WTDM.DE vs. TIPA.L

Last updated Jun 5, 2026

WTDM.DE (WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc) and TIPA.L (Lyxor Core US TIPS (DR) UCITS ETF - Acc) are both exchange-traded funds - WTDM.DE is a Dividend fund tracking the WisdomTree U.S. Quality Dividend Growth Index, while TIPA.L is a Inflation-Protected Bonds fund tracking the Bloomberg Gbl Infl Linked US TIPS TR USD. Both are passively managed. Over the past 5 years, WTDM.DE returned 12.75%/yr vs 1.87%/yr for TIPA.L. At a 0.17 correlation, their price movements are largely independent. WTDM.DE charges 0.28%/yr vs 0.09%/yr for TIPA.L.

Performance

WTDM.DE vs. TIPA.L - 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 Lyxor Core US TIPS (DR) UCITS ETF - Acc (TIPA.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

WTDM.DE is traded in EUR, while TIPA.L is traded in USD. To make them comparable, the TIPA.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 higher than TIPA.L's 2.40% 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*: —

TIPA.L

• 1D: -0.10%
• 1M: 1.20%
• YTD: 2.40%
• 6M: 1.48%
• 1Y: 3.17%
• 3Y*: 1.05%
• 5Y*: 1.87%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

WTDM.DE vs. TIPA.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
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%	2.01%
TIPA.L Lyxor Core US TIPS (DR) UCITS ETF - Acc	2.40%	-5.86%	8.83%	0.40%	-7.39%	14.26%	1.89%	-1.00%

Correlation

The correlation between WTDM.DE and TIPA.L is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.26
Correlation (3Y) Calculated over the trailing 3-year period	0.28
Correlation (5Y) Calculated over the trailing 5-year period	0.19
Correlation (All Time) Calculated using the full available price history since Nov 15, 2019	0.17

The correlation between WTDM.DE and TIPA.L shifts across timeframes, from 0.17 (all time) to 0.28 (3 years), reflecting how their relationship changes across market environments.

Return for Risk

WTDM.DE vs. TIPA.L — 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: 59
WTDM.DE Sharpe Ratio Rank: 53
WTDM.DE Sortino Ratio Rank: 55
WTDM.DE Omega Ratio Rank: 55
WTDM.DE Calmar Ratio Rank: 67
WTDM.DE Martin Ratio Rank: 64

TIPA.L

TIPA.L Risk / Return Rank: 42
TIPA.L Sharpe Ratio Rank: 38
TIPA.L Sortino Ratio Rank: 39
TIPA.L Omega Ratio Rank: 38
TIPA.L Calmar Ratio Rank: 53
TIPA.L Martin Ratio Rank: 45

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. TIPA.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 Lyxor Core US TIPS (DR) UCITS ETF - Acc (TIPA.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	TIPA.L	Difference
Sharpe ratio: Return per unit of total volatility	1.79	0.48	+1.32
Sortino ratio: Return per unit of downside risk	2.60	0.71	+1.89
Omega ratio: Gain probability vs. loss probability	1.34	1.09	+0.25
Calmar ratio: Return relative to maximum drawdown	3.27	0.66	+2.61
Martin ratio: Return relative to average drawdown	11.42	1.76	+9.66
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WTDM.DE vs. TIPA.L - Sharpe Ratio Comparison

The current WTDM.DE Sharpe Ratio is 1.79, which is higher than the TIPA.L Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of WTDM.DE and TIPA.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	WTDM.DE	TIPA.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.79	0.48	+1.32
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.93	0.22	+0.72
Sharpe Ratio (All Time) Calculated using the full available price history	0.89	0.21	+0.68

Drawdowns

WTDM.DE vs. TIPA.L - Drawdown Comparison

The maximum WTDM.DE drawdown since its inception was -31.19%, which is greater than TIPA.L's maximum drawdown of -15.27%. Use the drawdown chart below to compare losses from any high point for WTDM.DE and TIPA.L.

Drawdown Indicators

	WTDM.DE	TIPA.L	Difference
Max Drawdown Largest peak-to-trough decline	-31.19%	-15.27%	-15.92%
Max Drawdown (1Y) Largest decline over 1 year	-5.48%	-4.53%	-0.95%
Max Drawdown (3Y) Largest decline over 3 years	-20.57%	-11.09%	-9.48%
Max Drawdown (5Y) Largest decline over 5 years	-20.57%	-15.27%	-5.30%
Current Drawdown Current decline from peak	0.00%	-8.16%	+8.16%
Average Drawdown Average peak-to-trough decline	-3.83%	-7.01%	+3.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.57%	1.70%	-0.13%

Volatility

WTDM.DE vs. TIPA.L - Volatility Comparison

WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (WTDM.DE) has a higher volatility of 2.26% compared to Lyxor Core US TIPS (DR) UCITS ETF - Acc (TIPA.L) at 1.14%. This indicates that WTDM.DE's price experiences larger fluctuations and is considered to be riskier than TIPA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WTDM.DE	TIPA.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.26%	1.14%	+1.12%
Volatility (6M) Calculated over the trailing 6-month period	6.54%	4.43%	+2.11%
Volatility (1Y) Calculated over the trailing 1-year period	9.97%	6.27%	+3.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.54%	8.66%	+4.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.96%	8.77%	+6.19%

WTDM.DE vs. TIPA.L - Expense Ratio Comparison

WTDM.DE has a 0.28% expense ratio, which is higher than TIPA.L's 0.09% expense ratio.

Dividends

WTDM.DE vs. TIPA.L - Dividend Comparison

Neither WTDM.DE nor TIPA.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both WTDM.DE and TIPA.L in my portfolio?

WTDM.DE and TIPA.L have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, WTDM.DE or TIPA.L?

On fees, TIPA.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, WTDM.DE or TIPA.L?

TIPA.L is cheaper with a 0.09% expense ratio, compared with 0.28% for WTDM.DE.

What is the main difference between WTDM.DE and TIPA.L?

WTDM.DE is categorized as Dividend, while TIPA.L is Inflation-Protected Bonds. WTDM.DE tracks WisdomTree U.S. Quality Dividend Growth Index, while TIPA.L tracks Bloomberg Gbl Infl Linked US TIPS TR USD. They also come from different issuers: WisdomTree and Amundi. Their fees differ too: 0.28% for WTDM.DE and 0.09% for TIPA.L.