EXW3.DE vs. WTEE.DE
EXW3.DE (iShares STOXX Europe 50 UCITS ETF (DE)) and WTEE.DE (WisdomTree Europe Equity Income UCITS ETF) are both Europe Equities funds - EXW3.DE tracks the STOXX® Europe 50 while WTEE.DE tracks the WisdomTree Europe Equity Income. Both are passively managed. Over the past 5 years, EXW3.DE returned 11.77%/yr vs 12.46%/yr for WTEE.DE. A 0.69 correlation means they provide meaningful diversification when combined. EXW3.DE charges 0.52%/yr vs 0.29%/yr for WTEE.DE.
Performance
EXW3.DE vs. WTEE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXW3.DE achieves a 10.62% return, which is significantly lower than WTEE.DE's 13.70% return.
EXW3.DE
- 1D
- 0.65%
- 1M
- 4.48%
- YTD
- 10.62%
- 6M
- 13.23%
- 1Y
- 20.00%
- 3Y*
- 13.15%
- 5Y*
- 11.77%
- 10Y*
- 9.47%
WTEE.DE
- 1D
- -0.26%
- 1M
- 0.42%
- YTD
- 13.70%
- 6M
- 16.59%
- 1Y
- 26.04%
- 3Y*
- 17.15%
- 5Y*
- 12.46%
- 10Y*
- —
EXW3.DE vs. WTEE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EXW3.DE iShares STOXX Europe 50 UCITS ETF (DE) | 10.62% | 18.18% | 7.31% | 14.20% | -1.53% | 25.70% | 5.35% |
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 EXW3.DE and WTEE.DE is 0.64, 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 | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Aug 19, 2020 | 0.69 |
The correlation between EXW3.DE and WTEE.DE has been stable across timeframes, ranging from 0.64 to 0.69 - a consistent structural relationship.
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Return for Risk
EXW3.DE vs. WTEE.DE — Risk / Return Rank
EXW3.DE
WTEE.DE
EXW3.DE vs. WTEE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 50 UCITS ETF (DE) (EXW3.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.
| EXW3.DE | WTEE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.92 | ||
| Sortino ratioReturn per unit of downside risk | -1.04 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.43 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.09 | 3.80 | -1.70 |
| Martin ratioReturn relative to average drawdown | 7.39 | 14.72 | -7.33 |
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
| EXW3.DE | WTEE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.43 | 2.35 | -0.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.93 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 1.08 | -0.89 |
Drawdowns
EXW3.DE vs. WTEE.DE - Drawdown Comparison
The maximum EXW3.DE drawdown since its inception was -57.98%, 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 EXW3.DE and WTEE.DE.
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Drawdown Indicators
| EXW3.DE | WTEE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.98% | -16.45% | -41.53% |
Max Drawdown (1Y)Largest decline over 1 year | -9.51% | -6.78% | -2.73% |
Max Drawdown (3Y)Largest decline over 3 years | -17.30% | -14.12% | -3.18% |
Max Drawdown (5Y)Largest decline over 5 years | -17.30% | -16.45% | -0.85% |
Max Drawdown (10Y)Largest decline over 10 years | -32.27% | — | — |
Current DrawdownCurrent decline from peak | -1.20% | -1.96% | +0.76% |
Average DrawdownAverage peak-to-trough decline | -17.07% | -2.65% | -14.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 1.75% | +0.95% |
Volatility
EXW3.DE vs. WTEE.DE - Volatility Comparison
iShares STOXX Europe 50 UCITS ETF (DE) (EXW3.DE) has a higher volatility of 4.77% compared to WisdomTree Europe Equity Income UCITS ETF (WTEE.DE) at 3.73%. This indicates that EXW3.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
| EXW3.DE | WTEE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.77% | 3.73% | +1.04% |
Volatility (6M)Calculated over the trailing 6-month period | 11.59% | 8.73% | +2.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.90% | 10.94% | +2.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.17% | 14.50% | -0.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.44% | 14.99% | +0.45% |
EXW3.DE vs. WTEE.DE - Expense Ratio Comparison
EXW3.DE has a 0.52% expense ratio, which is higher than WTEE.DE's 0.29% expense ratio.
Dividends
EXW3.DE vs. WTEE.DE - Dividend Comparison
EXW3.DE's dividend yield for the trailing twelve months is around 2.12%, less than WTEE.DE's 4.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXW3.DE iShares STOXX Europe 50 UCITS ETF (DE) | 2.12% | 2.22% | 2.44% | 2.10% | 2.52% | 2.05% | 2.16% | 2.79% | 2.96% | 5.17% | 4.31% | 3.43% |
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
EXW3.DE and WTEE.DE have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WTEE.DE is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WTEE.DE is cheaper with a 0.29% expense ratio, compared with 0.52% for EXW3.DE.
EXW3.DE tracks STOXX® Europe 50, while WTEE.DE tracks WisdomTree Europe Equity Income. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.52% for EXW3.DE and 0.29% for WTEE.DE.
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