WTDM.DE vs. VGWE.DE
Compare and contrast key facts about WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (WTDM.DE) and Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc (VGWE.DE).
WTDM.DE and VGWE.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WTDM.DE is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. Quality Dividend Growth Index. It was launched on Jul 31, 2023. VGWE.DE is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World High Dividend Yield Index. It was launched on Sep 24, 2019. Both WTDM.DE and VGWE.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
WTDM.DE vs. VGWE.DE - Performance Comparison
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WTDM.DE vs. VGWE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
WTDM.DE WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc | -1.49% | 0.91% | 24.87% | 14.95% | -3.38% | 36.01% | 8.72% |
VGWE.DE Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc | 6.48% | 12.81% | 15.59% | 7.89% | 0.02% | 27.83% | 6.23% |
Returns By Period
In the year-to-date period, WTDM.DE achieves a -1.49% return, which is significantly lower than VGWE.DE's 6.48% 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*
- —
VGWE.DE
- 1D
- 1.13%
- 1M
- -2.90%
- YTD
- 6.48%
- 6M
- 11.65%
- 1Y
- 16.65%
- 3Y*
- 14.46%
- 5Y*
- 10.96%
- 10Y*
- —
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WTDM.DE vs. VGWE.DE - Expense Ratio Comparison
WTDM.DE has a 0.28% expense ratio, which is lower than VGWE.DE's 0.29% expense ratio.
Return for Risk
WTDM.DE vs. VGWE.DE — Risk / Return Rank
WTDM.DE
VGWE.DE
WTDM.DE vs. VGWE.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 Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc (VGWE.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.DE | VGWE.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.28 | 1.28 | -1.00 |
Sortino ratioReturn per unit of downside risk | 0.48 | 1.65 | -1.17 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.26 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 0.53 | 1.70 | -1.17 |
Martin ratioReturn relative to average drawdown | 2.16 | 8.20 | -6.04 |
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 | VGWE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.28 | 1.28 | -1.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.94 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 1.04 | -0.21 |
Correlation
The correlation between WTDM.DE and VGWE.DE is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
WTDM.DE vs. VGWE.DE - Dividend Comparison
Neither WTDM.DE nor VGWE.DE has paid dividends to shareholders.
Drawdowns
WTDM.DE vs. VGWE.DE - Drawdown Comparison
The maximum WTDM.DE drawdown since its inception was -31.19%, which is greater than VGWE.DE's maximum drawdown of -16.43%. Use the drawdown chart below to compare losses from any high point for WTDM.DE and VGWE.DE.
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Drawdown Indicators
| WTDM.DE | VGWE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.19% | -16.43% | -14.76% |
Max Drawdown (1Y)Largest decline over 1 year | -12.72% | -12.80% | +0.08% |
Max Drawdown (5Y)Largest decline over 5 years | -20.57% | -16.43% | -4.14% |
Current DrawdownCurrent decline from peak | -4.78% | -3.31% | -1.47% |
Average DrawdownAverage peak-to-trough decline | -3.88% | -2.41% | -1.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.15% | 2.07% | +0.08% |
Volatility
WTDM.DE vs. VGWE.DE - Volatility Comparison
The current volatility for WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (WTDM.DE) is 3.05%, while Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc (VGWE.DE) has a volatility of 3.98%. This indicates that WTDM.DE experiences smaller price fluctuations and is considered to be less risky than VGWE.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 | VGWE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.05% | 3.98% | -0.93% |
Volatility (6M)Calculated over the trailing 6-month period | 6.72% | 7.10% | -0.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.97% | 13.01% | +1.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.58% | 11.53% | +2.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.04% | 12.30% | +2.74% |