SDUE.L vs. WDEP.L

Last updated Jun 6, 2026

SDUE.L (iShares MSCI Europe ESG Screened UCITS ETF EUR (Dist)) and WDEP.L (WisdomTree Europe Defence UCITS ETF EUR Accumulating) are both Europe Equities funds - SDUE.L tracks the MSCI Europe NR EUR while WDEP.L tracks the WisdomTree Europe Defence Index. Both are passively managed. SDUE.L charges 0.12%/yr vs 0.45%/yr for WDEP.L.

Performance

SDUE.L vs. WDEP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI Europe ESG Screened UCITS ETF EUR (Dist) (SDUE.L) and WisdomTree Europe Defence UCITS ETF EUR Accumulating (WDEP.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

SDUE.L is traded in GBP, while WDEP.L is traded in GBp. To make them comparable, the WDEP.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

SDUE.L

• 1D: -0.65%
• 1M: 0.80%
• YTD: 5.86%
• 6M: 8.08%
• 1Y: 17.83%
• 3Y*: 13.58%
• 5Y*: 9.60%
• 10Y*: —

WDEP.L

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

Return for Risk

SDUE.L vs. WDEP.L — Risk / Return Rank

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

SDUE.L

SDUE.L Risk / Return Rank: 42
SDUE.L Sharpe Ratio Rank: 44
SDUE.L Sortino Ratio Rank: 45
SDUE.L Omega Ratio Rank: 45
SDUE.L Calmar Ratio Rank: 36
SDUE.L Martin Ratio Rank: 39

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.

SDUE.L vs. WDEP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe ESG Screened UCITS ETF EUR (Dist) (SDUE.L) and WisdomTree Europe Defence UCITS ETF EUR Accumulating (WDEP.L). 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.

	SDUE.L	WDEP.L	Difference
Sharpe ratio: Return per unit of total volatility	1.40	—	—
Sortino ratio: Return per unit of downside risk	2.03	—	—
Omega ratio: Gain probability vs. loss probability	1.26	—	—
Calmar ratio: Return relative to maximum drawdown	1.61	—	—
Martin ratio: Return relative to average drawdown	5.75	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	SDUE.L	WDEP.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.40	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.68	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.50	—	—

Drawdowns

Drawdown Indicators

	SDUE.L	WDEP.L	Difference
Max Drawdown Largest peak-to-trough decline	-27.89%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-11.01%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-12.82%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-17.71%	—	—
Current Drawdown Current decline from peak	-1.68%	—	—
Average Drawdown Average peak-to-trough decline	-4.63%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	3.10%	—	—

Volatility

Volatility by Period

	SDUE.L	WDEP.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.59%	—	—
Volatility (6M) Calculated over the trailing 6-month period	10.75%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	12.69%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.09%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.40%	—	—

SDUE.L vs. WDEP.L - Expense Ratio Comparison

SDUE.L has a 0.12% expense ratio, which is lower than WDEP.L's 0.45% expense ratio.

Dividends

SDUE.L vs. WDEP.L - Dividend Comparison

SDUE.L's dividend yield for the trailing twelve months is around 2.42%, while WDEP.L has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
SDUE.L iShares MSCI Europe ESG Screened UCITS ETF EUR (Dist)	2.42%	2.56%	2.91%	2.71%	2.79%	2.17%	1.84%	3.01%	0.17%
WDEP.L WisdomTree Europe Defence UCITS ETF EUR Accumulating	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Which ETF is better, SDUE.L or WDEP.L?

On fees, SDUE.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SDUE.L or WDEP.L?

SDUE.L is cheaper with a 0.12% expense ratio, compared with 0.45% for WDEP.L.

What is the main difference between SDUE.L and WDEP.L?

SDUE.L tracks MSCI Europe NR EUR, while WDEP.L tracks WisdomTree Europe Defence Index. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.12% for SDUE.L and 0.45% for WDEP.L.