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

Performance

WTD7.DE vs. SPYL.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 State Street SPDR S&P 500 UCITS ETF USD Acc (SPYL.DE). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023
WTD7.DE
WisdomTree Europe SmallCap Dividend UCITS ETF Acc
1.02%17.19%5.65%14.08%
SPYL.DE
State Street SPDR S&P 500 UCITS ETF USD Acc
-2.78%4.71%32.33%9.54%

Returns By Period

In the year-to-date period, WTD7.DE achieves a 1.02% return, which is significantly higher than SPYL.DE's -2.78% return.


WTD7.DE

1D
-0.43%
1M
-1.83%
YTD
1.02%
6M
4.10%
1Y
13.34%
3Y*
9.60%
5Y*
5.63%
10Y*

SPYL.DE

1D
0.22%
1M
-2.52%
YTD
-2.78%
6M
-0.07%
1Y
10.48%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

WTD7.DE has a 0.38% expense ratio, which is higher than SPYL.DE's 0.03% expense ratio.


Return for Risk

WTD7.DE vs. SPYL.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: 4949
Overall Rank
WTD7.DE Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
WTD7.DE Sortino Ratio Rank: 4040
Sortino Ratio Rank
WTD7.DE Omega Ratio Rank: 4343
Omega Ratio Rank
WTD7.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
WTD7.DE Martin Ratio Rank: 5555
Martin Ratio Rank

SPYL.DE
SPYL.DE Risk / Return Rank: 4646
Overall Rank
SPYL.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
SPYL.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
SPYL.DE Omega Ratio Rank: 3030
Omega Ratio Rank
SPYL.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
SPYL.DE Martin Ratio Rank: 6868
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. SPYL.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 State Street SPDR S&P 500 UCITS ETF USD Acc (SPYL.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.DESPYL.DEDifference

Sharpe ratio

Return per unit of total volatility

0.87

0.61

+0.26

Sortino ratio

Return per unit of downside risk

1.22

0.92

+0.30

Omega ratio

Gain probability vs. loss probability

1.18

1.14

+0.04

Calmar ratio

Return relative to maximum drawdown

1.91

2.38

-0.47

Martin ratio

Return relative to average drawdown

6.56

8.06

-1.50

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

The current WTD7.DE Sharpe Ratio is 0.87, which is higher than the SPYL.DE Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of WTD7.DE and SPYL.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WTD7.DESPYL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

0.61

+0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

1.17

-0.79

Correlation

The correlation between WTD7.DE and SPYL.DE is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

WTD7.DE vs. SPYL.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

WTD7.DE vs. SPYL.DE - Drawdown Comparison

The maximum WTD7.DE drawdown since its inception was -43.81%, which is greater than SPYL.DE's maximum drawdown of -23.27%. Use the drawdown chart below to compare losses from any high point for WTD7.DE and SPYL.DE.


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Drawdown Indicators


WTD7.DESPYL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-43.81%

-23.27%

-20.54%

Max Drawdown (1Y)

Largest decline over 1 year

-9.23%

-8.34%

-0.89%

Max Drawdown (5Y)

Largest decline over 5 years

-26.58%

Current Drawdown

Current decline from peak

-5.69%

-5.00%

-0.69%

Average Drawdown

Average peak-to-trough decline

-7.71%

-3.41%

-4.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

2.10%

+0.40%

Volatility

WTD7.DE vs. SPYL.DE - Volatility Comparison

WisdomTree Europe SmallCap Dividend UCITS ETF Acc (WTD7.DE) has a higher volatility of 5.34% compared to State Street SPDR S&P 500 UCITS ETF USD Acc (SPYL.DE) at 3.59%. This indicates that WTD7.DE's price experiences larger fluctuations and is considered to be riskier than SPYL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WTD7.DESPYL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.34%

3.59%

+1.75%

Volatility (6M)

Calculated over the trailing 6-month period

9.10%

8.59%

+0.51%

Volatility (1Y)

Calculated over the trailing 1-year period

15.25%

17.20%

-1.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.66%

14.87%

+0.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.88%

14.87%

+4.01%