WTDM.DE vs. ^GSPC
WTDM.DE (WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc) is Dividend fund tracking the WisdomTree U.S. Quality Dividend Growth Index, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, WTDM.DE returned 13.56%/yr vs 13.56%/yr for ^GSPC. A 0.56 correlation means they provide meaningful diversification when combined.
Performance
WTDM.DE vs. ^GSPC - Performance Comparison
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Different Trading Currencies
WTDM.DE is traded in EUR, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, WTDM.DE achieves a 8.06% return, which is significantly lower than ^GSPC's 11.08% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: WTDM.DE at 13.56% and ^GSPC at 13.56%.
WTDM.DE
- 1D
- -0.48%
- 1M
- 1.60%
- YTD
- 8.06%
- 6M
- 8.34%
- 1Y
- 18.87%
- 3Y*
- 13.65%
- 5Y*
- 12.44%
- 10Y*
- 13.56%
^GSPC
- 1D
- -0.08%
- 1M
- 0.13%
- YTD
- 11.08%
- 6M
- 9.99%
- 1Y
- 23.85%
- 3Y*
- 17.70%
- 5Y*
- 12.53%
- 10Y*
- 13.56%
WTDM.DE vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WTDM.DE WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc | 8.06% | 0.90% | 24.88% | 14.95% | -3.38% | 36.01% | 2.42% | 32.88% | -2.37% | 11.34% |
^GSPC S&P 500 Index | 11.08% | 2.58% | 31.45% | 20.51% | -14.45% | 36.38% | 6.68% | 31.79% | -1.84% | 4.74% |
Correlation
The correlation between WTDM.DE and ^GSPC is 0.53, 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 | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Jun 3, 2016 | 0.56 |
The correlation between WTDM.DE and ^GSPC has been stable across timeframes, ranging from 0.51 to 0.56 - a consistent structural relationship.
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Return for Risk
WTDM.DE vs. ^GSPC — Risk / Return Rank
WTDM.DE
^GSPC
WTDM.DE vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (WTDM.DE) and S&P 500 Index (^GSPC). 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.
| WTDM.DE | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.35 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.44 | 3.17 | +0.27 |
| Martin ratioReturn relative to average drawdown | 12.19 | 11.71 | +0.48 |
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Drawdowns
WTDM.DE vs. ^GSPC - Drawdown Comparison
The maximum WTDM.DE drawdown since its inception was -31.18%, smaller than the maximum ^GSPC drawdown of -51.62%. Use the drawdown chart below to compare losses from any high point for WTDM.DE and ^GSPC.
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Drawdown Indicators
| WTDM.DE | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.18% | -51.62% | +20.44% |
Max Drawdown (1Y)Largest decline over 1 year | -5.46% | -7.57% | +2.11% |
Max Drawdown (3Y)Largest decline over 3 years | -20.58% | -23.99% | +3.41% |
Max Drawdown (5Y)Largest decline over 5 years | -20.58% | -23.99% | +3.41% |
Max Drawdown (10Y)Largest decline over 10 years | -31.18% | -33.42% | +2.24% |
Current DrawdownCurrent decline from peak | -0.48% | -1.08% | +0.60% |
Average DrawdownAverage peak-to-trough decline | -4.57% | -9.08% | +4.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.55% | 2.04% | -0.49% |
Volatility
WTDM.DE vs. ^GSPC - Volatility Comparison
The current volatility for WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (WTDM.DE) is 2.08%, while S&P 500 Index (^GSPC) has a volatility of 3.97%. This indicates that WTDM.DE experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WTDM.DE | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.08% | 3.97% | -1.89% |
Volatility (6M)Calculated over the trailing 6-month period | 6.59% | 9.16% | -2.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.97% | 12.60% | -2.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.55% | 16.86% | -3.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.09% | 18.61% | -2.52% |
Frequently Asked Questions
WTDM.DE and ^GSPC have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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