DE and WTEE.DE is 0.74, 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 | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Aug 19, 2020 | 0.74 |
The correlation between EXSA.DE and WTEE.DE has been stable across timeframes, ranging from 0.74 to 0.77 - a consistent structural relationship.
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Return for Risk
EXSA.DE vs. WTEE.DE — Risk / Return Rank
EXSA.DE
WTEE.DE
EXSA.DE vs. WTEE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 UCITS ETF (DE) (EXSA.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.
| EXSA.DE | WTEE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.10 | ||
| Sortino ratioReturn per unit of downside risk | -1.32 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.43 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.68 | 3.80 | -2.12 |
| Martin ratioReturn relative to average drawdown | 6.32 | 14.72 | -8.39 |
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
| EXSA.DE | WTEE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 2.35 | -1.10 |
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 | 0.58 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 1.08 | -0.69 |
Drawdowns
EXSA.DE vs. WTEE.DE - Drawdown Comparison
The maximum EXSA.DE drawdown since its inception was -58.34%, 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 EXSA.DE and WTEE.DE.
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Drawdown Indicators
| EXSA.DE | WTEE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.34% | -16.45% | -41.89% |
Max Drawdown (1Y)Largest decline over 1 year | -9.64% | -6.78% | -2.86% |
Max Drawdown (3Y)Largest decline over 3 years | -16.33% | -14.12% | -2.21% |
Max Drawdown (5Y)Largest decline over 5 years | -20.68% | -16.45% | -4.23% |
Max Drawdown (10Y)Largest decline over 10 years | -35.69% | — | — |
Current DrawdownCurrent decline from peak | -1.64% | -1.96% | +0.32% |
Average DrawdownAverage peak-to-trough decline | -11.13% | -2.65% | -8.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.57% | 1.75% | +0.82% |
Volatility
EXSA.DE vs. WTEE.DE - Volatility Comparison
iShares STOXX Europe 600 UCITS ETF (DE) (EXSA.DE) has a higher volatility of 4.33% compared to WisdomTree Europe Equity Income UCITS ETF (WTEE.DE) at 3.73%. This indicates that EXSA.DE's price experiences larger fluctuations and is considered to be riskier 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
| EXSA.DE | WTEE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.33% | 3.73% | +0.60% |
Volatility (6M)Calculated over the trailing 6-month period | 10.68% | 8.73% | +1.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.96% | 10.94% | +2.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.44% | 14.50% | -0.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.78% | 14.99% | +0.79% |
EXSA.DE vs. WTEE.DE - Expense Ratio Comparison
EXSA.DE has a 0.20% expense ratio, which is lower than WTEE.DE's 0.29% expense ratio.
Dividends
EXSA.DE vs. WTEE.DE - Dividend Comparison
EXSA.DE's dividend yield for the trailing twelve months is around 2.36%, less than WTEE.DE's 4.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXSA.DE iShares STOXX Europe 600 UCITS ETF (DE) | 2.36% | 2.54% | 2.79% | 2.68% | 2.76% | 2.23% | 1.85% | 2.87% | 3.03% | 4.42% | 3.42% | 2.97% |
WTEE.DE WisdomTree Europe Equity Income UCITS ETF | 4.55% | 5.37% | 6.81% | 5.61% | 5.35% | 4.64% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EXSA.DE and WTEE.DE have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXSA.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXSA.DE is cheaper with a 0.20% expense ratio, compared with 0.29% for WTEE.DE.
EXSA.DE tracks STOXX® Europe 600, while WTEE.DE tracks WisdomTree Europe Equity Income. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.20% for EXSA.DE and 0.29% for WTEE.DE.
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