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IQQD.DE vs. WTES.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IQQD.DE vs. WTES.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares UK Dividend UCITS ETF GBP Distributing (IQQD.DE) and WisdomTree Europe SmallCap Dividend UCITS ETF (WTES.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IQQD.DE achieves a 16.37% return, which is significantly higher than WTES.DE's 7.11% return. Over the past 10 years, IQQD.DE has underperformed WTES.DE with an annualized return of 7.16%, while WTES.DE has yielded a comparatively higher 7.75% annualized return.


IQQD.DE

1D
0.50%
1M
5.65%
6M
12.35%
YTD
16.37%
1Y
31.00%
3Y*
22.79%
5Y*
13.40%
10Y*
7.16%

WTES.DE

1D
-1.30%
1M
0.03%
6M
3.90%
YTD
7.11%
1Y
10.66%
3Y*
12.04%
5Y*
5.73%
10Y*
7.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IQQD.DE vs. WTES.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IQQD.DE
iShares UK Dividend UCITS ETF GBP Distributing
16.37%26.39%16.75%8.08%-7.53%30.74%-21.22%27.14%-15.15%1.82%
WTES.DE
WisdomTree Europe SmallCap Dividend UCITS ETF
7.11%17.37%5.33%10.89%-15.66%27.92%-4.86%31.22%-18.52%16.96%

Correlation

The correlation between IQQD.DE and WTES.DE is 0.60, 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

0.60

Correlation (3Y)
Calculated over the trailing 3-year period

0.67

Correlation (5Y)
Calculated over the trailing 5-year period

0.72

Correlation (10Y)
Calculated over the trailing 10-year period

0.68

Correlation (All Time)
Calculated using the full available price history since Feb 26, 2015

0.71

The correlation between IQQD.DE and WTES.DE shifts across timeframes, from 0.60 (1 year) to 0.72 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

IQQD.DE vs. WTES.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IQQD.DE
IQQD.DE Risk / Return Rank: 8888
Overall Rank
IQQD.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
IQQD.DE Sortino Ratio Rank: 8989
Sortino Ratio Rank
IQQD.DE Omega Ratio Rank: 9191
Omega Ratio Rank
IQQD.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
IQQD.DE Martin Ratio Rank: 8383
Martin Ratio Rank

WTES.DE
WTES.DE Risk / Return Rank: 3232
Overall Rank
WTES.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
WTES.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
WTES.DE Omega Ratio Rank: 3030
Omega Ratio Rank
WTES.DE Calmar Ratio Rank: 3333
Calmar Ratio Rank
WTES.DE Martin Ratio Rank: 3535
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IQQD.DE vs. WTES.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares UK Dividend UCITS ETF GBP Distributing (IQQD.DE) and WisdomTree Europe SmallCap Dividend UCITS ETF (WTES.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IQQD.DEWTES.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.60

Sortino ratioReturn per unit of downside risk

+2.01

Omega ratioGain probability vs. loss probability

1.46

1.16

+0.30

Calmar ratioReturn relative to maximum drawdown

3.41

1.27

+2.14

Martin ratioReturn relative to average drawdown

12.07

4.00

+8.07

IQQD.DE vs. WTES.DE - Sharpe Ratio Comparison

The current IQQD.DE Sharpe Ratio is 2.45, which is higher than the WTES.DE Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of IQQD.DE and WTES.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IQQD.DE vs. WTES.DE - Drawdown Comparison

The maximum IQQD.DE drawdown since its inception was -71.98%, which is greater than WTES.DE's maximum drawdown of -44.21%. Use the drawdown chart below to compare losses from any high point for IQQD.DE and WTES.DE.


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Drawdown Indicators


IQQD.DEWTES.DEDifference

Max Drawdown

Largest peak-to-trough decline

-71.98%

-44.21%

-27.77%

Max Drawdown (1Y)

Largest decline over 1 year

-9.04%

-8.34%

-0.70%

Max Drawdown (3Y)

Largest decline over 3 years

-14.05%

-13.40%

-0.65%

Max Drawdown (5Y)

Largest decline over 5 years

-23.55%

-26.53%

+2.98%

Max Drawdown (10Y)

Largest decline over 10 years

-49.91%

-44.21%

-5.70%

Current Drawdown

Current decline from peak

0.00%

-1.47%

+1.47%

Average Drawdown

Average peak-to-trough decline

-24.34%

-7.47%

-16.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

2.66%

-0.10%

Volatility

IQQD.DE vs. WTES.DE - Volatility Comparison

iShares UK Dividend UCITS ETF GBP Distributing (IQQD.DE) and WisdomTree Europe SmallCap Dividend UCITS ETF (WTES.DE) have volatilities of 3.06% and 3.00%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IQQD.DEWTES.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.06%

3.00%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

10.45%

10.06%

+0.39%

Volatility (1Y)

Calculated over the trailing 1-year period

12.61%

12.45%

+0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.14%

15.71%

-0.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.64%

16.15%

+2.49%

IQQD.DE vs. WTES.DE - Expense Ratio Comparison

IQQD.DE has a 0.40% expense ratio, which is higher than WTES.DE's 0.38% expense ratio.


Dividends

IQQD.DE vs. WTES.DE - Dividend Comparison

IQQD.DE's dividend yield for the trailing twelve months is around 4.54%, more than WTES.DE's 3.84% yield.


PositionTTM20252024202320222021202020192018201720162015
IQQD.DE
iShares UK Dividend UCITS ETF GBP Distributing
4.54%4.93%5.74%5.40%6.59%5.55%4.02%5.50%7.02%5.30%5.09%5.76%
WTES.DE
WisdomTree Europe SmallCap Dividend UCITS ETF
3.84%4.67%4.81%4.47%4.24%2.04%1.78%3.33%3.67%2.58%0.40%2.47%

Frequently Asked Questions


IQQD.DE and WTES.DE have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WTES.DE is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WTES.DE is cheaper with a 0.38% expense ratio, compared with 0.40% for IQQD.DE.

IQQD.DE tracks FTSE UK Dividend+ Index, while WTES.DE tracks WisdomTree Europe SmallCap Dividend UCITS Index Euro. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.40% for IQQD.DE and 0.38% for WTES.DE.

Portfolio Optimizer

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