IBC0.DE vs. WTEE.DE
IBC0.DE (iShares Edge MSCI Europe Multifactor UCITS ETF) and WTEE.DE (WisdomTree Europe Equity Income UCITS ETF) are both Europe Equities funds - IBC0.DE tracks the MSCI Europe Diversified Multiple-Factor while WTEE.DE tracks the WisdomTree Europe Equity Income. Both are passively managed. Over the past 5 years, IBC0.DE returned 10.54%/yr vs 12.46%/yr for WTEE.DE. A 0.70 correlation means they provide meaningful diversification when combined. IBC0.DE charges 0.45%/yr vs 0.29%/yr for WTEE.DE.
Performance
IBC0.DE vs. WTEE.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 lower than WTEE.DE's 13.70% 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%
WTEE.DE
- 1D
- -0.26%
- 1M
- 0.42%
- YTD
- 13.70%
- 6M
- 16.59%
- 1Y
- 26.04%
- 3Y*
- 17.15%
- 5Y*
- 12.46%
- 10Y*
- —
IBC0.DE vs. WTEE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IBC0.DE iShares Edge MSCI Europe Multifactor UCITS ETF | 9.99% | 21.49% | 14.29% | 19.19% | -15.94% | 26.76% | 9.79% |
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 IBC0.DE and WTEE.DE is 0.72, 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 | 0.72 |
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 IBC0.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
IBC0.DE vs. WTEE.DE — Risk / Return Rank
IBC0.DE
WTEE.DE
IBC0.DE vs. WTEE.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 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.
| IBC0.DE | WTEE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.76 | ||
| Sortino ratioReturn per unit of downside risk | -0.84 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.43 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.56 | 3.80 | -1.23 |
| Martin ratioReturn relative to average drawdown | 9.54 | 14.72 | -5.18 |
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 | WTEE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.59 | 2.35 | -0.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.93 | -0.23 |
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 | 1.08 | -0.50 |
Drawdowns
IBC0.DE vs. WTEE.DE - Drawdown Comparison
The maximum IBC0.DE drawdown since its inception was -37.22%, 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 IBC0.DE and WTEE.DE.
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Drawdown Indicators
| IBC0.DE | WTEE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.22% | -16.45% | -20.77% |
Max Drawdown (1Y)Largest decline over 1 year | -7.87% | -6.78% | -1.09% |
Max Drawdown (3Y)Largest decline over 3 years | -15.28% | -14.12% | -1.16% |
Max Drawdown (5Y)Largest decline over 5 years | -24.64% | -16.45% | -8.19% |
Max Drawdown (10Y)Largest decline over 10 years | -37.22% | — | — |
Current DrawdownCurrent decline from peak | -1.53% | -1.96% | +0.43% |
Average DrawdownAverage peak-to-trough decline | -5.79% | -2.65% | -3.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.12% | 1.75% | +0.37% |
Volatility
IBC0.DE vs. WTEE.DE - Volatility Comparison
iShares Edge MSCI Europe Multifactor UCITS ETF (IBC0.DE) has a higher volatility of 4.25% compared to WisdomTree Europe Equity Income UCITS ETF (WTEE.DE) at 3.73%. This indicates that IBC0.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
| IBC0.DE | WTEE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.25% | 3.73% | +0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 10.49% | 8.73% | +1.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.68% | 10.94% | +1.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.81% | 14.50% | +0.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.32% | 14.99% | +1.33% |
IBC0.DE vs. WTEE.DE - Expense Ratio Comparison
IBC0.DE has a 0.45% expense ratio, which is higher than WTEE.DE's 0.29% expense ratio.
Dividends
IBC0.DE vs. WTEE.DE - Dividend Comparison
IBC0.DE has not paid dividends to shareholders, while WTEE.DE's dividend yield for the trailing twelve months is around 4.55%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
IBC0.DE iShares Edge MSCI Europe Multifactor UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WTEE.DE WisdomTree Europe Equity Income UCITS ETF | 4.55% | 5.37% | 6.81% | 5.61% | 5.35% | 4.64% |
Frequently Asked Questions
IBC0.DE and WTEE.DE have a correlation of 0.72, 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 0.45% for IBC0.DE.
IBC0.DE tracks MSCI Europe Diversified Multiple-Factor, while WTEE.DE tracks WisdomTree Europe Equity Income. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.45% for IBC0.DE and 0.29% for WTEE.DE.
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