EXXV.DE vs. WTEE.DE
EXXV.DE (iShares Dow Jones Eurozone Sustainability Screened UCITS ETF (DE)) and WTEE.DE (WisdomTree Europe Equity Income UCITS ETF) are both Europe Equities funds - EXXV.DE tracks the Dow Jones Sustainability Eurozone ex Alcohol, Tobacco, Gambling and others while WTEE.DE tracks the WisdomTree Europe Equity Income. Both are passively managed. Over the past 5 years, EXXV.DE returned 11.39%/yr vs 12.46%/yr for WTEE.DE. A 0.70 correlation means they provide meaningful diversification when combined. EXXV.DE charges 0.43%/yr vs 0.29%/yr for WTEE.DE.
Performance
EXXV.DE vs. WTEE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXXV.DE achieves a 6.78% return, which is significantly lower than WTEE.DE's 13.70% return.
EXXV.DE
- 1D
- 0.22%
- 1M
- 1.71%
- YTD
- 6.78%
- 6M
- 8.73%
- 1Y
- 16.86%
- 3Y*
- 17.68%
- 5Y*
- 11.39%
- 10Y*
- 10.77%
WTEE.DE
- 1D
- -0.26%
- 1M
- 0.42%
- YTD
- 13.70%
- 6M
- 16.59%
- 1Y
- 26.04%
- 3Y*
- 17.15%
- 5Y*
- 12.46%
- 10Y*
- —
EXXV.DE vs. WTEE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EXXV.DE iShares Dow Jones Eurozone Sustainability Screened UCITS ETF (DE) | 6.78% | 26.53% | 11.43% | 23.88% | -13.61% | 24.15% | 8.63% |
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 EXXV.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 | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Aug 19, 2020 | 0.70 |
The correlation between EXXV.DE and WTEE.DE has been stable across timeframes, ranging from 0.70 to 0.72 - a consistent structural relationship.
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Return for Risk
EXXV.DE vs. WTEE.DE — Risk / Return Rank
EXXV.DE
WTEE.DE
EXXV.DE vs. WTEE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones Eurozone Sustainability Screened UCITS ETF (DE) (EXXV.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.
| EXXV.DE | WTEE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.24 | ||
| Sortino ratioReturn per unit of downside risk | -1.47 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.43 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.57 | 3.80 | -2.23 |
| Martin ratioReturn relative to average drawdown | 5.56 | 14.72 | -9.16 |
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
| EXXV.DE | WTEE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 2.35 | -1.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.93 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 1.08 | -0.77 |
Drawdowns
EXXV.DE vs. WTEE.DE - Drawdown Comparison
The maximum EXXV.DE drawdown since its inception was -59.63%, 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 EXXV.DE and WTEE.DE.
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Drawdown Indicators
| EXXV.DE | WTEE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.63% | -16.45% | -43.18% |
Max Drawdown (1Y)Largest decline over 1 year | -11.09% | -6.78% | -4.31% |
Max Drawdown (3Y)Largest decline over 3 years | -16.06% | -14.12% | -1.94% |
Max Drawdown (5Y)Largest decline over 5 years | -28.82% | -16.45% | -12.37% |
Max Drawdown (10Y)Largest decline over 10 years | -38.00% | — | — |
Current DrawdownCurrent decline from peak | -0.86% | -1.96% | +1.10% |
Average DrawdownAverage peak-to-trough decline | -14.86% | -2.65% | -12.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 1.75% | +1.38% |
Volatility
EXXV.DE vs. WTEE.DE - Volatility Comparison
iShares Dow Jones Eurozone Sustainability Screened UCITS ETF (DE) (EXXV.DE) has a higher volatility of 5.15% compared to WisdomTree Europe Equity Income UCITS ETF (WTEE.DE) at 3.73%. This indicates that EXXV.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
| EXXV.DE | WTEE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.15% | 3.73% | +1.42% |
Volatility (6M)Calculated over the trailing 6-month period | 12.65% | 8.73% | +3.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.71% | 10.94% | +4.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.70% | 14.50% | +3.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.08% | 14.99% | +3.09% |
EXXV.DE vs. WTEE.DE - Expense Ratio Comparison
EXXV.DE has a 0.43% expense ratio, which is higher than WTEE.DE's 0.29% expense ratio.
Dividends
EXXV.DE vs. WTEE.DE - Dividend Comparison
EXXV.DE's dividend yield for the trailing twelve months is around 2.19%, less than WTEE.DE's 4.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXXV.DE iShares Dow Jones Eurozone Sustainability Screened UCITS ETF (DE) | 2.19% | 2.16% | 2.62% | 2.43% | 2.65% | 1.91% | 1.83% | 2.96% | 3.06% | 4.06% | 3.71% | 3.16% |
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
EXXV.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, 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 0.43% for EXXV.DE.
EXXV.DE tracks Dow Jones Sustainability Eurozone ex Alcohol, Tobacco, Gambling and others, while WTEE.DE tracks WisdomTree Europe Equity Income. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.43% for EXXV.DE and 0.29% for WTEE.DE.
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