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

Performance

LEER.DE vs. WTD8.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI Eastern Europe Ex Russia UCITS ETF (LEER.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, LEER.DE achieves a 18.03% return, which is significantly lower than WTD8.DE's 19.39% return.


LEER.DE

1D
0.66%
1M
4.22%
YTD
18.03%
6M
25.17%
1Y
42.24%
3Y*
31.18%
5Y*
16.61%
10Y*
10.92%

WTD8.DE

1D
-0.85%
1M
5.20%
YTD
19.39%
6M
19.01%
1Y
27.08%
3Y*
15.87%
5Y*
10.72%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
LEER.DE
Amundi MSCI Eastern Europe Ex Russia UCITS ETF
18.03%53.92%4.11%41.71%-21.16%20.40%-18.41%1.33%-8.39%30.82%
WTD8.DE
WisdomTree Emerging Markets Equity Income UCITS ETF Acc
19.39%7.57%11.50%17.20%-7.38%23.16%-15.39%23.05%-4.28%10.97%

Correlation

The correlation between LEER.DE and WTD8.DE is 0.51, 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

0.51

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

0.49

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

0.46

Correlation (All Time)
Calculated using the full available price history since Nov 14, 2016

0.52

The correlation between LEER.DE and WTD8.DE has been stable across timeframes, ranging from 0.46 to 0.52 - a consistent structural relationship.

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Return for Risk

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

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

LEER.DE
LEER.DE Risk / Return Rank: 6565
Overall Rank
LEER.DE Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
LEER.DE Sortino Ratio Rank: 6060
Sortino Ratio Rank
LEER.DE Omega Ratio Rank: 5757
Omega Ratio Rank
LEER.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
LEER.DE Martin Ratio Rank: 6565
Martin Ratio Rank

WTD8.DE
WTD8.DE Risk / Return Rank: 7676
Overall Rank
WTD8.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
WTD8.DE Sortino Ratio Rank: 7575
Sortino Ratio Rank
WTD8.DE Omega Ratio Rank: 6969
Omega Ratio Rank
WTD8.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
WTD8.DE Martin Ratio Rank: 8080
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.

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

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Eastern Europe Ex Russia UCITS ETF (LEER.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.


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

-0.29

Sortino ratioReturn per unit of downside risk

-0.51

Omega ratioGain probability vs. loss probability

1.34

1.40

-0.06

Calmar ratioReturn relative to maximum drawdown

4.24

4.38

-0.14

Martin ratioReturn relative to average drawdown

11.61

15.35

-3.74

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

The current LEER.DE Sharpe Ratio is 2.00, which is comparable to the WTD8.DE Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of LEER.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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Sharpe Ratios by Period


LEER.DEWTD8.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.00

2.29

-0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.78

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.57

-0.45

Drawdowns

LEER.DE vs. WTD8.DE - Drawdown Comparison

The maximum LEER.DE drawdown since its inception was -72.16%, which is greater than WTD8.DE's maximum drawdown of -34.98%. Use the drawdown chart below to compare losses from any high point for LEER.DE and WTD8.DE.


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Drawdown Indicators


LEER.DEWTD8.DEDifference

Max Drawdown

Largest peak-to-trough decline

-72.16%

-34.98%

-37.18%

Max Drawdown (1Y)

Largest decline over 1 year

-9.92%

-6.15%

-3.77%

Max Drawdown (3Y)

Largest decline over 3 years

-15.85%

-16.79%

+0.94%

Max Drawdown (5Y)

Largest decline over 5 years

-43.49%

-17.08%

-26.41%

Max Drawdown (10Y)

Largest decline over 10 years

-48.74%

Current Drawdown

Current decline from peak

-0.84%

-1.72%

+0.88%

Average Drawdown

Average peak-to-trough decline

-33.44%

-5.99%

-27.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.63%

1.76%

+1.87%

Volatility

LEER.DE vs. WTD8.DE - Volatility Comparison

Amundi MSCI Eastern Europe Ex Russia UCITS ETF (LEER.DE) has a higher volatility of 6.19% compared to WisdomTree Emerging Markets Equity Income UCITS ETF Acc (WTD8.DE) at 4.68%. This indicates that LEER.DE's price experiences larger fluctuations and is considered to be riskier 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


LEER.DEWTD8.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.19%

4.68%

+1.51%

Volatility (6M)

Calculated over the trailing 6-month period

16.81%

9.35%

+7.46%

Volatility (1Y)

Calculated over the trailing 1-year period

21.00%

11.77%

+9.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.00%

13.54%

+9.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.97%

16.08%

+5.89%

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

LEER.DE has a 0.50% expense ratio, which is higher than WTD8.DE's 0.46% expense ratio.


Dividends

LEER.DE vs. WTD8.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


LEER.DE and WTD8.DE have a correlation of 0.51, 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 0.50% for LEER.DE.

LEER.DE tracks MSCI Emerging Markets Eastern Europe ex Russia Index, while WTD8.DE tracks WisdomTree Emerging Markets Equity Income. They also come from different issuers: Amundi and WisdomTree. Their fees differ too: 0.50% for LEER.DE and 0.46% for WTD8.DE.

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