IQQS.DE vs. WTEE.DE
IQQS.DE (iShares EURO STOXX Small UCITS ETF) and WTEE.DE (WisdomTree Europe Equity Income UCITS ETF) are both Europe Equities funds - IQQS.DE tracks the EURO STOXX® Small while WTEE.DE tracks the WisdomTree Europe Equity Income. Both are passively managed. Over the past 5 years, IQQS.DE returned 5.19%/yr vs 12.46%/yr for WTEE.DE. A 0.71 correlation means they provide meaningful diversification when combined. IQQS.DE charges 0.40%/yr vs 0.29%/yr for WTEE.DE.
Performance
IQQS.DE vs. WTEE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IQQS.DE achieves a 9.12% return, which is significantly lower than WTEE.DE's 13.70% return.
IQQS.DE
- 1D
- -0.02%
- 1M
- 1.19%
- YTD
- 9.12%
- 6M
- 11.76%
- 1Y
- 17.97%
- 3Y*
- 10.82%
- 5Y*
- 5.19%
- 10Y*
- 8.69%
WTEE.DE
- 1D
- -0.26%
- 1M
- 0.42%
- YTD
- 13.70%
- 6M
- 16.59%
- 1Y
- 26.04%
- 3Y*
- 17.15%
- 5Y*
- 12.46%
- 10Y*
- —
IQQS.DE vs. WTEE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IQQS.DE iShares EURO STOXX Small UCITS ETF | 9.12% | 22.43% | -3.77% | 13.62% | -15.17% | 20.98% | 14.45% |
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 IQQS.DE and WTEE.DE is 0.66, 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 | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Aug 19, 2020 | 0.71 |
The correlation between IQQS.DE and WTEE.DE has been stable across timeframes, ranging from 0.66 to 0.74 - a consistent structural relationship.
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Return for Risk
IQQS.DE vs. WTEE.DE — Risk / Return Rank
IQQS.DE
WTEE.DE
IQQS.DE vs. WTEE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EURO STOXX Small UCITS ETF (IQQS.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.
| IQQS.DE | WTEE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.04 | ||
| Sortino ratioReturn per unit of downside risk | -1.24 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.43 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.54 | 3.80 | -2.25 |
| Martin ratioReturn relative to average drawdown | 5.98 | 14.72 | -8.74 |
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
| IQQS.DE | WTEE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.31 | 2.35 | -1.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.93 | -0.62 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 1.08 | -0.76 |
Drawdowns
IQQS.DE vs. WTEE.DE - Drawdown Comparison
The maximum IQQS.DE drawdown since its inception was -64.56%, 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 IQQS.DE and WTEE.DE.
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Drawdown Indicators
| IQQS.DE | WTEE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.56% | -16.45% | -48.11% |
Max Drawdown (1Y)Largest decline over 1 year | -11.79% | -6.78% | -5.01% |
Max Drawdown (3Y)Largest decline over 3 years | -16.08% | -14.12% | -1.96% |
Max Drawdown (5Y)Largest decline over 5 years | -28.17% | -16.45% | -11.72% |
Max Drawdown (10Y)Largest decline over 10 years | -35.03% | — | — |
Current DrawdownCurrent decline from peak | -1.05% | -1.96% | +0.91% |
Average DrawdownAverage peak-to-trough decline | -15.82% | -2.65% | -13.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 1.75% | +1.29% |
Volatility
IQQS.DE vs. WTEE.DE - Volatility Comparison
iShares EURO STOXX Small UCITS ETF (IQQS.DE) and WisdomTree Europe Equity Income UCITS ETF (WTEE.DE) have volatilities of 3.61% and 3.73%, 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
| IQQS.DE | WTEE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.61% | 3.73% | -0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 11.64% | 8.73% | +2.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.89% | 10.94% | +2.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.30% | 14.50% | +1.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.40% | 14.99% | +1.41% |
IQQS.DE vs. WTEE.DE - Expense Ratio Comparison
IQQS.DE has a 0.40% expense ratio, which is higher than WTEE.DE's 0.29% expense ratio.
Dividends
IQQS.DE vs. WTEE.DE - Dividend Comparison
IQQS.DE's dividend yield for the trailing twelve months is around 2.40%, less than WTEE.DE's 4.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IQQS.DE iShares EURO STOXX Small UCITS ETF | 2.40% | 2.99% | 2.67% | 2.23% | 2.24% | 1.48% | 1.19% | 2.00% | 2.50% | 1.81% | 2.08% | 2.11% |
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
IQQS.DE and WTEE.DE have a correlation of 0.66, 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 0.40% for IQQS.DE.
IQQS.DE tracks EURO STOXX® Small, while WTEE.DE tracks WisdomTree Europe Equity Income. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.40% for IQQS.DE and 0.29% for WTEE.DE.
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