WTDM.DE vs. SPYD.DE
WTDM.DE (WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc) and SPYD.DE (State Street SPDR S&P U.S. Dividend Aristocrats UCITS ETF (Dist)) are both Dividend funds - WTDM.DE tracks the WisdomTree U.S. Quality Dividend Growth Index while SPYD.DE tracks the S&P High Yield Dividend Aristocrats Index. Both are passively managed. Over the past 10 years, WTDM.DE returned 12.85%/yr vs 8.39%/yr for SPYD.DE. A 0.79 correlation means they provide meaningful diversification when combined. WTDM.DE charges 0.28%/yr vs 0.35%/yr for SPYD.DE.
Performance
WTDM.DE vs. SPYD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, WTDM.DE achieves a 9.86% return, which is significantly lower than SPYD.DE's 15.34% return. Over the past 10 years, WTDM.DE has outperformed SPYD.DE with an annualized return of 12.85%, while SPYD.DE has yielded a comparatively lower 8.39% annualized return.
WTDM.DE
- 1D
- -0.65%
- 1M
- 2.17%
- 6M
- 7.20%
- YTD
- 9.86%
- 1Y
- 16.72%
- 3Y*
- 13.84%
- 5Y*
- 12.04%
- 10Y*
- 12.85%
SPYD.DE
- 1D
- 0.35%
- 1M
- 4.14%
- 6M
- 9.13%
- YTD
- 15.34%
- 1Y
- 16.70%
- 3Y*
- 9.44%
- 5Y*
- 7.89%
- 10Y*
- 8.39%
WTDM.DE vs. SPYD.DE - 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 | 9.86% | 0.90% | 24.88% | 14.95% | -3.38% | 36.01% | 2.42% | 32.88% | -2.37% | 11.34% |
SPYD.DE State Street SPDR S&P U.S. Dividend Aristocrats UCITS ETF (Dist) | 15.34% | -3.53% | 14.02% | -1.46% | 5.40% | 36.24% | -8.60% | 25.98% | 0.02% | 1.45% |
Correlation
The correlation between WTDM.DE and SPYD.DE 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 | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Jun 3, 2016 | 0.79 |
Over the past year, the correlation between WTDM.DE and SPYD.DE has dropped to 0.53 - well below their long-term average of 0.79, suggesting their price drivers have been diverging.
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Return for Risk
WTDM.DE vs. SPYD.DE — Risk / Return Rank
WTDM.DE
SPYD.DE
WTDM.DE vs. SPYD.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 State Street SPDR S&P U.S. Dividend Aristocrats UCITS ETF (Dist) (SPYD.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.
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 | SPYD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.10 | ||
| Sortino ratioReturn per unit of downside risk | +0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.29 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.05 | 2.70 | +0.35 |
| Martin ratioReturn relative to average drawdown | 10.86 | 6.94 | +3.92 |
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Drawdowns
WTDM.DE vs. SPYD.DE - Drawdown Comparison
The maximum WTDM.DE drawdown since its inception was -31.18%, smaller than the maximum SPYD.DE drawdown of -35.89%. Use the drawdown chart below to compare losses from any high point for WTDM.DE and SPYD.DE.
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Drawdown Indicators
| WTDM.DE | SPYD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.18% | -35.89% | +4.71% |
Max Drawdown (1Y)Largest decline over 1 year | -5.46% | -6.16% | +0.70% |
Max Drawdown (3Y)Largest decline over 3 years | -20.58% | -19.35% | -1.23% |
Max Drawdown (5Y)Largest decline over 5 years | -20.58% | -19.35% | -1.23% |
Max Drawdown (10Y)Largest decline over 10 years | -31.18% | -35.89% | +4.71% |
Current DrawdownCurrent decline from peak | -0.65% | -0.32% | -0.33% |
Average DrawdownAverage peak-to-trough decline | -4.55% | -6.55% | +2.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.54% | 2.40% | -0.86% |
Volatility
WTDM.DE vs. SPYD.DE - Volatility Comparison
The current volatility for WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (WTDM.DE) is 2.28%, while State Street SPDR S&P U.S. Dividend Aristocrats UCITS ETF (Dist) (SPYD.DE) has a volatility of 3.24%. This indicates that WTDM.DE experiences smaller price fluctuations and is considered to be less risky than SPYD.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.DE | SPYD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.28% | 3.24% | -0.96% |
Volatility (6M)Calculated over the trailing 6-month period | 6.44% | 7.31% | -0.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.64% | 10.12% | -0.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.53% | 13.48% | +0.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.07% | 15.84% | +0.23% |
WTDM.DE vs. SPYD.DE - Expense Ratio Comparison
WTDM.DE has a 0.28% expense ratio, which is lower than SPYD.DE's 0.35% expense ratio.
Dividends
WTDM.DE vs. SPYD.DE - Dividend Comparison
WTDM.DE has not paid dividends to shareholders, while SPYD.DE's dividend yield for the trailing twelve months is around 1.96%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPYD.DE State Street SPDR S&P U.S. Dividend Aristocrats UCITS ETF (Dist) | 1.96% | 2.23% | 1.97% | 2.30% | 2.16% | 2.07% | 2.52% | 2.01% | 1.66% | 1.87% | 1.74% | 2.02% |
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 SPYD.DE 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.
On fees, WTDM.DE is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WTDM.DE is cheaper with a 0.28% expense ratio, compared with 0.35% for SPYD.DE.
WTDM.DE tracks WisdomTree U.S. Quality Dividend Growth Index, while SPYD.DE tracks S&P High Yield Dividend Aristocrats Index. They also come from different issuers: WisdomTree and State Street. Their fees differ too: 0.28% for WTDM.DE and 0.35% for SPYD.DE.
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