WTD8.DE vs. FVEM.DE

Last updated Jun 5, 2026

WTD8.DE (WisdomTree Emerging Markets Equity Income UCITS ETF Acc) and FVEM.DE (Franklin MSCI Emerging Markets Paris Aligned Climate UCITS ETF USD Capitalisation) are both Emerging Markets Equities funds - WTD8.DE tracks the WisdomTree Emerging Markets Equity Income while FVEM.DE tracks the MSCI Emerging Markets Climate Paris Aligned. Both are passively managed. Over the past 3 years, WTD8.DE returned 15.87%/yr vs 18.13%/yr for FVEM.DE. A 0.75 correlation means they provide meaningful diversification when combined. WTD8.DE charges 0.46%/yr vs 0.18%/yr for FVEM.DE.

Performance

WTD8.DE vs. FVEM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in WisdomTree Emerging Markets Equity Income UCITS ETF Acc (WTD8.DE) and Franklin MSCI Emerging Markets Paris Aligned Climate UCITS ETF USD Capitalisation (FVEM.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WTD8.DE achieves a 19.39% return, which is significantly lower than FVEM.DE's 25.43% return.

WTD8.DE

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

FVEM.DE

• 1D: -1.33%
• 1M: 2.95%
• YTD: 25.43%
• 6M: 26.43%
• 1Y: 46.35%
• 3Y*: 18.13%
• 5Y*: —
• 10Y*: —

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

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

	2026 (YTD)	2025	2024	2023
WTD8.DE WisdomTree Emerging Markets Equity Income UCITS ETF Acc	19.39%	7.57%	11.50%	12.58%
FVEM.DE Franklin MSCI Emerging Markets Paris Aligned Climate UCITS ETF USD Capitalisation	25.43%	17.23%	13.32%	0.60%

Correlation

The correlation between WTD8.DE and FVEM.DE is 0.75, 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	0.75
Correlation (3Y) Calculated over the trailing 3-year period	0.75
Correlation (All Time) Calculated using the full available price history since Mar 13, 2023	0.75

The correlation between WTD8.DE and FVEM.DE has been stable across timeframes, ranging from 0.74 to 0.75 - a consistent structural relationship.

Return for Risk

WTD8.DE vs. FVEM.DE — Risk / Return Rank

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

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

FVEM.DE

FVEM.DE Risk / Return Rank: 83
FVEM.DE Sharpe Ratio Rank: 83
FVEM.DE Sortino Ratio Rank: 82
FVEM.DE Omega Ratio Rank: 81
FVEM.DE Calmar Ratio Rank: 84
FVEM.DE Martin Ratio Rank: 84

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.

WTD8.DE vs. FVEM.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 Franklin MSCI Emerging Markets Paris Aligned Climate UCITS ETF USD Capitalisation (FVEM.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	FVEM.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.29	2.66	-0.37
Sortino ratio: Return per unit of downside risk	3.33	3.59	-0.26
Omega ratio: Gain probability vs. loss probability	1.40	1.47	-0.07
Calmar ratio: Return relative to maximum drawdown	4.38	4.42	-0.04
Martin ratio: Return relative to average drawdown	15.35	16.79	-1.45
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current WTD8.DE Sharpe Ratio is 2.29, which is comparable to the FVEM.DE Sharpe Ratio of 2.66. The chart below compares the historical Sharpe Ratios of WTD8.DE and FVEM.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

	WTD8.DE	FVEM.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.29	2.66	-0.37
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.78	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.57	1.08	-0.51

Drawdowns

WTD8.DE vs. FVEM.DE - Drawdown Comparison

The maximum WTD8.DE drawdown since its inception was -34.98%, which is greater than FVEM.DE's maximum drawdown of -18.76%. Use the drawdown chart below to compare losses from any high point for WTD8.DE and FVEM.DE.

Drawdown Indicators

	WTD8.DE	FVEM.DE	Difference
Max Drawdown Largest peak-to-trough decline	-34.98%	-18.76%	-16.22%
Max Drawdown (1Y) Largest decline over 1 year	-6.15%	-10.62%	+4.47%
Max Drawdown (3Y) Largest decline over 3 years	-16.79%	-18.76%	+1.97%
Max Drawdown (5Y) Largest decline over 5 years	-17.08%	—	—
Current Drawdown Current decline from peak	-1.72%	-2.08%	+0.36%
Average Drawdown Average peak-to-trough decline	-5.99%	-3.46%	-2.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.76%	2.80%	-1.04%

Volatility

WTD8.DE vs. FVEM.DE - Volatility Comparison

The current volatility for WisdomTree Emerging Markets Equity Income UCITS ETF Acc (WTD8.DE) is 4.68%, while Franklin MSCI Emerging Markets Paris Aligned Climate UCITS ETF USD Capitalisation (FVEM.DE) has a volatility of 7.26%. This indicates that WTD8.DE experiences smaller price fluctuations and is considered to be less risky than FVEM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WTD8.DE	FVEM.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.68%	7.26%	-2.58%
Volatility (6M) Calculated over the trailing 6-month period	9.35%	14.82%	-5.47%
Volatility (1Y) Calculated over the trailing 1-year period	11.77%	17.67%	-5.90%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.54%	16.04%	-2.50%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.08%	16.04%	+0.04%

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

WTD8.DE has a 0.46% expense ratio, which is higher than FVEM.DE's 0.18% expense ratio.

Dividends

WTD8.DE vs. FVEM.DE - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

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

WTD8.DE and FVEM.DE have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

On fees, FVEM.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

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

FVEM.DE is cheaper with a 0.18% expense ratio, compared with 0.46% for WTD8.DE.

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

WTD8.DE tracks WisdomTree Emerging Markets Equity Income, while FVEM.DE tracks MSCI Emerging Markets Climate Paris Aligned. They also come from different issuers: WisdomTree and Franklin Templeton. Their fees differ too: 0.46% for WTD8.DE and 0.18% for FVEM.DE.