LTUR.DE vs. WTEI.DE

Last updated Jul 4, 2026

LTUR.DE (Amundi MSCI Turkey UCITS ETF (Acc)) and WTEI.DE (WisdomTree Emerging Markets Equity Income UCITS ETF) are both Emerging Markets Equities funds - LTUR.DE tracks the MSCI Turkey Net Total Return Index while WTEI.DE tracks the WisdomTree Emerging Markets Equity Income. Both are passively managed. Over the past 5 years, LTUR.DE returned 19.06%/yr vs 11.20%/yr for WTEI.DE. At a 0.30 correlation, their price movements are largely independent. LTUR.DE charges 0.45%/yr vs 0.46%/yr for WTEI.DE.

Performance

LTUR.DE vs. WTEI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI Turkey UCITS ETF (Acc) (LTUR.DE) and WisdomTree Emerging Markets Equity Income UCITS ETF (WTEI.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LTUR.DE achieves a 24.69% return, which is significantly higher than WTEI.DE's 21.67% return.

LTUR.DE

• 1D: -0.75%
• 1M: 4.09%
• 6M: 20.48%
• YTD: 24.69%
• 1Y: 26.92%
• 3Y*: 14.68%
• 5Y*: 19.06%
• 10Y*: —

WTEI.DE

• 1D: 1.31%
• 1M: 0.72%
• 6M: 20.40%
• YTD: 21.67%
• 1Y: 28.16%
• 3Y*: 16.16%
• 5Y*: 11.20%
• 10Y*: 9.62%

*Multi-year figures are annualized to reflect compound growth (CAGR)

LTUR.DE vs. WTEI.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
LTUR.DE Amundi MSCI Turkey UCITS ETF (Acc)	24.69%	-14.56%	27.15%	-8.67%	98.34%	-18.99%	-17.22%	3.00%
WTEI.DE WisdomTree Emerging Markets Equity Income UCITS ETF	21.67%	7.76%	11.70%	16.82%	-7.16%	22.68%	-15.24%	11.79%

Correlation

The correlation between LTUR.DE and WTEI.DE is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.18
Correlation (3Y) Calculated over the trailing 3-year period	0.22
Correlation (5Y) Calculated over the trailing 5-year period	0.25
Correlation (All Time) Calculated using the full available price history since Mar 15, 2019	0.30

The correlation between LTUR.DE and WTEI.DE shifts across timeframes, from 0.18 (1 year) to 0.30 (all time), reflecting how their relationship changes across market environments.

Return for Risk

LTUR.DE vs. WTEI.DE — Risk / Return Rank

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

LTUR.DE

LTUR.DE Risk / Return Rank: 29
LTUR.DE Sharpe Ratio Rank: 26
LTUR.DE Sortino Ratio Rank: 27
LTUR.DE Omega Ratio Rank: 30
LTUR.DE Calmar Ratio Rank: 33
LTUR.DE Martin Ratio Rank: 27

WTEI.DE

WTEI.DE Risk / Return Rank: 84
WTEI.DE Sharpe Ratio Rank: 81
WTEI.DE Sortino Ratio Rank: 83
WTEI.DE Omega Ratio Rank: 78
WTEI.DE Calmar Ratio Rank: 91
WTEI.DE Martin Ratio Rank: 89

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.

LTUR.DE vs. WTEI.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Turkey UCITS ETF (Acc) (LTUR.DE) and WisdomTree Emerging Markets Equity Income UCITS ETF (WTEI.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.

	LTUR.DE	WTEI.DE	Difference
Sharpe ratio: Return per unit of total volatility	0.84	2.12	-1.27
Sortino ratio: Return per unit of downside risk	1.36	3.01	-1.65
Omega ratio: Gain probability vs. loss probability	1.18	1.37	-0.19
Calmar ratio: Return relative to maximum drawdown	1.43	4.67	-3.24
Martin ratio: Return relative to average drawdown	3.30	15.87	-12.57

LTUR.DE vs. WTEI.DE - Sharpe Ratio Comparison

The current LTUR.DE Sharpe Ratio is 0.84, which is lower than the WTEI.DE Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of LTUR.DE and WTEI.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.

Drawdowns

LTUR.DE vs. WTEI.DE - Drawdown Comparison

The maximum LTUR.DE drawdown since its inception was -49.50%, which is greater than WTEI.DE's maximum drawdown of -43.36%. Use the drawdown chart below to compare losses from any high point for LTUR.DE and WTEI.DE.

Drawdown Indicators

	LTUR.DE	WTEI.DE	Difference
Max Drawdown Largest peak-to-trough decline	-49.50%	-43.36%	-6.14%
Max Drawdown (1Y) Largest decline over 1 year	-18.75%	-6.00%	-12.75%
Max Drawdown (3Y) Largest decline over 3 years	-35.43%	-15.95%	-19.48%
Max Drawdown (5Y) Largest decline over 5 years	-35.43%	-16.76%	-18.67%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.60%	—
Current Drawdown Current decline from peak	-9.93%	-2.26%	-7.67%
Average Drawdown Average peak-to-trough decline	-19.87%	-10.35%	-9.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.13%	1.77%	+6.36%

Volatility

LTUR.DE vs. WTEI.DE - Volatility Comparison

Amundi MSCI Turkey UCITS ETF (Acc) (LTUR.DE) has a higher volatility of 7.41% compared to WisdomTree Emerging Markets Equity Income UCITS ETF (WTEI.DE) at 4.62%. This indicates that LTUR.DE's price experiences larger fluctuations and is considered to be riskier than WTEI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LTUR.DE	WTEI.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.41%	4.62%	+2.79%
Volatility (6M) Calculated over the trailing 6-month period	27.22%	10.46%	+16.76%
Volatility (1Y) Calculated over the trailing 1-year period	31.81%	13.25%	+18.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	36.26%	13.58%	+22.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	35.73%	18.16%	+17.57%

LTUR.DE vs. WTEI.DE - Expense Ratio Comparison

LTUR.DE has a 0.45% expense ratio, which is lower than WTEI.DE's 0.46% expense ratio.

Dividends

LTUR.DE vs. WTEI.DE - Dividend Comparison

LTUR.DE has not paid dividends to shareholders, while WTEI.DE's dividend yield for the trailing twelve months is around 4.76%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LTUR.DE Amundi MSCI Turkey UCITS ETF (Acc)	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
WTEI.DE WisdomTree Emerging Markets Equity Income UCITS ETF	4.76%	4.53%	7.52%	6.96%	7.43%	3.95%	4.96%	4.05%	4.27%	3.25%	0.87%	4.60%

Frequently Asked Questions

Can I hold both LTUR.DE and WTEI.DE in my portfolio?

LTUR.DE and WTEI.DE have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, LTUR.DE or WTEI.DE?

On fees, LTUR.DE is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, LTUR.DE or WTEI.DE?

LTUR.DE is cheaper with a 0.45% expense ratio, compared with 0.46% for WTEI.DE.

What is the main difference between LTUR.DE and WTEI.DE?

LTUR.DE tracks MSCI Turkey Net Total Return Index, while WTEI.DE tracks WisdomTree Emerging Markets Equity Income. They also come from different issuers: Amundi and WisdomTree. Their fees differ too: 0.45% for LTUR.DE and 0.46% for WTEI.DE.