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WTD8.DE vs. SPYD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WTD8.DE vs. SPYD.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 State Street SPDR S&P U.S. Dividend Aristocrats UCITS ETF (Dist) (SPYD.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WTD8.DE achieves a 18.36% return, which is significantly higher than SPYD.DE's 16.63% return.


WTD8.DE

1D
-1.36%
1M
-0.84%
6M
13.09%
YTD
18.36%
1Y
22.68%
3Y*
13.49%
5Y*
10.92%
10Y*
ALL TIME*
7.50%

SPYD.DE

1D
0.67%
1M
2.33%
6M
12.82%
YTD
16.63%
1Y
18.65%
3Y*
8.56%
5Y*
8.14%
10Y*
8.60%
ALL TIME*
12.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
€1.10M€1.17M€1.43M
€50.99K€45.18K€50.30K

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


2026 (YTD)202520242023202220212020201920182017
WTD8.DE
WisdomTree Emerging Markets Equity Income UCITS ETF Acc
18.36%7.57%11.55%17.18%-7.38%23.16%-15.38%22.99%-4.26%10.97%
SPYD.DE
State Street SPDR S&P U.S. Dividend Aristocrats UCITS ETF (Dist)
16.63%-3.53%14.02%-1.46%5.40%36.24%-8.60%25.98%0.02%1.45%

Correlation

The correlation between WTD8.DE and SPYD.DE is 0.12, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.12

Correlation (3Y)
Balances recent behavior with more history.

0.26

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.31

Correlation (All Time)
Calculated using the full available price history since Nov 2, 2016

0.43

Over the past year, the correlation between WTD8.DE and SPYD.DE has dropped to 0.12 - well below their long-term average of 0.43, suggesting their price drivers have been diverging.

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Return for Risk

WTD8.DE vs. SPYD.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: 8282
Overall Rank
WTD8.DE Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
WTD8.DE Sortino Ratio Rank: 8282
Sortino Ratio Rank
WTD8.DE Omega Ratio Rank: 7575
Omega Ratio Rank
WTD8.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
WTD8.DE Martin Ratio Rank: 8383
Martin Ratio Rank

SPYD.DE
SPYD.DE Risk / Return Rank: 7777
Overall Rank
SPYD.DE Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
SPYD.DE Sortino Ratio Rank: 8282
Sortino Ratio Rank
SPYD.DE Omega Ratio Rank: 7575
Omega Ratio Rank
SPYD.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
SPYD.DE Martin Ratio Rank: 6565
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.

WTD8.DE vs. SPYD.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 State Street SPDR S&P U.S. Dividend Aristocrats UCITS ETF (Dist) (SPYD.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


WTD8.DESPYD.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

1.32

1.31

0.00

Calmar ratioReturn relative to maximum drawdown

3.67

3.02

+0.65

Martin ratioReturn relative to average drawdown

11.12

7.74

+3.38

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

The current WTD8.DE Sharpe Ratio is 1.84, which is comparable to the SPYD.DE Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of WTD8.DE and SPYD.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.


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Drawdowns

WTD8.DE vs. SPYD.DE - Drawdown Comparison

The maximum WTD8.DE drawdown since its inception was -34.97%, roughly equal to the maximum SPYD.DE drawdown of -35.89%. Use the drawdown chart below to compare losses from any high point for WTD8.DE and SPYD.DE.


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Drawdown Indicators


WTD8.DESPYD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.97%

-35.89%

+0.92%

Max Drawdown (1Y)

Largest decline over 1 year

-6.15%

-6.16%

+0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-16.81%

-19.35%

+2.54%

Max Drawdown (5Y)

Largest decline over 5 years

-17.11%

-19.35%

+2.24%

Max Drawdown (10Y)

Largest decline over 10 years

-35.89%

Current Drawdown

Current decline from peak

-4.34%

0.00%

-4.34%

Average Drawdown

Average peak-to-trough decline

-6.57%

-6.54%

-0.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

2.41%

-0.37%

Volatility

WTD8.DE vs. SPYD.DE - Volatility Comparison

WisdomTree Emerging Markets Equity Income UCITS ETF Acc (WTD8.DE) has a higher volatility of 3.92% compared to State Street SPDR S&P U.S. Dividend Aristocrats UCITS ETF (Dist) (SPYD.DE) at 3.41%. This indicates that WTD8.DE's price experiences larger fluctuations and is considered to be riskier than SPYD.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.DESPYD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.92%

3.41%

+0.51%

Volatility (6M)

Calculated over the trailing 6-month period

10.17%

7.24%

+2.93%

Volatility (1Y)

Calculated over the trailing 1-year period

12.28%

10.03%

+2.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.64%

13.43%

+0.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.88%

15.85%

+6.03%

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

WTD8.DE has a 0.46% expense ratio, which is higher than SPYD.DE's 0.35% expense ratio.


Dividends

WTD8.DE vs. SPYD.DE - Dividend Comparison

WTD8.DE has not paid dividends to shareholders, while SPYD.DE's dividend yield for the trailing twelve months is around 1.94%.


PositionTTM20252024202320222021202020192018201720162015
SPYD.DE
State Street SPDR S&P U.S. Dividend Aristocrats UCITS ETF (Dist)
1.94%2.23%1.97%2.30%2.16%2.07%2.52%2.01%1.66%1.87%1.74%2.02%
WTD8.DE
WisdomTree Emerging Markets Equity Income UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


WTD8.DE and SPYD.DE have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPYD.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPYD.DE is cheaper with a 0.35% expense ratio, compared with 0.46% for WTD8.DE.

WTD8.DE tracks WisdomTree Emerging Markets Equity Income, while SPYD.DE tracks S&P High Yield Dividend Aristocrats Index. They also come from different issuers: WisdomTree and State Street. Their fees differ too: 0.46% for WTD8.DE and 0.35% for SPYD.DE.

Portfolio Optimizer

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