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

WTD8.DE vs. WTEI.DE

Last updated Apr 8, 2026

WTD8.DE (WisdomTree Emerging Markets Equity Income UCITS ETF Acc) and WTEI.DE (WisdomTree Emerging Markets Equity Income UCITS ETF) are both Emerging Markets Equities funds from WisdomTree tracking the WisdomTree Emerging Markets Equity Income. Both are passively managed. Over the past 5 years, WTD8.DE returned 8.73%/yr vs 8.70%/yr for WTEI.DE. Both charge a 0.46% expense ratio.

Performance

WTD8.DE vs. WTEI.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 WisdomTree Emerging Markets Equity Income UCITS ETF (WTEI.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 5.72% return, which is significantly higher than WTEI.DE's 5.07% return.

WTD8.DE

1D
-0.87%
1M
0.46%
YTD
5.72%
6M
8.31%
1Y
26.47%
3Y*
13.10%
5Y*
8.73%
10Y*
—

WTEI.DE

1D
-1.10%
1M
-0.01%
YTD
5.07%
6M
8.03%
1Y
25.25%
3Y*
13.08%
5Y*
8.70%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020
WTD8.DE
WisdomTree Emerging Markets Equity Income UCITS ETF Acc		5.72%7.57%11.50%17.20%-7.38%23.16%5.00%
WTEI.DE
WisdomTree Emerging Markets Equity Income UCITS ETF		5.07%7.76%11.91%16.94%-7.18%22.68%6.08%

Correlation

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

Both WTD8.DE and WTEI.DE have an expense ratio of 0.46%.

WTD8.DE
WisdomTree Emerging Markets Equity Income UCITS ETF Acc
WTEI.DE
WisdomTree Emerging Markets Equity Income UCITS ETF

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WisdomTree Emerging Markets Equity Income UCITS ETF Acc

WisdomTree Emerging Markets Equity Income UCITS ETF

Often compared with WTD8.DE:
WTD8.DE vs. PRAM.DEWTD8.DE vs. GGRG.LWTD8.DE vs. 5MVL.DEWTD8.DE vs. GACB.DEWTD8.DE vs. ACUG.DEWTD8.DE vs. 36B5.DEWTD8.DE vs. VFEA.DE
Often compared with WTEI.DE:
WTEI.DE vs. JEPQWTEI.DE vs. EMHD.LWTEI.DE vs. HDEM.LWTEI.DE vs. JEPIWTEI.DE vs. VDIV.DEWTEI.DE vs. QGRWWTEI.DE vs. IDVO

Return for Risk

WTD8.DE vs. WTEI.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: 6464
Overall Rank
WTD8.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
WTD8.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
WTD8.DE Omega Ratio Rank: 6161
Omega Ratio Rank
WTD8.DE Calmar Ratio Rank: 6767
Calmar Ratio Rank
WTD8.DE Martin Ratio Rank: 6262
Martin Ratio Rank
WTEI.DE
WTEI.DE Risk / Return Rank: 6868
Overall Rank
WTEI.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
WTEI.DE Sortino Ratio Rank: 6161
Sortino Ratio Rank
WTEI.DE Omega Ratio Rank: 5959
Omega Ratio Rank
WTEI.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
WTEI.DE Martin Ratio Rank: 7777
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. WTEI.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 WisdomTree Emerging Markets Equity Income UCITS ETF (WTEI.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.DEWTEI.DEDifference

Sharpe ratio

Return per unit of total volatility

2.06

1.96

+0.10

Sortino ratio

Return per unit of downside risk

2.99

2.76

+0.23

Omega ratio

Gain probability vs. loss probability

1.39

1.36

+0.02

Calmar ratio

Return relative to maximum drawdown

2.94

3.40

-0.47

Martin ratio

Return relative to average drawdown

10.19

12.50

-2.30

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current WTD8.DE Sharpe Ratio is 2.06, which is comparable to the WTEI.DE Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of WTD8.DE and WTEI.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.DEWTEI.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.06

1.96

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.63

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.75

-0.26

Drawdowns

WTD8.DE vs. WTEI.DE - Drawdown Comparison

The maximum WTD8.DE drawdown since its inception was -34.98%, which is greater than WTEI.DE's maximum drawdown of -16.73%. Use the drawdown chart below to compare losses from any high point for WTD8.DE and WTEI.DE.

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Drawdown Indicators

WTD8.DEWTEI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.98%

-16.73%

-18.25%

Max Drawdown (1Y)

Largest decline over 1 year

-6.15%

-6.00%

-0.15%

Max Drawdown (5Y)

Largest decline over 5 years

-17.08%

-16.73%

-0.35%

Current Drawdown

Current decline from peak

-4.50%

-4.67%

+0.17%

Average Drawdown

Average peak-to-trough decline

-6.08%

-4.10%

-1.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.77%

1.63%

+0.14%

Volatility

WTD8.DE vs. WTEI.DE - Volatility Comparison

The current volatility for WisdomTree Emerging Markets Equity Income UCITS ETF Acc (WTD8.DE) is 4.11%, while WisdomTree Emerging Markets Equity Income UCITS ETF (WTEI.DE) has a volatility of 4.44%. This indicates that WTD8.DE experiences smaller price fluctuations and is considered to be less risky than WTEI.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.DEWTEI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.11%

4.44%

-0.33%

Volatility (6M)

Calculated over the trailing 6-month period

8.29%

9.24%

-0.95%

Volatility (1Y)

Calculated over the trailing 1-year period

14.58%

13.56%

+1.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.47%

13.76%

-0.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.09%

13.91%

+2.18%

Dividends

WTD8.DE vs. WTEI.DE - Dividend Comparison

WTD8.DE has not paid dividends to shareholders, while WTEI.DE's dividend yield for the trailing twelve months is around 3.59%.

TTM20252024202320222021202020192018201720162015
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%
WTEI.DE
WisdomTree Emerging Markets Equity Income UCITS ETF		3.59%4.52%7.52%6.96%7.43%3.95%4.97%0.00%0.00%0.00%0.00%0.00%