IUSE.L vs. WTI2.DE
IUSE.L (iShares S&P 500 EUR Hedged UCITS ETF Acc) and WTI2.DE (WisdomTree Artificial Intelligence UCITS ETF USD Acc) are both exchange-traded funds - IUSE.L is a S&P 500 fund tracking the S&P 500 EUR Hedged Index, while WTI2.DE is a Technology Equities fund tracking the Nasdaq CTA Artificial Intelligence. Both are passively managed. Over the past 5 years, IUSE.L returned 10.14%/yr vs 13.30%/yr for WTI2.DE. A 0.76 correlation means they provide meaningful diversification when combined. IUSE.L charges 0.20%/yr vs 0.40%/yr for WTI2.DE.
Performance
IUSE.L vs. WTI2.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUSE.L achieves a 7.54% return, which is significantly lower than WTI2.DE's 29.84% return.
IUSE.L
- 1D
- -1.30%
- 1M
- -0.21%
- 6M
- 6.68%
- YTD
- 7.54%
- 1Y
- 17.02%
- 3Y*
- 16.87%
- 5Y*
- 10.14%
- 10Y*
- 12.04%
WTI2.DE
- 1D
- -3.26%
- 1M
- -13.44%
- 6M
- 21.10%
- YTD
- 29.84%
- 1Y
- 48.93%
- 3Y*
- 22.37%
- 5Y*
- 13.30%
- 10Y*
- —
IUSE.L vs. WTI2.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IUSE.L iShares S&P 500 EUR Hedged UCITS ETF Acc | 7.54% | 14.95% | 23.21% | 23.05% | -21.17% | 27.85% | 14.81% | 26.33% | -8.21% |
WTI2.DE WisdomTree Artificial Intelligence UCITS ETF USD Acc | 29.84% | 9.72% | 18.67% | 52.35% | -38.83% | 26.63% | 57.60% | 32.64% | -8.80% |
Correlation
The correlation between IUSE.L and WTI2.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 | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2018 | 0.76 |
The correlation between IUSE.L and WTI2.DE has been stable across timeframes, ranging from 0.72 to 0.76 - a consistent structural relationship.
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Return for Risk
IUSE.L vs. WTI2.DE — Risk / Return Rank
IUSE.L
WTI2.DE
IUSE.L vs. WTI2.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 EUR Hedged UCITS ETF Acc (IUSE.L) and WisdomTree Artificial Intelligence UCITS ETF USD Acc (WTI2.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.
| IUSE.L | WTI2.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.21 | ||
| Sortino ratioReturn per unit of downside risk | -0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.27 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.98 | 3.20 | -1.22 |
| Martin ratioReturn relative to average drawdown | 7.93 | 9.36 | -1.43 |
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Drawdowns
IUSE.L vs. WTI2.DE - Drawdown Comparison
The maximum IUSE.L drawdown since its inception was -34.75%, smaller than the maximum WTI2.DE drawdown of -40.18%. Use the drawdown chart below to compare losses from any high point for IUSE.L and WTI2.DE.
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Drawdown Indicators
| IUSE.L | WTI2.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.75% | -40.18% | +5.43% |
Max Drawdown (1Y)Largest decline over 1 year | -8.67% | -15.08% | +6.41% |
Max Drawdown (3Y)Largest decline over 3 years | -18.33% | -35.27% | +16.94% |
Max Drawdown (5Y)Largest decline over 5 years | -26.23% | -40.18% | +13.95% |
Max Drawdown (10Y)Largest decline over 10 years | -34.75% | — | — |
Current DrawdownCurrent decline from peak | -1.97% | -14.34% | +12.37% |
Average DrawdownAverage peak-to-trough decline | -4.25% | -11.10% | +6.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.16% | 5.17% | -3.01% |
Volatility
IUSE.L vs. WTI2.DE - Volatility Comparison
The current volatility for iShares S&P 500 EUR Hedged UCITS ETF Acc (IUSE.L) is 3.05%, while WisdomTree Artificial Intelligence UCITS ETF USD Acc (WTI2.DE) has a volatility of 11.86%. This indicates that IUSE.L experiences smaller price fluctuations and is considered to be less risky than WTI2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IUSE.L | WTI2.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.05% | 11.86% | -8.81% |
Volatility (6M)Calculated over the trailing 6-month period | 9.34% | 23.23% | -13.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.08% | 29.71% | -17.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.07% | 27.11% | -11.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.29% | 27.58% | -11.29% |
IUSE.L vs. WTI2.DE - Expense Ratio Comparison
IUSE.L has a 0.20% expense ratio, which is lower than WTI2.DE's 0.40% expense ratio.
Dividends
IUSE.L vs. WTI2.DE - Dividend Comparison
Neither IUSE.L nor WTI2.DE has paid dividends to shareholders.
Frequently Asked Questions
IUSE.L and WTI2.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, IUSE.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUSE.L is cheaper with a 0.20% expense ratio, compared with 0.40% for WTI2.DE.
IUSE.L is categorized as S&P 500, while WTI2.DE is Technology Equities. IUSE.L tracks S&P 500 EUR Hedged Index, while WTI2.DE tracks Nasdaq CTA Artificial Intelligence. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.20% for IUSE.L and 0.40% for WTI2.DE.
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