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WTDM.DE vs. IQQA.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WTDM.DE vs. IQQA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (WTDM.DE) and iShares Euro Dividend UCITS ETF (IQQA.DE). The values are adjusted to include any dividend payments, if applicable.

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WTDM.DE vs. IQQA.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WTDM.DE
WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc
-1.49%0.91%24.87%14.95%-3.38%36.01%2.42%32.90%-2.38%11.34%
IQQA.DE
iShares Euro Dividend UCITS ETF
1.34%42.50%7.96%4.24%-13.42%23.41%-17.74%22.60%-11.42%10.01%

Returns By Period

In the year-to-date period, WTDM.DE achieves a -1.49% return, which is significantly lower than IQQA.DE's 1.34% return.


WTDM.DE

1D
0.97%
1M
-3.90%
YTD
-1.49%
6M
1.00%
1Y
4.18%
3Y*
11.91%
5Y*
11.00%
10Y*

IQQA.DE

1D
2.30%
1M
-1.66%
YTD
1.34%
6M
7.21%
1Y
22.19%
3Y*
18.55%
5Y*
8.61%
10Y*
7.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WTDM.DE vs. IQQA.DE - Expense Ratio Comparison

WTDM.DE has a 0.28% expense ratio, which is lower than IQQA.DE's 0.40% expense ratio.


Return for Risk

WTDM.DE vs. IQQA.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WTDM.DE
WTDM.DE Risk / Return Rank: 2020
Overall Rank
WTDM.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
WTDM.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
WTDM.DE Omega Ratio Rank: 1818
Omega Ratio Rank
WTDM.DE Calmar Ratio Rank: 2121
Calmar Ratio Rank
WTDM.DE Martin Ratio Rank: 2424
Martin Ratio Rank

IQQA.DE
IQQA.DE Risk / Return Rank: 7878
Overall Rank
IQQA.DE Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
IQQA.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
IQQA.DE Omega Ratio Rank: 8080
Omega Ratio Rank
IQQA.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
IQQA.DE Martin Ratio Rank: 7474
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.

WTDM.DE vs. IQQA.DE - 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 Euro Dividend UCITS ETF (IQQA.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.


WTDM.DEIQQA.DEDifference

Sharpe ratio

Return per unit of total volatility

0.28

1.58

-1.30

Sortino ratio

Return per unit of downside risk

0.48

2.03

-1.56

Omega ratio

Gain probability vs. loss probability

1.07

1.32

-0.25

Calmar ratio

Return relative to maximum drawdown

0.53

2.36

-1.83

Martin ratio

Return relative to average drawdown

2.16

8.16

-6.00

WTDM.DE vs. IQQA.DE - Sharpe Ratio Comparison

The current WTDM.DE Sharpe Ratio is 0.28, which is lower than the IQQA.DE Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of WTDM.DE and IQQA.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WTDM.DEIQQA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.28

1.58

-1.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.58

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.18

+0.65

Correlation

The correlation between WTDM.DE and IQQA.DE is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

WTDM.DE vs. IQQA.DE - Dividend Comparison

WTDM.DE has not paid dividends to shareholders, while IQQA.DE's dividend yield for the trailing twelve months is around 4.25%.


TTM20252024202320222021202020192018201720162015
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%
IQQA.DE
iShares Euro Dividend UCITS ETF
4.25%4.35%5.86%5.83%5.26%3.68%3.54%4.81%4.81%3.90%3.96%3.98%

Drawdowns

WTDM.DE vs. IQQA.DE - Drawdown Comparison

The maximum WTDM.DE drawdown since its inception was -31.19%, smaller than the maximum IQQA.DE drawdown of -71.63%. Use the drawdown chart below to compare losses from any high point for WTDM.DE and IQQA.DE.


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Drawdown Indicators


WTDM.DEIQQA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.19%

-71.63%

+40.44%

Max Drawdown (1Y)

Largest decline over 1 year

-12.72%

-11.18%

-1.54%

Max Drawdown (5Y)

Largest decline over 5 years

-20.57%

-24.69%

+4.12%

Max Drawdown (10Y)

Largest decline over 10 years

-42.23%

Current Drawdown

Current decline from peak

-4.78%

-3.31%

-1.47%

Average Drawdown

Average peak-to-trough decline

-3.88%

-22.92%

+19.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

2.77%

-0.62%

Volatility

WTDM.DE vs. IQQA.DE - Volatility Comparison

The current volatility for WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (WTDM.DE) is 3.05%, while iShares Euro Dividend UCITS ETF (IQQA.DE) has a volatility of 4.90%. This indicates that WTDM.DE experiences smaller price fluctuations and is considered to be less risky than IQQA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WTDM.DEIQQA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.05%

4.90%

-1.85%

Volatility (6M)

Calculated over the trailing 6-month period

6.72%

8.66%

-1.94%

Volatility (1Y)

Calculated over the trailing 1-year period

14.97%

14.01%

+0.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.58%

14.66%

-1.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.04%

17.32%

-2.28%