WTD7.DE vs. WTEM.DE

Last updated Jun 5, 2026

WTD7.DE (WisdomTree Europe SmallCap Dividend UCITS ETF Acc) and WTEM.DE (WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc) are both exchange-traded funds - WTD7.DE is a Europe Equities fund tracking the WisdomTree Europe SmallCap Dividend, while WTEM.DE is a Global Equity Income fund tracking the WisdomTree Global Developed Quality Dividend Growth Index. Both are passively managed. Over the past 5 years, WTD7.DE returned 5.48%/yr vs 9.01%/yr for WTEM.DE. At a 0.47 correlation, their price movements are largely independent. Both charge a 0.38% expense ratio.

Performance

WTD7.DE vs. WTEM.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 Global Quality Dividend Growth UCITS ETF - USD Acc (WTEM.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 higher than WTEM.DE's 6.09% 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*: —

WTEM.DE

• 1D: 0.19%
• 1M: 2.80%
• YTD: 6.09%
• 6M: 6.44%
• 1Y: 14.48%
• 3Y*: 10.35%
• 5Y*: 9.01%
• 10Y*: —

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

WTD7.DE vs. WTEM.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%
WTEM.DE WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc	6.09%	3.47%	15.77%	14.05%	-9.25%	30.16%	5.77%	37.07%	-5.66%	13.23%

Correlation

The correlation between WTD7.DE and WTEM.DE is 0.67, 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	0.67
Correlation (3Y) Calculated over the trailing 3-year period	0.61
Correlation (5Y) Calculated over the trailing 5-year period	0.64
Correlation (All Time) Calculated using the full available price history since Nov 14, 2016	0.47

Over the past year, WTD7.DE and WTEM.DE have become more correlated (0.67) than their long-term average of 0.47, meaning their price movements have been converging.

Return for Risk

WTD7.DE vs. WTEM.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

WTEM.DE

WTEM.DE Risk / Return Rank: 39
WTEM.DE Sharpe Ratio Rank: 37
WTEM.DE Sortino Ratio Rank: 39
WTEM.DE Omega Ratio Rank: 37
WTEM.DE Calmar Ratio Rank: 38
WTEM.DE Martin Ratio Rank: 44

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. WTEM.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 Global Quality Dividend Growth UCITS ETF - USD Acc (WTEM.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	WTEM.DE	Difference
Sharpe ratio: Return per unit of total volatility	0.94	1.29	-0.35
Sortino ratio: Return per unit of downside risk	1.37	1.96	-0.59
Omega ratio: Gain probability vs. loss probability	1.17	1.24	-0.06
Calmar ratio: Return relative to maximum drawdown	1.35	1.86	-0.51
Martin ratio: Return relative to average drawdown	4.48	7.18	-2.71
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. WTEM.DE - Sharpe Ratio Comparison

The current WTD7.DE Sharpe Ratio is 0.94, which is comparable to the WTEM.DE Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of WTD7.DE and WTEM.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	WTEM.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.94	1.29	-0.35
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.34	0.66	-0.32
Sharpe Ratio (All Time) Calculated using the full available price history	0.40	0.80	-0.39

Drawdowns

WTD7.DE vs. WTEM.DE - Drawdown Comparison

The maximum WTD7.DE drawdown since its inception was -43.81%, which is greater than WTEM.DE's maximum drawdown of -30.76%. Use the drawdown chart below to compare losses from any high point for WTD7.DE and WTEM.DE.

Drawdown Indicators

	WTD7.DE	WTEM.DE	Difference
Max Drawdown Largest peak-to-trough decline	-43.81%	-30.76%	-13.05%
Max Drawdown (1Y) Largest decline over 1 year	-8.60%	-7.85%	-0.75%
Max Drawdown (3Y) Largest decline over 3 years	-13.97%	-19.62%	+5.65%
Max Drawdown (5Y) Largest decline over 5 years	-26.58%	-19.62%	-6.96%
Current Drawdown Current decline from peak	-1.81%	0.00%	-1.81%
Average Drawdown Average peak-to-trough decline	-7.60%	-3.75%	-3.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.60%	2.03%	+0.57%

Volatility

WTD7.DE vs. WTEM.DE - Volatility Comparison

WisdomTree Europe SmallCap Dividend UCITS ETF Acc (WTD7.DE) has a higher volatility of 3.55% compared to WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (WTEM.DE) at 2.75%. This indicates that WTD7.DE's price experiences larger fluctuations and is considered to be riskier than WTEM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WTD7.DE	WTEM.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.55%	2.75%	+0.80%
Volatility (6M) Calculated over the trailing 6-month period	9.91%	8.36%	+1.55%
Volatility (1Y) Calculated over the trailing 1-year period	12.40%	11.31%	+1.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.71%	13.42%	+2.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.81%	14.41%	+4.40%

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

Both WTD7.DE and WTEM.DE have an expense ratio of 0.38%.

Dividends

WTD7.DE vs. WTEM.DE - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

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

WTD7.DE and WTEM.DE have a correlation of 0.67, 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 WTEM.DE?

Both ETFs have the same 0.38% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

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

WTD7.DE and WTEM.DE have the same expense ratio: 0.38% per year.

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

WTD7.DE is categorized as Europe Equities, while WTEM.DE is Global Equity Income. WTD7.DE tracks WisdomTree Europe SmallCap Dividend, while WTEM.DE tracks WisdomTree Global Developed Quality Dividend Growth Index.