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

Performance

WTDM.DE vs. TDVX.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 VanEck Morningstar Developed Markets ex-US Dividend Leaders UCITS ETF A USD Acc (TDVX.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


WTDM.DE

1D
0.05%
1M
3.49%
YTD
7.70%
6M
6.99%
1Y
18.24%
3Y*
13.36%
5Y*
12.75%
10Y*

TDVX.DE

1D
0.32%
1M
-0.44%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between WTDM.DE and TDVX.DE is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Apr 23, 2026

0.36

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Return for Risk

WTDM.DE vs. TDVX.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: 5959
Overall Rank
WTDM.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
WTDM.DE Sortino Ratio Rank: 5555
Sortino Ratio Rank
WTDM.DE Omega Ratio Rank: 5555
Omega Ratio Rank
WTDM.DE Calmar Ratio Rank: 6767
Calmar Ratio Rank
WTDM.DE Martin Ratio Rank: 6464
Martin Ratio Rank

TDVX.DE
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. TDVX.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 VanEck Morningstar Developed Markets ex-US Dividend Leaders UCITS ETF A USD Acc (TDVX.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.DETDVX.DEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.34

Calmar ratioReturn relative to maximum drawdown

3.27

Martin ratioReturn relative to average drawdown

11.42

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


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Sharpe Ratios by Period


WTDM.DETDVX.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

Sharpe Ratio (All Time)

Calculated using the full available price history

0.89

0.88

+0.01

Drawdowns

WTDM.DE vs. TDVX.DE - Drawdown Comparison

The maximum WTDM.DE drawdown since its inception was -31.19%, which is greater than TDVX.DE's maximum drawdown of -2.51%. Use the drawdown chart below to compare losses from any high point for WTDM.DE and TDVX.DE.


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Drawdown Indicators


WTDM.DETDVX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.19%

-2.51%

-28.68%

Max Drawdown (1Y)

Largest decline over 1 year

-5.48%

Max Drawdown (3Y)

Largest decline over 3 years

-20.57%

Max Drawdown (5Y)

Largest decline over 5 years

-20.57%

Current Drawdown

Current decline from peak

0.00%

-1.99%

+1.99%

Average Drawdown

Average peak-to-trough decline

-3.83%

-0.88%

-2.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.57%

Volatility

WTDM.DE vs. TDVX.DE - Volatility Comparison


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Volatility by Period


WTDM.DETDVX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.26%

Volatility (6M)

Calculated over the trailing 6-month period

6.54%

Volatility (1Y)

Calculated over the trailing 1-year period

9.97%

11.32%

-1.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.54%

11.32%

+2.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.96%

11.32%

+3.64%

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

WTDM.DE has a 0.28% expense ratio, which is lower than TDVX.DE's 0.38% expense ratio.


Dividends

WTDM.DE vs. TDVX.DE - Dividend Comparison

Neither WTDM.DE nor TDVX.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


WTDM.DE and TDVX.DE have a correlation of 0.36, 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 0.38% for TDVX.DE.

WTDM.DE tracks WisdomTree U.S. Quality Dividend Growth Index, while TDVX.DE tracks Morningstar Developed Markets ex-US Large Cap Dividend Leaders Screened Select Index. They also come from different issuers: WisdomTree and VanEck. Their fees differ too: 0.28% for WTDM.DE and 0.38% for TDVX.DE.

Portfolio Optimizer

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