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WTD7.DE vs. EHF1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WTD7.DE vs. EHF1.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in WisdomTree Europe SmallCap Dividend UCITS ETF Acc (WTD7.DE) and Amundi MSCI Europe High Dividend Factor UCITS ETF EUR (EHF1.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, WTD7.DE achieves a 6.85% return, which is significantly higher than EHF1.DE's 5.17% return.


WTD7.DE

1D
0.77%
1M
0.61%
YTD
6.85%
6M
9.31%
1Y
11.30%
3Y*
11.54%
5Y*
5.48%
10Y*

EHF1.DE

1D
0.61%
1M
-1.98%
YTD
5.17%
6M
7.16%
1Y
12.60%
3Y*
14.05%
5Y*
11.31%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WTD7.DE vs. EHF1.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
WTD7.DE
WisdomTree Europe SmallCap Dividend UCITS ETF Acc
6.85%17.19%5.65%10.32%-15.50%27.86%-4.84%31.36%-17.97%
EHF1.DE
Amundi MSCI Europe High Dividend Factor UCITS ETF EUR
5.17%19.17%9.83%14.12%1.04%18.25%-9.78%24.88%-2.98%

Correlation

The correlation between WTD7.DE and EHF1.DE is 0.53, 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

0.53

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

0.65

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

0.71

Correlation (All Time)
Calculated using the full available price history since Feb 5, 2018

0.55

The correlation between WTD7.DE and EHF1.DE shifts across timeframes, from 0.53 (1 year) to 0.71 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

WTD7.DE vs. EHF1.DE — Risk / Return Rank

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

WTD7.DE
WTD7.DE Risk / Return Rank: 2828
Overall Rank
WTD7.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
WTD7.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
WTD7.DE Omega Ratio Rank: 2626
Omega Ratio Rank
WTD7.DE Calmar Ratio Rank: 2828
Calmar Ratio Rank
WTD7.DE Martin Ratio Rank: 3131
Martin Ratio Rank

EHF1.DE
EHF1.DE Risk / Return Rank: 3939
Overall Rank
EHF1.DE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
EHF1.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
EHF1.DE Omega Ratio Rank: 3838
Omega Ratio Rank
EHF1.DE Calmar Ratio Rank: 4343
Calmar Ratio Rank
EHF1.DE Martin Ratio Rank: 3939
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.

WTD7.DE vs. EHF1.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Europe SmallCap Dividend UCITS ETF Acc (WTD7.DE) and Amundi MSCI Europe High Dividend Factor UCITS ETF EUR (EHF1.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.


WTD7.DEEHF1.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.38

Sortino ratioReturn per unit of downside risk

-0.48

Omega ratioGain probability vs. loss probability

1.17

1.25

-0.07

Calmar ratioReturn relative to maximum drawdown

1.35

2.09

-0.74

Martin ratioReturn relative to average drawdown

4.48

5.91

-1.44

WTD7.DE vs. EHF1.DE - Sharpe Ratio Comparison

The current WTD7.DE Sharpe Ratio is 0.94, which is comparable to the EHF1.DE Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of WTD7.DE and EHF1.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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Sharpe Ratios by Period


WTD7.DEEHF1.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

1.31

-0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.91

-0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.58

-0.18

Drawdowns

WTD7.DE vs. EHF1.DE - Drawdown Comparison

The maximum WTD7.DE drawdown since its inception was -43.81%, which is greater than EHF1.DE's maximum drawdown of -38.13%. Use the drawdown chart below to compare losses from any high point for WTD7.DE and EHF1.DE.


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Drawdown Indicators


WTD7.DEEHF1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-43.81%

-38.13%

-5.68%

Max Drawdown (1Y)

Largest decline over 1 year

-8.60%

-6.24%

-2.36%

Max Drawdown (3Y)

Largest decline over 3 years

-13.97%

-12.89%

-1.08%

Max Drawdown (5Y)

Largest decline over 5 years

-26.58%

-15.64%

-10.94%

Current Drawdown

Current decline from peak

-1.81%

-4.13%

+2.32%

Average Drawdown

Average peak-to-trough decline

-7.60%

-4.65%

-2.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.60%

2.21%

+0.39%

Volatility

WTD7.DE vs. EHF1.DE - Volatility Comparison

WisdomTree Europe SmallCap Dividend UCITS ETF Acc (WTD7.DE) and Amundi MSCI Europe High Dividend Factor UCITS ETF EUR (EHF1.DE) have volatilities of 3.55% and 3.69%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WTD7.DEEHF1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.55%

3.69%

-0.14%

Volatility (6M)

Calculated over the trailing 6-month period

9.91%

7.94%

+1.97%

Volatility (1Y)

Calculated over the trailing 1-year period

12.40%

9.92%

+2.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.71%

12.28%

+3.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.81%

15.39%

+3.42%

WTD7.DE vs. EHF1.DE - Expense Ratio Comparison

WTD7.DE has a 0.38% expense ratio, which is higher than EHF1.DE's 0.23% expense ratio.


Dividends

WTD7.DE vs. EHF1.DE - Dividend Comparison

Neither WTD7.DE nor EHF1.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


WTD7.DE and EHF1.DE have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EHF1.DE is cheaper at 0.23% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EHF1.DE is cheaper with a 0.23% expense ratio, compared with 0.38% for WTD7.DE.

WTD7.DE tracks WisdomTree Europe SmallCap Dividend, while EHF1.DE tracks MSCI Europe High Dividend Yield. They also come from different issuers: WisdomTree and Amundi. Their fees differ too: 0.38% for WTD7.DE and 0.23% for EHF1.DE.

Portfolio Optimizer

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