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VGWD.DE vs. WTEU.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGWD.DE vs. WTEU.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.DE) and WisdomTree US Equity Income UCITS ETF (WTEU.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VGWD.DE achieves a 16.14% return, which is significantly higher than WTEU.DE's 14.83% return.


VGWD.DE

1D
-0.16%
1M
1.80%
6M
12.06%
YTD
16.14%
1Y
28.45%
3Y*
17.45%
5Y*
12.22%
10Y*

WTEU.DE

1D
-0.60%
1M
3.45%
6M
11.01%
YTD
14.83%
1Y
24.32%
3Y*
15.10%
5Y*
11.50%
10Y*
7.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGWD.DE vs. WTEU.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VGWD.DE
Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing
16.14%13.16%15.75%7.29%0.08%27.89%-9.60%25.03%-8.03%1.24%
WTEU.DE
WisdomTree US Equity Income UCITS ETF
14.83%-0.26%22.63%-3.52%13.33%34.75%-14.99%23.58%-4.25%2.96%

Correlation

The correlation between VGWD.DE and WTEU.DE is 0.69, 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

0.69

Correlation (3Y)
Calculated over the trailing 3-year period

0.76

Correlation (5Y)
Calculated over the trailing 5-year period

0.79

Correlation (All Time)
Calculated using the full available price history since Oct 26, 2017

0.81

The correlation between VGWD.DE and WTEU.DE shifts across timeframes, from 0.69 (1 year) to 0.81 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

VGWD.DE vs. WTEU.DE — Risk / Return Rank

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

VGWD.DE
VGWD.DE Risk / Return Rank: 9494
Overall Rank
VGWD.DE Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
VGWD.DE Sortino Ratio Rank: 9595
Sortino Ratio Rank
VGWD.DE Omega Ratio Rank: 9595
Omega Ratio Rank
VGWD.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
VGWD.DE Martin Ratio Rank: 9393
Martin Ratio Rank

WTEU.DE
WTEU.DE Risk / Return Rank: 8787
Overall Rank
WTEU.DE Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
WTEU.DE Sortino Ratio Rank: 8989
Sortino Ratio Rank
WTEU.DE Omega Ratio Rank: 8383
Omega Ratio Rank
WTEU.DE Calmar Ratio Rank: 9090
Calmar Ratio Rank
WTEU.DE Martin Ratio Rank: 8686
Martin Ratio Rank
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.

VGWD.DE vs. WTEU.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.DE) and WisdomTree US Equity Income UCITS ETF (WTEU.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.


VGWD.DEWTEU.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.74

Sortino ratioReturn per unit of downside risk

+0.90

Omega ratioGain probability vs. loss probability

1.57

1.39

+0.18

Calmar ratioReturn relative to maximum drawdown

4.87

4.32

+0.55

Martin ratioReturn relative to average drawdown

19.21

14.20

+5.01

VGWD.DE vs. WTEU.DE - Sharpe Ratio Comparison

The current VGWD.DE Sharpe Ratio is 3.05, which is higher than the WTEU.DE Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of VGWD.DE and WTEU.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.


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Drawdowns

VGWD.DE vs. WTEU.DE - Drawdown Comparison

The maximum VGWD.DE drawdown since its inception was -34.57%, smaller than the maximum WTEU.DE drawdown of -36.46%. Use the drawdown chart below to compare losses from any high point for VGWD.DE and WTEU.DE.


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Drawdown Indicators


VGWD.DEWTEU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.57%

-36.46%

+1.89%

Max Drawdown (1Y)

Largest decline over 1 year

-5.82%

-5.97%

+0.15%

Max Drawdown (3Y)

Largest decline over 3 years

-16.86%

-20.72%

+3.86%

Max Drawdown (5Y)

Largest decline over 5 years

-16.86%

-20.72%

+3.86%

Max Drawdown (10Y)

Largest decline over 10 years

-36.46%

Current Drawdown

Current decline from peak

-0.23%

-0.79%

+0.56%

Average Drawdown

Average peak-to-trough decline

-4.00%

-7.96%

+3.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.48%

1.82%

-0.34%

Volatility

VGWD.DE vs. WTEU.DE - Volatility Comparison

The current volatility for Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.DE) is 1.80%, while WisdomTree US Equity Income UCITS ETF (WTEU.DE) has a volatility of 3.07%. This indicates that VGWD.DE experiences smaller price fluctuations and is considered to be less risky than WTEU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGWD.DEWTEU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.80%

3.07%

-1.27%

Volatility (6M)

Calculated over the trailing 6-month period

7.00%

8.36%

-1.36%

Volatility (1Y)

Calculated over the trailing 1-year period

9.30%

11.27%

-1.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.51%

14.54%

-3.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.16%

17.52%

-3.36%

VGWD.DE vs. WTEU.DE - Expense Ratio Comparison

Both VGWD.DE and WTEU.DE have an expense ratio of 0.29%.


Dividends

VGWD.DE vs. WTEU.DE - Dividend Comparison

VGWD.DE's dividend yield for the trailing twelve months is around 2.48%, less than WTEU.DE's 2.58% yield.


PositionTTM20252024202320222021202020192018201720162015
VGWD.DE
Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing
2.48%2.84%3.05%3.40%3.78%3.02%3.08%3.21%3.70%0.58%0.00%0.00%
WTEU.DE
WisdomTree US Equity Income UCITS ETF
2.58%2.96%2.85%3.48%2.97%2.78%3.82%2.20%3.11%2.77%2.66%2.47%

Frequently Asked Questions


VGWD.DE and WTEU.DE have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.29% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

VGWD.DE and WTEU.DE have the same expense ratio: 0.29% per year.

VGWD.DE tracks FTSE All-World High Dividend Yield Index, while WTEU.DE tracks WisdomTree US Equity Income UCITS Index. They also come from different issuers: Vanguard and WisdomTree.

Portfolio Optimizer

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