SPYD.DE vs. WTDM.DE
SPYD.DE (State Street SPDR S&P U.S. Dividend Aristocrats UCITS ETF (Dist)) and WTDM.DE (WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc) are both Dividend funds - SPYD.DE tracks the S&P High Yield Dividend Aristocrats Index while WTDM.DE tracks the WisdomTree U.S. Quality Dividend Growth Index. Both are passively managed. Over the past 10 years, SPYD.DE returned 8.71%/yr vs 13.27%/yr for WTDM.DE. A 0.79 correlation means they provide meaningful diversification when combined. SPYD.DE charges 0.35%/yr vs 0.28%/yr for WTDM.DE.
Performance
SPYD.DE vs. WTDM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SPYD.DE achieves a 14.85% return, which is significantly higher than WTDM.DE's 9.19% return. Over the past 10 years, SPYD.DE has underperformed WTDM.DE with an annualized return of 8.71%, while WTDM.DE has yielded a comparatively higher 13.27% annualized return.
SPYD.DE
- 1D
- 0.40%
- 1M
- 6.10%
- 6M
- 14.61%
- YTD
- 14.85%
- 1Y
- 17.32%
- 3Y*
- 8.66%
- 5Y*
- 7.85%
- 10Y*
- 8.71%
WTDM.DE
- 1D
- 0.40%
- 1M
- 1.44%
- 6M
- 9.74%
- YTD
- 9.19%
- 1Y
- 17.64%
- 3Y*
- 13.05%
- 5Y*
- 12.16%
- 10Y*
- 13.27%
SPYD.DE vs. WTDM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPYD.DE State Street SPDR S&P U.S. Dividend Aristocrats UCITS ETF (Dist) | 14.85% | -3.53% | 14.02% | -1.46% | 5.40% | 36.24% | -8.60% | 25.98% | 0.02% | 1.45% |
WTDM.DE WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc | 9.19% | 0.90% | 24.88% | 14.95% | -3.38% | 36.01% | 2.42% | 32.88% | -2.37% | 11.34% |
Correlation
The correlation between SPYD.DE and WTDM.DE is 0.55, 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 | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Jun 3, 2016 | 0.79 |
Over the past year, the correlation between SPYD.DE and WTDM.DE has dropped to 0.55 - well below their long-term average of 0.79, suggesting their price drivers have been diverging.
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Return for Risk
SPYD.DE vs. WTDM.DE — Risk / Return Rank
SPYD.DE
WTDM.DE
SPYD.DE vs. WTDM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street SPDR S&P U.S. Dividend Aristocrats UCITS ETF (Dist) (SPYD.DE) and WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (WTDM.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.
| SPYD.DE | WTDM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.33 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.80 | 3.21 | -0.41 |
| Martin ratioReturn relative to average drawdown | 7.19 | 11.39 | -4.19 |
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Drawdowns
SPYD.DE vs. WTDM.DE - Drawdown Comparison
The maximum SPYD.DE drawdown since its inception was -35.89%, which is greater than WTDM.DE's maximum drawdown of -31.18%. Use the drawdown chart below to compare losses from any high point for SPYD.DE and WTDM.DE.
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Drawdown Indicators
| SPYD.DE | WTDM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.89% | -31.18% | -4.71% |
Max Drawdown (1Y)Largest decline over 1 year | -6.16% | -5.46% | -0.70% |
Max Drawdown (3Y)Largest decline over 3 years | -19.35% | -20.58% | +1.23% |
Max Drawdown (5Y)Largest decline over 5 years | -19.35% | -20.58% | +1.23% |
Max Drawdown (10Y)Largest decline over 10 years | -35.89% | -31.18% | -4.71% |
Current DrawdownCurrent decline from peak | 0.00% | -0.06% | +0.06% |
Average DrawdownAverage peak-to-trough decline | -6.57% | -4.56% | -2.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.40% | 1.55% | +0.85% |
Volatility
SPYD.DE vs. WTDM.DE - Volatility Comparison
State Street SPDR S&P U.S. Dividend Aristocrats UCITS ETF (Dist) (SPYD.DE) has a higher volatility of 2.58% compared to WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (WTDM.DE) at 2.37%. This indicates that SPYD.DE's price experiences larger fluctuations and is considered to be riskier than WTDM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPYD.DE | WTDM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.58% | 2.37% | +0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 7.46% | 6.63% | +0.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.26% | 9.93% | +0.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.48% | 13.55% | -0.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.83% | 16.08% | -0.25% |
SPYD.DE vs. WTDM.DE - Expense Ratio Comparison
SPYD.DE has a 0.35% expense ratio, which is higher than WTDM.DE's 0.28% expense ratio.
Dividends
SPYD.DE vs. WTDM.DE - Dividend Comparison
SPYD.DE's dividend yield for the trailing twelve months is around 1.97%, while WTDM.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPYD.DE State Street SPDR S&P U.S. Dividend Aristocrats UCITS ETF (Dist) | 1.97% | 2.23% | 1.97% | 2.30% | 2.16% | 2.07% | 2.52% | 2.01% | 1.66% | 1.87% | 1.74% | 2.02% |
WTDM.DE WisdomTree US Quality Dividend Growth UCITS ETF - USD 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% |
Frequently Asked Questions
SPYD.DE and WTDM.DE have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WTDM.DE is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WTDM.DE is cheaper with a 0.28% expense ratio, compared with 0.35% for SPYD.DE.
SPYD.DE tracks S&P High Yield Dividend Aristocrats Index, while WTDM.DE tracks WisdomTree U.S. Quality Dividend Growth Index. They also come from different issuers: State Street and WisdomTree. Their fees differ too: 0.35% for SPYD.DE and 0.28% for WTDM.DE.
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