WTD7.DE vs. WTD8.DE

Last updated Jun 5, 2026

WTD7.DE (WisdomTree Europe SmallCap Dividend UCITS ETF Acc) and WTD8.DE (WisdomTree Emerging Markets Equity Income UCITS ETF Acc) are both exchange-traded funds - WTD7.DE is a Europe Equities fund tracking the WisdomTree Europe SmallCap Dividend, while WTD8.DE is a Emerging Markets Equities fund tracking the WisdomTree Emerging Markets Equity Income. Both are passively managed. Over the past 5 years, WTD7.DE returned 5.48%/yr vs 10.72%/yr for WTD8.DE. At a 0.39 correlation, their price movements are largely independent. WTD7.DE charges 0.38%/yr vs 0.46%/yr for WTD8.DE.

Performance

WTD7.DE vs. WTD8.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 WisdomTree Emerging Markets Equity Income UCITS ETF Acc (WTD8.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WTD7.DE achieves a 6.85% return, which is significantly lower than WTD8.DE's 19.39% 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*: —

WTD8.DE

• 1D: -0.85%
• 1M: 3.43%
• YTD: 19.39%
• 6M: 18.68%
• 1Y: 26.90%
• 3Y*: 15.87%
• 5Y*: 10.72%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

WTD7.DE vs. WTD8.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%	-18.57%	16.84%
WTD8.DE WisdomTree Emerging Markets Equity Income UCITS ETF Acc	19.39%	7.57%	11.50%	17.20%	-7.38%	23.16%	-15.39%	23.05%	-4.28%	10.97%

Correlation

The correlation between WTD7.DE and WTD8.DE is 0.52, 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	0.52
Correlation (3Y) Calculated over the trailing 3-year period	0.54
Correlation (5Y) Calculated over the trailing 5-year period	0.52
Correlation (All Time) Calculated using the full available price history since Nov 14, 2016	0.39

The correlation between WTD7.DE and WTD8.DE shifts across timeframes, from 0.39 (all time) to 0.54 (3 years), reflecting how their relationship changes across market environments.

Return for Risk

WTD7.DE vs. WTD8.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: 28
WTD7.DE Sharpe Ratio Rank: 27
WTD7.DE Sortino Ratio Rank: 26
WTD7.DE Omega Ratio Rank: 26
WTD7.DE Calmar Ratio Rank: 28
WTD7.DE Martin Ratio Rank: 31

WTD8.DE

WTD8.DE Risk / Return Rank: 76
WTD8.DE Sharpe Ratio Rank: 71
WTD8.DE Sortino Ratio Rank: 75
WTD8.DE Omega Ratio Rank: 69
WTD8.DE Calmar Ratio Rank: 83
WTD8.DE Martin Ratio Rank: 80

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. WTD8.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 WisdomTree Emerging Markets Equity Income UCITS ETF Acc (WTD8.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.DE	WTD8.DE	Difference
Sharpe ratio: Return per unit of total volatility	0.94	2.29	-1.35
Sortino ratio: Return per unit of downside risk	1.37	3.33	-1.95
Omega ratio: Gain probability vs. loss probability	1.17	1.40	-0.23
Calmar ratio: Return relative to maximum drawdown	1.35	4.38	-3.03
Martin ratio: Return relative to average drawdown	4.48	15.35	-10.87
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WTD7.DE vs. WTD8.DE - Sharpe Ratio Comparison

The current WTD7.DE Sharpe Ratio is 0.94, which is lower than the WTD8.DE Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of WTD7.DE and WTD8.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.

Sharpe Ratios by Period

	WTD7.DE	WTD8.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.94	2.29	-1.35
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.34	0.78	-0.44
Sharpe Ratio (All Time) Calculated using the full available price history	0.40	0.57	-0.16

Drawdowns

WTD7.DE vs. WTD8.DE - Drawdown Comparison

The maximum WTD7.DE drawdown since its inception was -43.81%, which is greater than WTD8.DE's maximum drawdown of -34.98%. Use the drawdown chart below to compare losses from any high point for WTD7.DE and WTD8.DE.

Drawdown Indicators

	WTD7.DE	WTD8.DE	Difference
Max Drawdown Largest peak-to-trough decline	-43.81%	-34.98%	-8.83%
Max Drawdown (1Y) Largest decline over 1 year	-8.60%	-6.15%	-2.45%
Max Drawdown (3Y) Largest decline over 3 years	-13.97%	-16.79%	+2.82%
Max Drawdown (5Y) Largest decline over 5 years	-26.58%	-17.08%	-9.50%
Current Drawdown Current decline from peak	-1.81%	-1.72%	-0.09%
Average Drawdown Average peak-to-trough decline	-7.60%	-5.99%	-1.61%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.60%	1.76%	+0.84%

Volatility

WTD7.DE vs. WTD8.DE - Volatility Comparison

The current volatility for WisdomTree Europe SmallCap Dividend UCITS ETF Acc (WTD7.DE) is 3.55%, while WisdomTree Emerging Markets Equity Income UCITS ETF Acc (WTD8.DE) has a volatility of 4.68%. This indicates that WTD7.DE experiences smaller price fluctuations and is considered to be less risky than WTD8.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WTD7.DE	WTD8.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.55%	4.68%	-1.13%
Volatility (6M) Calculated over the trailing 6-month period	9.91%	9.35%	+0.56%
Volatility (1Y) Calculated over the trailing 1-year period	12.40%	11.77%	+0.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.71%	13.54%	+2.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.81%	16.08%	+2.73%

WTD7.DE vs. WTD8.DE - Expense Ratio Comparison

WTD7.DE has a 0.38% expense ratio, which is lower than WTD8.DE's 0.46% expense ratio.

Dividends

WTD7.DE vs. WTD8.DE - Dividend Comparison

Neither WTD7.DE nor WTD8.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both WTD7.DE and WTD8.DE in my portfolio?

WTD7.DE and WTD8.DE have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, WTD7.DE or WTD8.DE?

On fees, WTD7.DE is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, WTD7.DE or WTD8.DE?

WTD7.DE is cheaper with a 0.38% expense ratio, compared with 0.46% for WTD8.DE.

What is the main difference between WTD7.DE and WTD8.DE?

WTD7.DE is categorized as Europe Equities, while WTD8.DE is Emerging Markets Equities. WTD7.DE tracks WisdomTree Europe SmallCap Dividend, while WTD8.DE tracks WisdomTree Emerging Markets Equity Income. Their fees differ too: 0.38% for WTD7.DE and 0.46% for WTD8.DE.