WTD8.DE vs. 5MVL.DE
Compare and contrast key facts about WisdomTree Emerging Markets Equity Income UCITS ETF Acc (WTD8.DE) and iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE).
WTD8.DE and 5MVL.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WTD8.DE is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Emerging Markets Equity Income. It was launched on Nov 2, 2016. 5MVL.DE is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Select Value Factor Focus. It was launched on Dec 6, 2018. Both WTD8.DE and 5MVL.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
WTD8.DE vs. 5MVL.DE - Performance Comparison
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WTD8.DE vs. 5MVL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
WTD8.DE WisdomTree Emerging Markets Equity Income UCITS ETF Acc | 6.70% | 7.57% | 11.50% | 17.20% | -7.38% | 23.16% | -15.39% | 23.05% | -1.87% |
5MVL.DE iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) | 12.62% | 27.25% | 21.00% | 14.58% | -10.54% | 13.07% | -2.40% | 20.39% | -2.61% |
Returns By Period
In the year-to-date period, WTD8.DE achieves a 6.70% return, which is significantly lower than 5MVL.DE's 12.62% return.
WTD8.DE
- 1D
- 1.05%
- 1M
- -1.57%
- YTD
- 6.70%
- 6M
- 8.76%
- 1Y
- 13.22%
- 3Y*
- 12.99%
- 5Y*
- 8.60%
- 10Y*
- —
5MVL.DE
- 1D
- -1.11%
- 1M
- -1.54%
- YTD
- 12.62%
- 6M
- 22.31%
- 1Y
- 42.36%
- 3Y*
- 24.34%
- 5Y*
- 11.63%
- 10Y*
- —
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WTD8.DE vs. 5MVL.DE - Expense Ratio Comparison
WTD8.DE has a 0.46% expense ratio, which is higher than 5MVL.DE's 0.40% expense ratio.
Return for Risk
WTD8.DE vs. 5MVL.DE — Risk / Return Rank
WTD8.DE
5MVL.DE
WTD8.DE vs. 5MVL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets Equity Income UCITS ETF Acc (WTD8.DE) and iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.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.
| WTD8.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 2.17 | -1.29 |
Sortino ratioReturn per unit of downside risk | 1.23 | 2.73 | -1.50 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.39 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | 1.28 | 5.12 | -3.84 |
Martin ratioReturn relative to average drawdown | 6.34 | 16.85 | -10.51 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WTD8.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 2.17 | -1.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.71 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.65 | -0.15 |
Correlation
The correlation between WTD8.DE and 5MVL.DE is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
WTD8.DE vs. 5MVL.DE - Dividend Comparison
Neither WTD8.DE nor 5MVL.DE has paid dividends to shareholders.
Drawdowns
WTD8.DE vs. 5MVL.DE - Drawdown Comparison
The maximum WTD8.DE drawdown since its inception was -34.98%, which is greater than 5MVL.DE's maximum drawdown of -32.25%. Use the drawdown chart below to compare losses from any high point for WTD8.DE and 5MVL.DE.
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Drawdown Indicators
| WTD8.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.98% | -32.25% | -2.73% |
Max Drawdown (1Y)Largest decline over 1 year | -13.52% | -11.34% | -2.18% |
Max Drawdown (5Y)Largest decline over 5 years | -17.08% | -20.60% | +3.52% |
Current DrawdownCurrent decline from peak | -3.61% | -7.87% | +4.26% |
Average DrawdownAverage peak-to-trough decline | -6.08% | -6.39% | +0.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.19% | 2.83% | -0.64% |
Volatility
WTD8.DE vs. 5MVL.DE - Volatility Comparison
The current volatility for WisdomTree Emerging Markets Equity Income UCITS ETF Acc (WTD8.DE) is 4.08%, while iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (5MVL.DE) has a volatility of 6.91%. This indicates that WTD8.DE experiences smaller price fluctuations and is considered to be less risky than 5MVL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WTD8.DE | 5MVL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.08% | 6.91% | -2.83% |
Volatility (6M)Calculated over the trailing 6-month period | 8.24% | 14.22% | -5.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.92% | 19.42% | -4.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.48% | 16.24% | -2.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.10% | 18.62% | -2.52% |