WTD8.DE vs. VGWE.DE

Last updated Jul 28, 2026

WTD8.DE (WisdomTree Emerging Markets Equity Income UCITS ETF Acc) and VGWE.DE (Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulating) are both Dividend funds - WTD8.DE tracks the WisdomTree Emerging Markets Equity Income while VGWE.DE tracks the FTSE All-World High Dividend Yield Index. Both are passively managed. Over the past 5 years, WTD8.DE returned 10.92%/yr vs 12.65%/yr for VGWE.DE. Their 0.62 correlation means they have sometimes moved together and sometimes differently. WTD8.DE charges 0.46%/yr vs 0.29%/yr for VGWE.DE.

Performance

WTD8.DE vs. VGWE.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 Accumulating (VGWE.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with WTD8.DE having a 18.36% return and VGWE.DE slightly lower at 18.07%.

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%

VGWE.DE

• 1D: 0.23%
• 1M: 2.82%
• 6M: 14.56%
• YTD: 18.07%
• 1Y: 29.15%
• 3Y*: 16.46%
• 5Y*: 12.65%
• 10Y*: —
• ALL TIME*: 14.43%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
VGWE.DE Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulating	€2.48M	€2.71M	€2.57M
WTD8.DE WisdomTree Emerging Markets Equity Income UCITS ETF Acc	€50.99K	€45.18K	€50.30K

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020
WTD8.DE WisdomTree Emerging Markets Equity Income UCITS ETF Acc	18.36%	7.57%	11.55%	17.18%	-7.38%	23.16%	3.57%
VGWE.DE Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulating	18.07%	12.81%	15.59%	7.89%	0.02%	27.81%	7.83%

Correlation

The correlation between WTD8.DE and VGWE.DE is 0.57, 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.	0.57
Correlation (3Y) Balances recent behavior with more history.	0.61
Correlation (5Y) Shows whether the relationship held over a longer period.	0.61
Correlation (All Time) Calculated using the full available price history since Jun 3, 2020	0.62

The correlation between WTD8.DE and VGWE.DE has been stable across timeframes, ranging from 0.57 to 0.62 - a consistent structural relationship.

Return for Risk

WTD8.DE vs. VGWE.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: 82
WTD8.DE Sharpe Ratio Rank: 80
WTD8.DE Sortino Ratio Rank: 82
WTD8.DE Omega Ratio Rank: 75
WTD8.DE Calmar Ratio Rank: 88
WTD8.DE Martin Ratio Rank: 83

VGWE.DE

VGWE.DE Risk / Return Rank: 95
VGWE.DE Sharpe Ratio Rank: 96
VGWE.DE Sortino Ratio Rank: 96
VGWE.DE Omega Ratio Rank: 95
VGWE.DE Calmar Ratio Rank: 94
VGWE.DE Martin Ratio Rank: 94

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. VGWE.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 Accumulating (VGWE.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	VGWE.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.84	3.13	-1.29
Sortino ratio: Return per unit of downside risk	2.67	4.36	-1.69
Omega ratio: Gain probability vs. loss probability	1.32	1.57	-0.26
Calmar ratio: Return relative to maximum drawdown	3.67	4.84	-1.17
Martin ratio: Return relative to average drawdown	11.12	19.16	-8.05

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

The current WTD8.DE Sharpe Ratio is 1.84, which is lower than the VGWE.DE Sharpe Ratio of 3.13. The chart below compares the historical Sharpe Ratios of WTD8.DE and VGWE.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.

Drawdowns

WTD8.DE vs. VGWE.DE - Drawdown Comparison

The maximum WTD8.DE drawdown since its inception was -34.97%, which is greater than VGWE.DE's maximum drawdown of -16.43%. Use the drawdown chart below to compare losses from any high point for WTD8.DE and VGWE.DE.

Drawdown Indicators

	WTD8.DE	VGWE.DE	Difference
Max Drawdown Largest peak-to-trough decline	-34.97%	-16.43%	-18.54%
Max Drawdown (1Y) Largest decline over 1 year	-6.15%	-6.00%	-0.15%
Max Drawdown (3Y) Largest decline over 3 years	-16.81%	-16.43%	-0.38%
Max Drawdown (5Y) Largest decline over 5 years	-17.11%	-16.43%	-0.68%
Current Drawdown Current decline from peak	-4.34%	0.00%	-4.34%
Average Drawdown Average peak-to-trough decline	-6.57%	-2.32%	-4.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.04%	1.52%	+0.52%

Volatility

WTD8.DE vs. VGWE.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 Accumulating (VGWE.DE) at 1.89%. This indicates that WTD8.DE's price experiences larger fluctuations and is considered to be riskier than VGWE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WTD8.DE	VGWE.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.92%	1.89%	+2.03%
Volatility (6M) Calculated over the trailing 6-month period	10.17%	6.96%	+3.21%
Volatility (1Y) Calculated over the trailing 1-year period	12.28%	9.28%	+3.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.64%	11.44%	+2.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.88%	12.16%	+9.72%

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

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

Dividends

WTD8.DE vs. VGWE.DE - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

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

WTD8.DE and VGWE.DE have a correlation of 0.57, 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 VGWE.DE?

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

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

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

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

WTD8.DE tracks WisdomTree Emerging Markets Equity Income, while VGWE.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 VGWE.DE.