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

Performance

WTD8.DE vs. XDND.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 Xtrackers MSCI North America High Dividend Yield UCITS ETF (Acc) (XDND.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 investments are quite close, with WTD8.DE having a 18.36% return and XDND.DE slightly higher at 18.43%.


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%

XDND.DE

1D
0.56%
1M
3.01%
6M
14.31%
YTD
18.43%
1Y
25.32%
3Y*
12.47%
5Y*
9.92%
10Y*
9.42%
ALL TIME*
9.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
€50.99K€45.18K€50.30K
€549.25K€418.54K€225.40K

WTD8.DE vs. XDND.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%10.97%
XDND.DE
Xtrackers MSCI North America High Dividend Yield UCITS ETF (Acc)
18.43%0.21%17.37%2.26%0.85%33.35%-8.47%25.76%-0.21%4.27%

Correlation

The correlation between WTD8.DE and XDND.DE is 0.15, which is low. Their historical price movements had little consistent relationship.


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

0.15

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

0.32

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

0.35

Correlation (All Time)
Calculated using the full available price history since Nov 2, 2016

0.46

Over the past year, the correlation between WTD8.DE and XDND.DE has dropped to 0.15 - well below their long-term average of 0.46, suggesting their price drivers have been diverging.

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Return for Risk

WTD8.DE vs. XDND.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

XDND.DE
XDND.DE Risk / Return Rank: 9494
Overall Rank
XDND.DE Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
XDND.DE Sortino Ratio Rank: 9595
Sortino Ratio Rank
XDND.DE Omega Ratio Rank: 9393
Omega Ratio Rank
XDND.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
XDND.DE Martin Ratio Rank: 9292
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. XDND.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 Xtrackers MSCI North America High Dividend Yield UCITS ETF (Acc) (XDND.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.DEXDND.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.84

Sortino ratioReturn per unit of downside risk

-1.20

Omega ratioGain probability vs. loss probability

1.32

1.46

-0.15

Calmar ratioReturn relative to maximum drawdown

3.67

5.13

-1.46

Martin ratioReturn relative to average drawdown

11.12

15.67

-4.55

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

The current WTD8.DE Sharpe Ratio is 1.84, which is lower than the XDND.DE Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of WTD8.DE and XDND.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. XDND.DE - Drawdown Comparison

The maximum WTD8.DE drawdown since its inception was -34.97%, which is greater than XDND.DE's maximum drawdown of -32.18%. Use the drawdown chart below to compare losses from any high point for WTD8.DE and XDND.DE.


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Drawdown Indicators


WTD8.DEXDND.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.97%

-32.18%

-2.79%

Max Drawdown (1Y)

Largest decline over 1 year

-6.15%

-4.92%

-1.23%

Max Drawdown (3Y)

Largest decline over 3 years

-16.81%

-18.13%

+1.32%

Max Drawdown (5Y)

Largest decline over 5 years

-17.11%

-18.13%

+1.02%

Max Drawdown (10Y)

Largest decline over 10 years

-32.18%

Current Drawdown

Current decline from peak

-4.34%

0.00%

-4.34%

Average Drawdown

Average peak-to-trough decline

-6.57%

-6.81%

+0.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

1.61%

+0.43%

Volatility

WTD8.DE vs. XDND.DE - Volatility Comparison

WisdomTree Emerging Markets Equity Income UCITS ETF Acc (WTD8.DE) has a higher volatility of 3.92% compared to Xtrackers MSCI North America High Dividend Yield UCITS ETF (Acc) (XDND.DE) at 3.02%. This indicates that WTD8.DE's price experiences larger fluctuations and is considered to be riskier than XDND.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.DEXDND.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.92%

3.02%

+0.90%

Volatility (6M)

Calculated over the trailing 6-month period

10.17%

6.99%

+3.18%

Volatility (1Y)

Calculated over the trailing 1-year period

12.28%

9.44%

+2.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.64%

12.48%

+1.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.88%

16.08%

+5.80%

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

WTD8.DE has a 0.46% expense ratio, which is higher than XDND.DE's 0.39% expense ratio.


Dividends

WTD8.DE vs. XDND.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


WTD8.DE and XDND.DE have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDND.DE is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDND.DE is cheaper with a 0.39% expense ratio, compared with 0.46% for WTD8.DE.

WTD8.DE tracks WisdomTree Emerging Markets Equity Income, while XDND.DE tracks MSCI North America High Dividend Yield Index. They also come from different issuers: WisdomTree and Xtrackers. Their fees differ too: 0.46% for WTD8.DE and 0.39% for XDND.DE.

Portfolio Optimizer

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

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