VGWD.DE vs. WTEU.DE
VGWD.DE (Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing) and WTEU.DE (WisdomTree US Equity Income UCITS ETF) are both Dividend funds - VGWD.DE tracks the FTSE All-World High Dividend Yield Index while WTEU.DE tracks the WisdomTree US Equity Income UCITS Index. Both are passively managed. Over the past 5 years, VGWD.DE returned 12.22%/yr vs 11.50%/yr for WTEU.DE. Their correlation of 0.81 suggests significant overlap in exposure. Both charge a 0.29% expense ratio.
Performance
VGWD.DE vs. WTEU.DE - Performance Comparison
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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%
VGWD.DE vs. WTEU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
VGWD.DE
WTEU.DE
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.DE | WTEU.DE | Difference | |
|---|---|---|---|
| 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 |
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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.DE | WTEU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.23% | -0.79% | +0.56% |
Average DrawdownAverage peak-to-trough decline | -4.00% | -7.96% | +3.96% |
Ulcer IndexDepth 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.DE | WTEU.DE | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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