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IUSS.DE vs. WTD8.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUSS.DE vs. WTD8.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Saudi Arabia Capped UCITS ETF USD (Acc) (IUSS.DE) and WisdomTree Emerging Markets Equity Income UCITS ETF Acc (WTD8.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, IUSS.DE achieves a 8.25% return, which is significantly lower than WTD8.DE's 21.29% return.


IUSS.DE

1D
0.18%
1M
0.00%
6M
6.99%
YTD
8.25%
1Y
3.96%
3Y*
-1.24%
5Y*
2.54%
10Y*

WTD8.DE

1D
0.83%
1M
0.74%
6M
19.91%
YTD
21.29%
1Y
25.66%
3Y*
16.13%
5Y*
11.10%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSS.DE vs. WTD8.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IUSS.DE
iShares MSCI Saudi Arabia Capped UCITS ETF USD (Acc)
8.25%-16.14%5.57%5.70%0.37%47.28%-7.77%-20.20%
WTD8.DE
WisdomTree Emerging Markets Equity Income UCITS ETF Acc
21.29%7.57%11.55%17.18%-7.38%23.16%-15.38%7.74%

Correlation

The correlation between IUSS.DE and WTD8.DE is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.25

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

0.32

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

0.33

Correlation (All Time)
Calculated using the full available price history since Apr 10, 2019

0.39

The correlation between IUSS.DE and WTD8.DE shifts across timeframes, from 0.25 (1 year) to 0.39 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IUSS.DE vs. WTD8.DE — Risk / Return Rank

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

IUSS.DE
IUSS.DE Risk / Return Rank: 1212
Overall Rank
IUSS.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
IUSS.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
IUSS.DE Omega Ratio Rank: 1212
Omega Ratio Rank
IUSS.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
IUSS.DE Martin Ratio Rank: 1313
Martin Ratio Rank

WTD8.DE
WTD8.DE Risk / Return Rank: 8383
Overall Rank
WTD8.DE Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
WTD8.DE Sortino Ratio Rank: 8484
Sortino Ratio Rank
WTD8.DE Omega Ratio Rank: 7676
Omega Ratio Rank
WTD8.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
WTD8.DE Martin Ratio Rank: 8484
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.

IUSS.DE vs. WTD8.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Saudi Arabia Capped UCITS ETF USD (Acc) (IUSS.DE) and WisdomTree Emerging Markets Equity Income UCITS ETF Acc (WTD8.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.


IUSS.DEWTD8.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.85

Sortino ratioReturn per unit of downside risk

-2.57

Omega ratioGain probability vs. loss probability

1.06

1.37

-0.31

Calmar ratioReturn relative to maximum drawdown

0.33

4.15

-3.82

Martin ratioReturn relative to average drawdown

0.86

13.75

-12.89

IUSS.DE vs. WTD8.DE - Sharpe Ratio Comparison

The current IUSS.DE Sharpe Ratio is 0.26, which is lower than the WTD8.DE Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of IUSS.DE and WTD8.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

IUSS.DE vs. WTD8.DE - Drawdown Comparison

The maximum IUSS.DE drawdown since its inception was -46.04%, which is greater than WTD8.DE's maximum drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for IUSS.DE and WTD8.DE.


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Drawdown Indicators


IUSS.DEWTD8.DEDifference

Max Drawdown

Largest peak-to-trough decline

-46.04%

-34.97%

-11.07%

Max Drawdown (1Y)

Largest decline over 1 year

-11.91%

-6.15%

-5.76%

Max Drawdown (3Y)

Largest decline over 3 years

-21.60%

-16.81%

-4.79%

Max Drawdown (5Y)

Largest decline over 5 years

-31.28%

-17.11%

-14.17%

Current Drawdown

Current decline from peak

-24.42%

-1.97%

-22.45%

Average Drawdown

Average peak-to-trough decline

-19.69%

-6.59%

-13.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.58%

1.86%

+2.72%

Volatility

IUSS.DE vs. WTD8.DE - Volatility Comparison

The current volatility for iShares MSCI Saudi Arabia Capped UCITS ETF USD (Acc) (IUSS.DE) is 3.54%, while WisdomTree Emerging Markets Equity Income UCITS ETF Acc (WTD8.DE) has a volatility of 4.22%. This indicates that IUSS.DE experiences smaller price fluctuations and is considered to be less risky than WTD8.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IUSS.DEWTD8.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.54%

4.22%

-0.68%

Volatility (6M)

Calculated over the trailing 6-month period

11.32%

9.84%

+1.48%

Volatility (1Y)

Calculated over the trailing 1-year period

15.55%

12.11%

+3.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.08%

13.62%

+2.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.65%

21.93%

-2.28%

IUSS.DE vs. WTD8.DE - Expense Ratio Comparison

IUSS.DE has a 0.60% expense ratio, which is higher than WTD8.DE's 0.46% expense ratio.


Dividends

IUSS.DE vs. WTD8.DE - Dividend Comparison

Neither IUSS.DE nor WTD8.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IUSS.DE and WTD8.DE have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WTD8.DE is cheaper at 0.46% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WTD8.DE is cheaper with a 0.46% expense ratio, compared with 0.60% for IUSS.DE.

IUSS.DE tracks MSCI Saudi Arabia 20/35 Index, while WTD8.DE tracks WisdomTree Emerging Markets Equity Income. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.60% for IUSS.DE and 0.46% for WTD8.DE.

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