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

Performance

WTD8.DE vs. VGWD.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 Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with WTD8.DE having a 18.36% return and VGWD.DE slightly lower at 18.08%.


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%

VGWD.DE

1D
0.15%
1M
2.80%
6M
14.56%
YTD
18.08%
1Y
29.11%
3Y*
16.46%
5Y*
12.58%
10Y*
ALL TIME*
9.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
€5.88M€5.99M€6.29M
€50.99K€45.18K€50.30K

WTD8.DE vs. VGWD.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%4.13%
VGWD.DE
Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing
18.08%13.16%15.75%7.29%0.08%27.89%-9.60%25.03%-8.03%1.24%

Correlation

The correlation between WTD8.DE and VGWD.DE is 0.58, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


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

0.58

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

0.62

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

0.63

Correlation (All Time)
Calculated using the full available price history since Oct 26, 2017

0.69

The correlation between WTD8.DE and VGWD.DE shifts across timeframes, from 0.58 (1 year) to 0.69 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

WTD8.DE vs. VGWD.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

VGWD.DE
VGWD.DE Risk / Return Rank: 9595
Overall Rank
VGWD.DE Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
VGWD.DE Sortino Ratio Rank: 9696
Sortino Ratio Rank
VGWD.DE Omega Ratio Rank: 9696
Omega Ratio Rank
VGWD.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
VGWD.DE Martin Ratio Rank: 9595
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. VGWD.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 Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.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.DEVGWD.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.34

Sortino ratioReturn per unit of downside risk

-1.71

Omega ratioGain probability vs. loss probability

1.32

1.60

-0.28

Calmar ratioReturn relative to maximum drawdown

3.67

4.98

-1.31

Martin ratioReturn relative to average drawdown

11.12

19.66

-8.54

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

The current WTD8.DE Sharpe Ratio is 1.84, which is lower than the VGWD.DE Sharpe Ratio of 3.19. The chart below compares the historical Sharpe Ratios of WTD8.DE and VGWD.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. VGWD.DE - Drawdown Comparison

The maximum WTD8.DE drawdown since its inception was -34.97%, roughly equal to the maximum VGWD.DE drawdown of -34.57%. Use the drawdown chart below to compare losses from any high point for WTD8.DE and VGWD.DE.


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Drawdown Indicators


WTD8.DEVGWD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.97%

-34.57%

-0.40%

Max Drawdown (1Y)

Largest decline over 1 year

-6.15%

-5.82%

-0.33%

Max Drawdown (3Y)

Largest decline over 3 years

-16.81%

-16.86%

+0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-17.11%

-16.86%

-0.25%

Current Drawdown

Current decline from peak

-4.34%

0.00%

-4.34%

Average Drawdown

Average peak-to-trough decline

-6.57%

-3.99%

-2.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

1.48%

+0.56%

Volatility

WTD8.DE vs. VGWD.DE - Volatility Comparison

WisdomTree Emerging Markets Equity Income UCITS ETF Acc (WTD8.DE) has a higher volatility of 3.92% compared to Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.DE) at 1.87%. This indicates that WTD8.DE's price experiences larger fluctuations and is considered to be riskier than VGWD.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.DEVGWD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.92%

1.87%

+2.05%

Volatility (6M)

Calculated over the trailing 6-month period

10.17%

6.87%

+3.30%

Volatility (1Y)

Calculated over the trailing 1-year period

12.28%

9.12%

+3.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.64%

11.45%

+2.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.88%

14.14%

+7.74%

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

WTD8.DE has a 0.46% expense ratio, which is higher than VGWD.DE's 0.29% expense ratio.


Dividends

WTD8.DE vs. VGWD.DE - Dividend Comparison

WTD8.DE has not paid dividends to shareholders, while VGWD.DE's dividend yield for the trailing twelve months is around 2.44%.


PositionTTM202520242023202220212020201920182017
VGWD.DE
Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing
2.44%2.84%3.05%3.40%3.78%3.02%3.08%3.21%3.70%0.58%
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%

Frequently Asked Questions


WTD8.DE and VGWD.DE have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VGWD.DE is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VGWD.DE is cheaper with a 0.29% expense ratio, compared with 0.46% for WTD8.DE.

WTD8.DE tracks WisdomTree Emerging Markets Equity Income, while VGWD.DE tracks FTSE All-World High Dividend Yield Index. They also come from different issuers: WisdomTree and Vanguard. Their fees differ too: 0.46% for WTD8.DE and 0.29% for VGWD.DE.

Portfolio Optimizer

Find the right allocation for WTD8.DE and VGWD.DE

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