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WTD8.DE vs. UEF5.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WTD8.DE vs. UEF5.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 UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis (UEF5.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 19.39% return, which is significantly lower than UEF5.DE's 34.15% 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*

UEF5.DE

1D
-1.52%
1M
6.86%
YTD
34.15%
6M
35.47%
1Y
59.20%
3Y*
24.16%
5Y*
10.12%
10Y*
9.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WTD8.DE vs. UEF5.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WTD8.DE
WisdomTree Emerging Markets Equity Income UCITS ETF Acc
19.39%7.57%11.50%17.20%-7.38%23.16%-15.39%23.05%-4.28%10.97%
UEF5.DE
UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis
34.15%21.04%15.43%3.76%-15.31%7.01%5.32%14.48%-7.65%16.40%

Correlation

The correlation between WTD8.DE and UEF5.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

0.75

Correlation (5Y)
Calculated over the trailing 5-year period

0.75

Correlation (All Time)
Calculated using the full available price history since Nov 14, 2016

0.81

The correlation between WTD8.DE and UEF5.DE has been stable across timeframes, ranging from 0.74 to 0.81 - a consistent structural relationship.

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Return for Risk

WTD8.DE vs. UEF5.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: 7676
Overall Rank
WTD8.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
WTD8.DE Sortino Ratio Rank: 7575
Sortino Ratio Rank
WTD8.DE Omega Ratio Rank: 6969
Omega Ratio Rank
WTD8.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
WTD8.DE Martin Ratio Rank: 8080
Martin Ratio Rank

UEF5.DE
UEF5.DE Risk / Return Rank: 9191
Overall Rank
UEF5.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
UEF5.DE Sortino Ratio Rank: 9090
Sortino Ratio Rank
UEF5.DE Omega Ratio Rank: 8989
Omega Ratio Rank
UEF5.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
UEF5.DE Martin Ratio Rank: 9191
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. UEF5.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 UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis (UEF5.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.DEUEF5.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.85

Sortino ratioReturn per unit of downside risk

-0.86

Omega ratioGain probability vs. loss probability

1.40

1.55

-0.15

Calmar ratioReturn relative to maximum drawdown

4.38

6.29

-1.91

Martin ratioReturn relative to average drawdown

15.35

21.83

-6.49

WTD8.DE vs. UEF5.DE - Sharpe Ratio Comparison

The current WTD8.DE Sharpe Ratio is 2.29, which is comparable to the UEF5.DE Sharpe Ratio of 3.14. The chart below compares the historical Sharpe Ratios of WTD8.DE and UEF5.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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Sharpe Ratios by Period


WTD8.DEUEF5.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.29

3.14

-0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

0.57

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.41

+0.16

Drawdowns

WTD8.DE vs. UEF5.DE - Drawdown Comparison

The maximum WTD8.DE drawdown since its inception was -34.98%, roughly equal to the maximum UEF5.DE drawdown of -36.71%. Use the drawdown chart below to compare losses from any high point for WTD8.DE and UEF5.DE.


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Drawdown Indicators


WTD8.DEUEF5.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.98%

-36.71%

+1.73%

Max Drawdown (1Y)

Largest decline over 1 year

-6.15%

-9.52%

+3.37%

Max Drawdown (3Y)

Largest decline over 3 years

-16.79%

-20.41%

+3.62%

Max Drawdown (5Y)

Largest decline over 5 years

-17.08%

-24.34%

+7.26%

Max Drawdown (10Y)

Largest decline over 10 years

-36.71%

Current Drawdown

Current decline from peak

-1.72%

-2.55%

+0.83%

Average Drawdown

Average peak-to-trough decline

-5.99%

-9.99%

+4.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.76%

2.75%

-0.99%

Volatility

WTD8.DE vs. UEF5.DE - Volatility Comparison

The current volatility for WisdomTree Emerging Markets Equity Income UCITS ETF Acc (WTD8.DE) is 4.68%, while UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis (UEF5.DE) has a volatility of 8.72%. This indicates that WTD8.DE experiences smaller price fluctuations and is considered to be less risky than UEF5.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.DEUEF5.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.68%

8.72%

-4.04%

Volatility (6M)

Calculated over the trailing 6-month period

9.35%

15.86%

-6.51%

Volatility (1Y)

Calculated over the trailing 1-year period

11.77%

19.10%

-7.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.54%

17.66%

-4.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.08%

18.88%

-2.80%

WTD8.DE vs. UEF5.DE - Expense Ratio Comparison

WTD8.DE has a 0.46% expense ratio, which is higher than UEF5.DE's 0.24% expense ratio.


Dividends

WTD8.DE vs. UEF5.DE - Dividend Comparison

WTD8.DE has not paid dividends to shareholders, while UEF5.DE's dividend yield for the trailing twelve months is around 1.58%.


PositionTTM20252024202320222021202020192018201720162015
UEF5.DE
UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis
1.58%2.19%1.73%2.36%2.19%1.32%1.89%2.00%2.16%2.00%2.30%1.65%
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 UEF5.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, UEF5.DE is cheaper at 0.24% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UEF5.DE is cheaper with a 0.24% expense ratio, compared with 0.46% for WTD8.DE.

WTD8.DE tracks WisdomTree Emerging Markets Equity Income, while UEF5.DE tracks MSCI Emerging Markets SRI Low Carbon Select 5% Issuer Capped. They also come from different issuers: WisdomTree and UBS. Their fees differ too: 0.46% for WTD8.DE and 0.24% for UEF5.DE.

Portfolio Optimizer

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