IBC0.DE vs. WTD7.DE
IBC0.DE (iShares Edge MSCI Europe Multifactor UCITS ETF) and WTD7.DE (WisdomTree Europe SmallCap Dividend UCITS ETF Acc) are both Europe Equities funds - IBC0.DE tracks the MSCI Europe Diversified Multiple-Factor while WTD7.DE tracks the WisdomTree Europe SmallCap Dividend. Both are passively managed. Over the past 5 years, IBC0.DE returned 10.54%/yr vs 5.48%/yr for WTD7.DE. A 0.59 correlation means they provide meaningful diversification when combined. IBC0.DE charges 0.45%/yr vs 0.38%/yr for WTD7.DE.
Performance
IBC0.DE vs. WTD7.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IBC0.DE achieves a 9.99% return, which is significantly higher than WTD7.DE's 6.85% return.
IBC0.DE
- 1D
- 0.63%
- 1M
- 0.47%
- YTD
- 9.99%
- 6M
- 13.20%
- 1Y
- 19.89%
- 3Y*
- 18.33%
- 5Y*
- 10.54%
- 10Y*
- 9.77%
WTD7.DE
- 1D
- 0.77%
- 1M
- 0.61%
- YTD
- 6.85%
- 6M
- 9.31%
- 1Y
- 11.30%
- 3Y*
- 11.54%
- 5Y*
- 5.48%
- 10Y*
- —
IBC0.DE vs. WTD7.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IBC0.DE iShares Edge MSCI Europe Multifactor UCITS ETF | 9.99% | 21.49% | 14.29% | 19.19% | -15.94% | 26.76% | -0.55% | 26.28% | -11.58% | 12.21% |
WTD7.DE WisdomTree Europe SmallCap Dividend UCITS ETF Acc | 6.85% | 17.19% | 5.65% | 10.32% | -15.50% | 27.86% | -4.84% | 31.36% | -18.57% | 16.84% |
Correlation
The correlation between IBC0.DE and WTD7.DE is 0.71, 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 | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Nov 14, 2016 | 0.59 |
The correlation between IBC0.DE and WTD7.DE shifts across timeframes, from 0.59 (all time) to 0.78 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
IBC0.DE vs. WTD7.DE — Risk / Return Rank
IBC0.DE
WTD7.DE
IBC0.DE vs. WTD7.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Multifactor UCITS ETF (IBC0.DE) and WisdomTree Europe SmallCap Dividend UCITS ETF Acc (WTD7.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.
| IBC0.DE | WTD7.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.66 | ||
| Sortino ratioReturn per unit of downside risk | +0.96 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.17 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.56 | 1.35 | +1.21 |
| Martin ratioReturn relative to average drawdown | 9.54 | 4.48 | +5.06 |
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
| IBC0.DE | WTD7.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.59 | 0.94 | +0.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.34 | +0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.40 | +0.18 |
Drawdowns
IBC0.DE vs. WTD7.DE - Drawdown Comparison
The maximum IBC0.DE drawdown since its inception was -37.22%, smaller than the maximum WTD7.DE drawdown of -43.81%. Use the drawdown chart below to compare losses from any high point for IBC0.DE and WTD7.DE.
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Drawdown Indicators
| IBC0.DE | WTD7.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.22% | -43.81% | +6.59% |
Max Drawdown (1Y)Largest decline over 1 year | -7.87% | -8.60% | +0.73% |
Max Drawdown (3Y)Largest decline over 3 years | -15.28% | -13.97% | -1.31% |
Max Drawdown (5Y)Largest decline over 5 years | -24.64% | -26.58% | +1.94% |
Max Drawdown (10Y)Largest decline over 10 years | -37.22% | — | — |
Current DrawdownCurrent decline from peak | -1.53% | -1.81% | +0.28% |
Average DrawdownAverage peak-to-trough decline | -5.79% | -7.60% | +1.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.12% | 2.60% | -0.48% |
Volatility
IBC0.DE vs. WTD7.DE - Volatility Comparison
iShares Edge MSCI Europe Multifactor UCITS ETF (IBC0.DE) has a higher volatility of 4.25% compared to WisdomTree Europe SmallCap Dividend UCITS ETF Acc (WTD7.DE) at 3.55%. This indicates that IBC0.DE's price experiences larger fluctuations and is considered to be riskier than WTD7.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IBC0.DE | WTD7.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.25% | 3.55% | +0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 10.49% | 9.91% | +0.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.68% | 12.40% | +0.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.81% | 15.71% | -0.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.32% | 18.81% | -2.49% |
IBC0.DE vs. WTD7.DE - Expense Ratio Comparison
IBC0.DE has a 0.45% expense ratio, which is higher than WTD7.DE's 0.38% expense ratio.
Dividends
IBC0.DE vs. WTD7.DE - Dividend Comparison
Neither IBC0.DE nor WTD7.DE has paid dividends to shareholders.
Frequently Asked Questions
IBC0.DE and WTD7.DE have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WTD7.DE is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WTD7.DE is cheaper with a 0.38% expense ratio, compared with 0.45% for IBC0.DE.
IBC0.DE tracks MSCI Europe Diversified Multiple-Factor, while WTD7.DE tracks WisdomTree Europe SmallCap Dividend. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.45% for IBC0.DE and 0.38% for WTD7.DE.
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