WTDM.DE vs. IEMG
WTDM.DE (WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc) and IEMG (iShares Core MSCI Emerging Markets ETF) are both exchange-traded funds - WTDM.DE is a Dividend fund tracking the WisdomTree U.S. Quality Dividend Growth Index, while IEMG is a Emerging Markets Diversified fund tracking the MSCI Emerging Markets Investable Market Index (USD) (Net). Both are passively managed. Over the past 5 years, WTDM.DE returned 12.75%/yr vs 7.11%/yr for IEMG. At a 0.37 correlation, their price movements are largely independent. WTDM.DE charges 0.28%/yr vs 0.09%/yr for IEMG.
Performance
WTDM.DE vs. IEMG - Performance Comparison
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Different Trading Currencies
WTDM.DE is traded in EUR, while IEMG is traded in USD. To make them comparable, the IEMG 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 7.70% return, which is significantly lower than IEMG's 19.27% 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*
- —
IEMG
- 1D
- -5.65%
- 1M
- -2.87%
- YTD
- 19.27%
- 6M
- 19.88%
- 1Y
- 38.09%
- 3Y*
- 17.18%
- 5Y*
- 7.11%
- 10Y*
- 9.23%
WTDM.DE vs. IEMG - 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% |
IEMG iShares Core MSCI Emerging Markets ETF | 19.27% | 16.83% | 13.53% | 8.18% | -15.02% | 6.79% | 8.15% | 20.48% | -10.93% | 20.50% |
Correlation
The correlation between WTDM.DE and IEMG is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Jun 21, 2016 | 0.37 |
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Return for Risk
WTDM.DE vs. IEMG — Risk / Return Rank
WTDM.DE
IEMG
WTDM.DE vs. IEMG - 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 iShares Core MSCI Emerging Markets ETF (IEMG). 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 | IEMG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.22 | ||
| Sortino ratioReturn per unit of downside risk | -0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.39 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.27 | 3.62 | -0.35 |
| Martin ratioReturn relative to average drawdown | 11.42 | 13.03 | -1.60 |
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 | IEMG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.79 | 2.01 | -0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.42 | +0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.48 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.89 | 0.37 | +0.52 |
Drawdowns
WTDM.DE vs. IEMG - Drawdown Comparison
The maximum WTDM.DE drawdown since its inception was -31.19%, smaller than the maximum IEMG drawdown of -34.49%. Use the drawdown chart below to compare losses from any high point for WTDM.DE and IEMG.
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Drawdown Indicators
| WTDM.DE | IEMG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.19% | -34.49% | +3.30% |
Max Drawdown (1Y)Largest decline over 1 year | -5.48% | -10.58% | +5.10% |
Max Drawdown (3Y)Largest decline over 3 years | -20.57% | -17.88% | -2.69% |
Max Drawdown (5Y)Largest decline over 5 years | -20.57% | -22.55% | +1.98% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.63% | — |
Current DrawdownCurrent decline from peak | 0.00% | -7.69% | +7.69% |
Average DrawdownAverage peak-to-trough decline | -3.83% | -9.17% | +5.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.57% | 2.93% | -1.36% |
Volatility
WTDM.DE vs. IEMG - Volatility Comparison
The current volatility for WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (WTDM.DE) is 2.26%, while iShares Core MSCI Emerging Markets ETF (IEMG) has a volatility of 9.29%. This indicates that WTDM.DE experiences smaller price fluctuations and is considered to be less risky than IEMG 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 | IEMG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.26% | 9.29% | -7.03% |
Volatility (6M)Calculated over the trailing 6-month period | 6.54% | 16.56% | -10.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.97% | 19.03% | -9.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.54% | 16.85% | -3.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.96% | 19.27% | -4.31% |
WTDM.DE vs. IEMG - Expense Ratio Comparison
WTDM.DE has a 0.28% expense ratio, which is higher than IEMG's 0.09% expense ratio.
Dividends
WTDM.DE vs. IEMG - Dividend Comparison
WTDM.DE has not paid dividends to shareholders, while IEMG's dividend yield for the trailing twelve months is around 2.35%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEMG iShares Core MSCI Emerging Markets ETF | 2.35% | 2.75% | 3.20% | 2.89% | 2.71% | 3.06% | 1.87% | 3.15% | 2.76% | 2.35% | 2.28% | 2.53% |
WTDM.DE WisdomTree US Quality Dividend Growth UCITS ETF - USD 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% |
Frequently Asked Questions
WTDM.DE and IEMG have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IEMG is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IEMG is cheaper with a 0.09% expense ratio, compared with 0.28% for WTDM.DE.
WTDM.DE is categorized as Dividend, while IEMG is Emerging Markets Diversified. WTDM.DE tracks WisdomTree U.S. Quality Dividend Growth Index, while IEMG tracks MSCI Emerging Markets Investable Market Index (USD) (Net). They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.28% for WTDM.DE and 0.09% for IEMG.
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