WTD8.DE vs. SPYM.DE
WTD8.DE (WisdomTree Emerging Markets Equity Income UCITS ETF Acc) and SPYM.DE (SPDR MSCI Emerging Markets UCITS ETF) are both Emerging Markets Equities funds - WTD8.DE tracks the WisdomTree Emerging Markets Equity Income while SPYM.DE tracks the MSCI Emerging Markets. Both are passively managed. Over the past 5 years, WTD8.DE returned 10.65%/yr vs 8.11%/yr for SPYM.DE. Their correlation of 0.82 suggests significant overlap in exposure. WTD8.DE charges 0.46%/yr vs 0.18%/yr for SPYM.DE.
Performance
WTD8.DE vs. SPYM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, WTD8.DE achieves a 19.36% return, which is significantly lower than SPYM.DE's 27.50% return.
WTD8.DE
- 1D
- -0.89%
- 1M
- 0.31%
- YTD
- 19.36%
- 6M
- 20.57%
- 1Y
- 25.64%
- 3Y*
- 16.08%
- 5Y*
- 10.65%
- 10Y*
- —
SPYM.DE
- 1D
- -1.09%
- 1M
- 0.78%
- YTD
- 27.50%
- 6M
- 29.31%
- 1Y
- 46.72%
- 3Y*
- 21.56%
- 5Y*
- 8.11%
- 10Y*
- 9.95%
WTD8.DE vs. SPYM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WTD8.DE WisdomTree Emerging Markets Equity Income UCITS ETF Acc | 19.36% | 7.57% | 11.55% | 17.18% | -7.38% | 23.16% | -15.38% | 22.99% | -4.26% | 10.97% |
SPYM.DE SPDR MSCI Emerging Markets UCITS ETF | 27.50% | 19.06% | 14.05% | 6.05% | -14.90% | 5.28% | 6.27% | 22.31% | -11.26% | 19.74% |
Correlation
The correlation between WTD8.DE and SPYM.DE is 0.77, 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 | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Nov 2, 2016 | 0.82 |
The correlation between WTD8.DE and SPYM.DE has been stable across timeframes, ranging from 0.77 to 0.82 - a consistent structural relationship.
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Return for Risk
WTD8.DE vs. SPYM.DE — Risk / Return Rank
WTD8.DE
SPYM.DE
WTD8.DE vs. SPYM.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 SPDR MSCI Emerging Markets UCITS ETF (SPYM.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.DE | SPYM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.30 | ||
| Sortino ratioReturn per unit of downside risk | -0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.43 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 4.09 | 4.46 | -0.36 |
| Martin ratioReturn relative to average drawdown | 13.88 | 15.02 | -1.14 |
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Drawdowns
WTD8.DE vs. SPYM.DE - Drawdown Comparison
The maximum WTD8.DE drawdown since its inception was -34.97%, smaller than the maximum SPYM.DE drawdown of -44.83%. Use the drawdown chart below to compare losses from any high point for WTD8.DE and SPYM.DE.
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Drawdown Indicators
| WTD8.DE | SPYM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.97% | -44.83% | +9.86% |
Max Drawdown (1Y)Largest decline over 1 year | -6.15% | -10.38% | +4.23% |
Max Drawdown (3Y)Largest decline over 3 years | -16.81% | -18.95% | +2.14% |
Max Drawdown (5Y)Largest decline over 5 years | -17.11% | -23.86% | +6.75% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.69% | — |
Current DrawdownCurrent decline from peak | -3.53% | -5.19% | +1.66% |
Average DrawdownAverage peak-to-trough decline | -6.60% | -17.62% | +11.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 3.09% | -1.27% |
Volatility
WTD8.DE vs. SPYM.DE - Volatility Comparison
The current volatility for WisdomTree Emerging Markets Equity Income UCITS ETF Acc (WTD8.DE) is 4.56%, while SPDR MSCI Emerging Markets UCITS ETF (SPYM.DE) has a volatility of 9.00%. This indicates that WTD8.DE experiences smaller price fluctuations and is considered to be less risky than SPYM.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 | SPYM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.56% | 9.00% | -4.44% |
Volatility (6M)Calculated over the trailing 6-month period | 9.81% | 17.17% | -7.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.13% | 19.48% | -7.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.61% | 17.17% | -3.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.94% | 18.50% | +3.44% |
WTD8.DE vs. SPYM.DE - Expense Ratio Comparison
WTD8.DE has a 0.46% expense ratio, which is higher than SPYM.DE's 0.18% expense ratio.
Dividends
WTD8.DE vs. SPYM.DE - Dividend Comparison
Neither WTD8.DE nor SPYM.DE has paid dividends to shareholders.
Frequently Asked Questions
WTD8.DE and SPYM.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPYM.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPYM.DE is cheaper with a 0.18% expense ratio, compared with 0.46% for WTD8.DE.
WTD8.DE tracks WisdomTree Emerging Markets Equity Income, while SPYM.DE tracks MSCI Emerging Markets. They also come from different issuers: WisdomTree and State Street. Their fees differ too: 0.46% for WTD8.DE and 0.18% for SPYM.DE.
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