IUSZ.DE vs. WTEE.DE
IUSZ.DE (iShares Core FTSE 100 UCITS ETF (Dist)) and WTEE.DE (WisdomTree Europe Equity Income UCITS ETF) are both Europe Equities funds - IUSZ.DE tracks the FTSE 100 while WTEE.DE tracks the WisdomTree Europe Equity Income. Both are passively managed. Over the past 5 years, IUSZ.DE returned 9.88%/yr vs 12.46%/yr for WTEE.DE. A 0.70 correlation means they provide meaningful diversification when combined. IUSZ.DE charges 0.07%/yr vs 0.29%/yr for WTEE.DE.
Performance
IUSZ.DE vs. WTEE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUSZ.DE achieves a 6.50% return, which is significantly lower than WTEE.DE's 13.70% return.
IUSZ.DE
- 1D
- 0.15%
- 1M
- -0.44%
- YTD
- 6.50%
- 6M
- 8.78%
- 1Y
- 14.23%
- 3Y*
- 11.63%
- 5Y*
- 9.88%
- 10Y*
- —
WTEE.DE
- 1D
- -0.26%
- 1M
- 0.42%
- YTD
- 13.70%
- 6M
- 16.59%
- 1Y
- 26.04%
- 3Y*
- 17.15%
- 5Y*
- 12.46%
- 10Y*
- —
IUSZ.DE vs. WTEE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IUSZ.DE iShares Core FTSE 100 UCITS ETF (Dist) | 6.50% | 16.47% | 9.79% | 9.07% | -1.35% | 24.82% | 9.62% |
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 IUSZ.DE and WTEE.DE is 0.69, 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 | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
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 IUSZ.DE and WTEE.DE has been stable across timeframes, ranging from 0.69 to 0.71 - a consistent structural relationship.
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Return for Risk
IUSZ.DE vs. WTEE.DE — Risk / Return Rank
IUSZ.DE
WTEE.DE
IUSZ.DE vs. WTEE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core FTSE 100 UCITS ETF (Dist) (IUSZ.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.
| IUSZ.DE | WTEE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.18 | ||
| Sortino ratioReturn per unit of downside risk | -1.49 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.43 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.74 | 3.80 | -2.06 |
| Martin ratioReturn relative to average drawdown | 5.71 | 14.72 | -9.01 |
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
| IUSZ.DE | WTEE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.17 | 2.35 | -1.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.93 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 1.08 | -0.64 |
Drawdowns
IUSZ.DE vs. WTEE.DE - Drawdown Comparison
The maximum IUSZ.DE drawdown since its inception was -40.31%, 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 IUSZ.DE and WTEE.DE.
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Drawdown Indicators
| IUSZ.DE | WTEE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.31% | -16.45% | -23.86% |
Max Drawdown (1Y)Largest decline over 1 year | -8.23% | -6.78% | -1.45% |
Max Drawdown (3Y)Largest decline over 3 years | -17.24% | -14.12% | -3.12% |
Max Drawdown (5Y)Largest decline over 5 years | -17.24% | -16.45% | -0.79% |
Current DrawdownCurrent decline from peak | -2.94% | -1.96% | -0.98% |
Average DrawdownAverage peak-to-trough decline | -5.25% | -2.65% | -2.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 1.75% | +0.76% |
Volatility
IUSZ.DE vs. WTEE.DE - Volatility Comparison
iShares Core FTSE 100 UCITS ETF (Dist) (IUSZ.DE) has a higher volatility of 4.16% compared to WisdomTree Europe Equity Income UCITS ETF (WTEE.DE) at 3.73%. This indicates that IUSZ.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
| IUSZ.DE | WTEE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.16% | 3.73% | +0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 10.14% | 8.73% | +1.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.19% | 10.94% | +1.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.07% | 14.50% | -0.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.32% | 14.99% | +1.33% |
IUSZ.DE vs. WTEE.DE - Expense Ratio Comparison
IUSZ.DE has a 0.07% expense ratio, which is lower than WTEE.DE's 0.29% expense ratio.
Dividends
IUSZ.DE vs. WTEE.DE - Dividend Comparison
IUSZ.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 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
IUSZ.DE iShares Core FTSE 100 UCITS ETF (Dist) | 0.00% | 0.00% | 0.00% | 3.09% | 3.86% | 3.68% | 3.06% | 4.32% | 4.54% | 4.01% | 0.73% |
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% |
Frequently Asked Questions
IUSZ.DE and WTEE.DE have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUSZ.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUSZ.DE is cheaper with a 0.07% expense ratio, compared with 0.29% for WTEE.DE.
IUSZ.DE tracks FTSE 100, while WTEE.DE tracks WisdomTree Europe Equity Income. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.07% for IUSZ.DE and 0.29% for WTEE.DE.
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