WTDM.DE vs. ^STOXX
WTDM.DE (WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc) is Dividend fund tracking the WisdomTree U.S. Quality Dividend Growth Index, while ^STOXX (STOXX Europe 600 Index) is an index. Over the past 5 years, WTDM.DE returned 12.75%/yr vs 6.65%/yr for ^STOXX. A 0.65 correlation means they provide meaningful diversification when combined.
Performance
WTDM.DE vs. ^STOXX - Performance Comparison
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Returns By Period
In the year-to-date period, WTDM.DE achieves a 7.70% return, which is significantly higher than ^STOXX's 5.45% return.
WTDM.DE
- 1D
- 0.05%
- 1M
- 3.49%
- YTD
- 7.70%
- 6M
- 6.99%
- 1Y
- 18.24%
- 3Y*
- 13.36%
- 5Y*
- 12.75%
- 10Y*
- —
^STOXX
- 1D
- 0.52%
- 1M
- 2.42%
- YTD
- 5.45%
- 6M
- 7.88%
- 1Y
- 13.33%
- 3Y*
- 10.73%
- 5Y*
- 6.65%
- 10Y*
- 6.19%
WTDM.DE vs. ^STOXX - 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 | 7.70% | 0.91% | 24.87% | 14.95% | -3.38% | 36.01% | 2.42% | 32.90% | -2.38% | 11.34% |
^STOXX STOXX Europe 600 Index | 5.45% | 16.66% | 5.98% | 12.73% | -12.90% | 22.25% | -4.04% | 23.16% | -13.24% | 7.68% |
Correlation
The correlation between WTDM.DE and ^STOXX is 0.57, 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 | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Jun 21, 2016 | 0.65 |
The correlation between WTDM.DE and ^STOXX shifts across timeframes, from 0.52 (3 years) to 0.65 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
WTDM.DE vs. ^STOXX — Risk / Return Rank
WTDM.DE
^STOXX
WTDM.DE vs. ^STOXX - 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 STOXX Europe 600 Index (^STOXX). 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.
| WTDM.DE | ^STOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.72 | ||
| Sortino ratioReturn per unit of downside risk | +1.00 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.20 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 3.27 | 1.37 | +1.90 |
| Martin ratioReturn relative to average drawdown | 11.42 | 4.91 | +6.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WTDM.DE | ^STOXX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.79 | 1.07 | +0.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.47 | +0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.40 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.89 | 0.31 | +0.58 |
Drawdowns
WTDM.DE vs. ^STOXX - Drawdown Comparison
The maximum WTDM.DE drawdown since its inception was -31.19%, smaller than the maximum ^STOXX drawdown of -61.04%. Use the drawdown chart below to compare losses from any high point for WTDM.DE and ^STOXX.
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Drawdown Indicators
| WTDM.DE | ^STOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.19% | -61.04% | +29.85% |
Max Drawdown (1Y)Largest decline over 1 year | -5.48% | -9.56% | +4.08% |
Max Drawdown (3Y)Largest decline over 3 years | -20.57% | -16.56% | -4.01% |
Max Drawdown (5Y)Largest decline over 5 years | -20.57% | -22.55% | +1.98% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.55% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.48% | +1.48% |
Average DrawdownAverage peak-to-trough decline | -3.83% | -16.77% | +12.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.57% | 2.67% | -1.10% |
Volatility
WTDM.DE vs. ^STOXX - Volatility Comparison
The current volatility for WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (WTDM.DE) is 2.26%, while STOXX Europe 600 Index (^STOXX) has a volatility of 3.63%. This indicates that WTDM.DE experiences smaller price fluctuations and is considered to be less risky than ^STOXX 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 | ^STOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.26% | 3.63% | -1.37% |
Volatility (6M)Calculated over the trailing 6-month period | 6.54% | 10.21% | -3.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.97% | 12.22% | -2.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.54% | 13.98% | -0.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.96% | 15.31% | -0.35% |
Frequently Asked Questions
WTDM.DE and ^STOXX 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.
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