OM3Y.DE vs. WTEI.DE
OM3Y.DE (iShares MSCI EM IMI Screened UCITS ETF USD (Dist)) and WTEI.DE (WisdomTree Emerging Markets Equity Income UCITS ETF) are both Emerging Markets Equities funds - OM3Y.DE tracks the MSCI Emerging Markets IMI Screened Index while WTEI.DE tracks the WisdomTree Emerging Markets Equity Income. Both are passively managed. Over the past 5 years, OM3Y.DE returned 8.21%/yr vs 11.20%/yr for WTEI.DE. Their correlation of 0.81 suggests significant overlap in exposure. OM3Y.DE charges 0.18%/yr vs 0.46%/yr for WTEI.DE.
Performance
OM3Y.DE vs. WTEI.DE - Performance Comparison
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Returns By Period
In the year-to-date period, OM3Y.DE achieves a 27.24% return, which is significantly higher than WTEI.DE's 21.67% return.
OM3Y.DE
- 1D
- 2.31%
- 1M
- -0.96%
- 6M
- 24.29%
- YTD
- 27.24%
- 1Y
- 43.57%
- 3Y*
- 19.94%
- 5Y*
- 8.21%
- 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%
OM3Y.DE vs. WTEI.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
OM3Y.DE iShares MSCI EM IMI Screened UCITS ETF USD (Dist) | 27.24% | 17.76% | 13.99% | 6.72% | -14.83% | 6.11% | 8.07% | 21.61% | -12.55% |
WTEI.DE WisdomTree Emerging Markets Equity Income UCITS ETF | 21.67% | 7.76% | 11.70% | 16.82% | -7.16% | 22.68% | -15.24% | 23.06% | 0.55% |
Correlation
The correlation between OM3Y.DE and WTEI.DE is 0.71, 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 | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2018 | 0.81 |
The correlation between OM3Y.DE and WTEI.DE has been stable across timeframes, ranging from 0.71 to 0.81 - a consistent structural relationship.
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Return for Risk
OM3Y.DE vs. WTEI.DE — Risk / Return Rank
OM3Y.DE
WTEI.DE
OM3Y.DE vs. WTEI.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM IMI Screened UCITS ETF USD (Dist) (OM3Y.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.
| OM3Y.DE | WTEI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.10 | ||
| Sortino ratioReturn per unit of downside risk | -0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.37 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.89 | 4.67 | -0.79 |
| Martin ratioReturn relative to average drawdown | 13.16 | 15.87 | -2.71 |
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Drawdowns
OM3Y.DE vs. WTEI.DE - Drawdown Comparison
The maximum OM3Y.DE drawdown since its inception was -31.70%, smaller than the maximum WTEI.DE drawdown of -43.36%. Use the drawdown chart below to compare losses from any high point for OM3Y.DE and WTEI.DE.
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Drawdown Indicators
| OM3Y.DE | WTEI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.70% | -43.36% | +11.66% |
Max Drawdown (1Y)Largest decline over 1 year | -11.16% | -6.00% | -5.16% |
Max Drawdown (3Y)Largest decline over 3 years | -19.59% | -15.95% | -3.64% |
Max Drawdown (5Y)Largest decline over 5 years | -23.39% | -16.76% | -6.63% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.60% | — |
Current DrawdownCurrent decline from peak | -4.55% | -2.26% | -2.29% |
Average DrawdownAverage peak-to-trough decline | -8.72% | -10.35% | +1.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.30% | 1.77% | +1.53% |
Volatility
OM3Y.DE vs. WTEI.DE - Volatility Comparison
iShares MSCI EM IMI Screened UCITS ETF USD (Dist) (OM3Y.DE) has a higher volatility of 9.28% compared to WisdomTree Emerging Markets Equity Income UCITS ETF (WTEI.DE) at 4.62%. This indicates that OM3Y.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.
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Volatility by Period
| OM3Y.DE | WTEI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.28% | 4.62% | +4.66% |
Volatility (6M)Calculated over the trailing 6-month period | 17.14% | 10.46% | +6.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.60% | 13.25% | +6.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.02% | 13.58% | +3.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.51% | 18.16% | +1.35% |
OM3Y.DE vs. WTEI.DE - Expense Ratio Comparison
OM3Y.DE has a 0.18% expense ratio, which is lower than WTEI.DE's 0.46% expense ratio.
Dividends
OM3Y.DE vs. WTEI.DE - Dividend Comparison
OM3Y.DE's dividend yield for the trailing twelve months is around 1.61%, less than WTEI.DE's 4.76% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OM3Y.DE iShares MSCI EM IMI Screened UCITS ETF USD (Dist) | 1.61% | 1.98% | 2.33% | 2.35% | 2.59% | 1.82% | 1.58% | 2.23% | 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
OM3Y.DE and WTEI.DE have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, OM3Y.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
OM3Y.DE is cheaper with a 0.18% expense ratio, compared with 0.46% for WTEI.DE.
OM3Y.DE tracks MSCI Emerging Markets IMI Screened Index, while WTEI.DE tracks WisdomTree Emerging Markets Equity Income. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.18% for OM3Y.DE and 0.46% for WTEI.DE.
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