SPYG.DE vs. WTEE.DE
SPYG.DE (SPDR S&P UK Dividend Aristocrats UCITS ETF (Dist)) and WTEE.DE (WisdomTree Europe Equity Income UCITS ETF) are both Europe Equities funds - SPYG.DE tracks the S&P UK High Yield Dividend Aristocrats while WTEE.DE tracks the WisdomTree Europe Equity Income. Both are passively managed. Over the past 5 years, SPYG.DE returned 6.76%/yr vs 12.46%/yr for WTEE.DE. A 0.63 correlation means they provide meaningful diversification when combined. SPYG.DE charges 0.30%/yr vs 0.29%/yr for WTEE.DE.
Performance
SPYG.DE vs. WTEE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SPYG.DE achieves a 5.85% return, which is significantly lower than WTEE.DE's 13.70% return.
SPYG.DE
- 1D
- 1.41%
- 1M
- 0.66%
- YTD
- 5.85%
- 6M
- 8.49%
- 1Y
- 11.94%
- 3Y*
- 11.53%
- 5Y*
- 6.76%
- 10Y*
- 3.61%
WTEE.DE
- 1D
- -0.26%
- 1M
- 0.42%
- YTD
- 13.70%
- 6M
- 16.59%
- 1Y
- 26.04%
- 3Y*
- 17.15%
- 5Y*
- 12.46%
- 10Y*
- —
SPYG.DE vs. WTEE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SPYG.DE SPDR S&P UK Dividend Aristocrats UCITS ETF (Dist) | 5.85% | 12.61% | 14.64% | 8.08% | -13.77% | 20.96% | 4.26% |
WTEE.DE WisdomTree Europe Equity Income UCITS ETF | 13.70% | 28.40% | 2.20% | 15.07% | 0.05% | 18.73% | 6.60% |
Correlation
The correlation between SPYG.DE and WTEE.DE is 0.59, 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 | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Aug 19, 2020 | 0.63 |
The correlation between SPYG.DE and WTEE.DE has been stable across timeframes, ranging from 0.59 to 0.64 - a consistent structural relationship.
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Return for Risk
SPYG.DE vs. WTEE.DE — Risk / Return Rank
SPYG.DE
WTEE.DE
SPYG.DE vs. WTEE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P UK Dividend Aristocrats UCITS ETF (Dist) (SPYG.DE) and WisdomTree Europe Equity Income UCITS ETF (WTEE.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.
| SPYG.DE | WTEE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.40 | ||
| Sortino ratioReturn per unit of downside risk | -1.76 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.43 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 1.42 | 3.80 | -2.38 |
| Martin ratioReturn relative to average drawdown | 4.53 | 14.72 | -10.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SPYG.DE | WTEE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.95 | 2.35 | -1.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.93 | -0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.20 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 1.08 | -0.80 |
Drawdowns
SPYG.DE vs. WTEE.DE - Drawdown Comparison
The maximum SPYG.DE drawdown since its inception was -44.67%, which is greater than WTEE.DE's maximum drawdown of -16.45%. Use the drawdown chart below to compare losses from any high point for SPYG.DE and WTEE.DE.
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Drawdown Indicators
| SPYG.DE | WTEE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.67% | -16.45% | -28.22% |
Max Drawdown (1Y)Largest decline over 1 year | -8.78% | -6.78% | -2.00% |
Max Drawdown (3Y)Largest decline over 3 years | -16.46% | -14.12% | -2.34% |
Max Drawdown (5Y)Largest decline over 5 years | -21.83% | -16.45% | -5.38% |
Max Drawdown (10Y)Largest decline over 10 years | -44.67% | — | — |
Current DrawdownCurrent decline from peak | -1.89% | -1.96% | +0.07% |
Average DrawdownAverage peak-to-trough decline | -11.38% | -2.65% | -8.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 1.75% | +1.00% |
Volatility
SPYG.DE vs. WTEE.DE - Volatility Comparison
SPDR S&P UK Dividend Aristocrats UCITS ETF (Dist) (SPYG.DE) has a higher volatility of 4.98% compared to WisdomTree Europe Equity Income UCITS ETF (WTEE.DE) at 3.73%. This indicates that SPYG.DE's price experiences larger fluctuations and is considered to be riskier than WTEE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPYG.DE | WTEE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.98% | 3.73% | +1.25% |
Volatility (6M)Calculated over the trailing 6-month period | 10.50% | 8.73% | +1.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.11% | 10.94% | +2.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.15% | 14.50% | +0.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.94% | 14.99% | +2.95% |
SPYG.DE vs. WTEE.DE - Expense Ratio Comparison
SPYG.DE has a 0.30% expense ratio, which is higher than WTEE.DE's 0.29% expense ratio.
Dividends
SPYG.DE vs. WTEE.DE - Dividend Comparison
SPYG.DE's dividend yield for the trailing twelve months is around 3.44%, less than WTEE.DE's 4.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPYG.DE SPDR S&P UK Dividend Aristocrats UCITS ETF (Dist) | 3.44% | 3.68% | 3.39% | 3.66% | 4.67% | 3.53% | 3.12% | 3.92% | 7.36% | 3.83% | 4.39% | 4.04% |
WTEE.DE WisdomTree Europe Equity Income UCITS ETF | 4.55% | 5.37% | 6.81% | 5.61% | 5.35% | 4.64% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SPYG.DE and WTEE.DE have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WTEE.DE is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WTEE.DE is cheaper with a 0.29% expense ratio, compared with 0.30% for SPYG.DE.
SPYG.DE tracks S&P UK High Yield Dividend Aristocrats, while WTEE.DE tracks WisdomTree Europe Equity Income. They also come from different issuers: State Street and WisdomTree. Their fees differ too: 0.30% for SPYG.DE and 0.29% for WTEE.DE.
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