WTDM.DE vs. IJPA.L
WTDM.DE (WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc) and IJPA.L (iShares Core MSCI Japan IMI UCITS ETF USD Acc) are both exchange-traded funds - WTDM.DE is a Dividend fund tracking the WisdomTree U.S. Quality Dividend Growth Index, while IJPA.L is a Japan Equities fund tracking the MSCI Japan Investable Market Index (IMI). Both are passively managed. Over the past 5 years, WTDM.DE returned 12.75%/yr vs 9.87%/yr for IJPA.L. A 0.55 correlation means they provide meaningful diversification when combined. WTDM.DE charges 0.28%/yr vs 0.12%/yr for IJPA.L.
Performance
WTDM.DE vs. IJPA.L - Performance Comparison
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Different Trading Currencies
WTDM.DE is traded in EUR, while IJPA.L is traded in USD. To make them comparable, the IJPA.L 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 IJPA.L's 17.01% 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*
- —
IJPA.L
- 1D
- -0.18%
- 1M
- 3.62%
- YTD
- 17.01%
- 6M
- 17.09%
- 1Y
- 31.42%
- 3Y*
- 15.54%
- 5Y*
- 9.87%
- 10Y*
- 9.06%
WTDM.DE vs. IJPA.L - 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% |
IJPA.L iShares Core MSCI Japan IMI UCITS ETF USD Acc | 17.01% | 12.18% | 13.65% | 15.76% | -10.96% | 7.65% | 5.50% | 21.14% | -10.12% | 10.37% |
Correlation
The correlation between WTDM.DE and IJPA.L is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Jun 21, 2016 | 0.55 |
The correlation between WTDM.DE and IJPA.L has been stable across timeframes, ranging from 0.45 to 0.55 - a consistent structural relationship.
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Return for Risk
WTDM.DE vs. IJPA.L — Risk / Return Rank
WTDM.DE
IJPA.L
WTDM.DE vs. IJPA.L - 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 Japan IMI UCITS ETF USD Acc (IJPA.L). 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 | IJPA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.20 | ||
| Sortino ratioReturn per unit of downside risk | +0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.30 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.27 | 3.13 | +0.14 |
| Martin ratioReturn relative to average drawdown | 11.42 | 10.42 | +1.00 |
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 | IJPA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.79 | 1.60 | +0.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.59 | +0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.54 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.89 | 0.53 | +0.35 |
Drawdowns
WTDM.DE vs. IJPA.L - Drawdown Comparison
The maximum WTDM.DE drawdown since its inception was -31.19%, which is greater than IJPA.L's maximum drawdown of -29.22%. Use the drawdown chart below to compare losses from any high point for WTDM.DE and IJPA.L.
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Drawdown Indicators
| WTDM.DE | IJPA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.19% | -29.22% | -1.97% |
Max Drawdown (1Y)Largest decline over 1 year | -5.48% | -9.63% | +4.15% |
Max Drawdown (3Y)Largest decline over 3 years | -20.57% | -15.54% | -5.03% |
Max Drawdown (5Y)Largest decline over 5 years | -20.57% | -19.21% | -1.36% |
Max Drawdown (10Y)Largest decline over 10 years | — | -29.22% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.18% | +0.18% |
Average DrawdownAverage peak-to-trough decline | -3.83% | -6.52% | +2.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.57% | 2.90% | -1.33% |
Volatility
WTDM.DE vs. IJPA.L - Volatility Comparison
The current volatility for WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (WTDM.DE) is 2.26%, while iShares Core MSCI Japan IMI UCITS ETF USD Acc (IJPA.L) has a volatility of 3.97%. This indicates that WTDM.DE experiences smaller price fluctuations and is considered to be less risky than IJPA.L 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 | IJPA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.26% | 3.97% | -1.71% |
Volatility (6M)Calculated over the trailing 6-month period | 6.54% | 15.55% | -9.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.97% | 18.88% | -8.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.54% | 16.82% | -3.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.96% | 16.82% | -1.86% |
WTDM.DE vs. IJPA.L - Expense Ratio Comparison
WTDM.DE has a 0.28% expense ratio, which is higher than IJPA.L's 0.12% expense ratio.
Dividends
WTDM.DE vs. IJPA.L - Dividend Comparison
Neither WTDM.DE nor IJPA.L has paid dividends to shareholders.
Frequently Asked Questions
WTDM.DE and IJPA.L have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IJPA.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IJPA.L is cheaper with a 0.12% expense ratio, compared with 0.28% for WTDM.DE.
WTDM.DE is categorized as Dividend, while IJPA.L is Japan Equities. WTDM.DE tracks WisdomTree U.S. Quality Dividend Growth Index, while IJPA.L tracks MSCI Japan Investable Market Index (IMI). They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.28% for WTDM.DE and 0.12% for IJPA.L.
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