EXSI.DE vs. WTEE.DE
EXSI.DE (iShares EURO STOXX UCITS ETF (DE)) and WTEE.DE (WisdomTree Europe Equity Income UCITS ETF) are both Europe Equities funds - EXSI.DE tracks the EURO STOXX® while WTEE.DE tracks the WisdomTree Europe Equity Income. Both are passively managed. Over the past 5 years, EXSI.DE returned 10.60%/yr vs 12.46%/yr for WTEE.DE. A 0.73 correlation means they provide meaningful diversification when combined. EXSI.DE charges 0.20%/yr vs 0.29%/yr for WTEE.DE.
Performance
EXSI.DE vs. WTEE.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EXSI.DE achieves a 8.62% return, which is significantly lower than WTEE.DE's 13.70% return.
EXSI.DE
- 1D
- 0.58%
- 1M
- 1.93%
- YTD
- 8.62%
- 6M
- 10.56%
- 1Y
- 17.50%
- 3Y*
- 16.11%
- 5Y*
- 10.60%
- 10Y*
- 10.25%
WTEE.DE
- 1D
- -0.26%
- 1M
- 0.42%
- YTD
- 13.70%
- 6M
- 16.59%
- 1Y
- 26.04%
- 3Y*
- 17.15%
- 5Y*
- 12.46%
- 10Y*
- —
EXSI.DE vs. WTEE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EXSI.DE iShares EURO STOXX UCITS ETF (DE) | 8.62% | 25.17% | 9.26% | 18.57% | -11.66% | 22.41% | 11.16% |
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 EXSI.DE and WTEE.DE is 0.70, 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 | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Aug 19, 2020 | 0.73 |
The correlation between EXSI.DE and WTEE.DE has been stable across timeframes, ranging from 0.70 to 0.75 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EXSI.DE vs. WTEE.DE — Risk / Return Rank
EXSI.DE
WTEE.DE
EXSI.DE vs. WTEE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EURO STOXX UCITS ETF (DE) (EXSI.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.
| EXSI.DE | WTEE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.13 | ||
| Sortino ratioReturn per unit of downside risk | -1.32 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.43 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.70 | 3.80 | -2.10 |
| Martin ratioReturn relative to average drawdown | 6.24 | 14.72 | -8.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| EXSI.DE | WTEE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.23 | 2.35 | -1.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.93 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 1.08 | -0.70 |
Drawdowns
EXSI.DE vs. WTEE.DE - Drawdown Comparison
The maximum EXSI.DE drawdown since its inception was -59.71%, 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 EXSI.DE and WTEE.DE.
Loading charts...
Drawdown Indicators
| EXSI.DE | WTEE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.71% | -16.45% | -43.26% |
Max Drawdown (1Y)Largest decline over 1 year | -10.46% | -6.78% | -3.68% |
Max Drawdown (3Y)Largest decline over 3 years | -15.18% | -14.12% | -1.06% |
Max Drawdown (5Y)Largest decline over 5 years | -24.32% | -16.45% | -7.87% |
Max Drawdown (10Y)Largest decline over 10 years | -38.17% | — | — |
Current DrawdownCurrent decline from peak | -0.45% | -1.96% | +1.51% |
Average DrawdownAverage peak-to-trough decline | -14.00% | -2.65% | -11.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.86% | 1.75% | +1.11% |
Volatility
EXSI.DE vs. WTEE.DE - Volatility Comparison
iShares EURO STOXX UCITS ETF (DE) (EXSI.DE) has a higher volatility of 4.42% compared to WisdomTree Europe Equity Income UCITS ETF (WTEE.DE) at 3.73%. This indicates that EXSI.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.
Loading charts...
Volatility by Period
| EXSI.DE | WTEE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.42% | 3.73% | +0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 11.86% | 8.73% | +3.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.50% | 10.94% | +3.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.13% | 14.50% | +1.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.20% | 14.99% | +2.21% |
EXSI.DE vs. WTEE.DE - Expense Ratio Comparison
EXSI.DE has a 0.20% expense ratio, which is lower than WTEE.DE's 0.29% expense ratio.
Dividends
EXSI.DE vs. WTEE.DE - Dividend Comparison
EXSI.DE's dividend yield for the trailing twelve months is around 2.27%, less than WTEE.DE's 4.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXSI.DE iShares EURO STOXX UCITS ETF (DE) | 2.27% | 2.45% | 2.76% | 2.67% | 2.63% | 2.12% | 1.61% | 2.67% | 2.88% | 3.90% | 3.18% | 2.86% |
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
EXSI.DE and WTEE.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXSI.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXSI.DE is cheaper with a 0.20% expense ratio, compared with 0.29% for WTEE.DE.
EXSI.DE tracks EURO STOXX®, while WTEE.DE tracks WisdomTree Europe Equity Income. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.20% for EXSI.DE and 0.29% for WTEE.DE.
Find the right allocation for EXSI.DE and WTEE.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer