WTDM.DE vs. WTEU.DE

Last updated Jul 16, 2026

WTDM.DE (WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc) and WTEU.DE (WisdomTree US Equity Income UCITS ETF) are both Dividend funds from WisdomTree - WTDM.DE tracks the WisdomTree U.S. Quality Dividend Growth Index while WTEU.DE tracks the WisdomTree US Equity Income UCITS Index. Both are passively managed. Over the past 10 years, WTDM.DE returned 12.88%/yr vs 7.94%/yr for WTEU.DE. A 0.77 correlation means they provide meaningful diversification when combined. WTDM.DE charges 0.28%/yr vs 0.29%/yr for WTEU.DE.

Performance

WTDM.DE vs. WTEU.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 WisdomTree US Equity Income UCITS ETF (WTEU.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WTDM.DE achieves a 9.71% return, which is significantly lower than WTEU.DE's 14.83% return. Over the past 10 years, WTDM.DE has outperformed WTEU.DE with an annualized return of 12.88%, while WTEU.DE has yielded a comparatively lower 7.94% annualized return.

WTDM.DE

• 1D: 0.56%
• 1M: 1.94%
• 6M: 7.99%
• YTD: 9.71%
• 1Y: 17.02%
• 3Y*: 14.16%
• 5Y*: 12.01%
• 10Y*: 12.88%

WTEU.DE

• 1D: -0.60%
• 1M: 3.45%
• 6M: 11.01%
• YTD: 14.83%
• 1Y: 24.32%
• 3Y*: 15.10%
• 5Y*: 11.50%
• 10Y*: 7.94%

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

WTDM.DE vs. WTEU.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	9.71%	0.90%	24.88%	14.95%	-3.38%	36.01%	2.42%	32.88%	-2.37%	11.34%
WTEU.DE WisdomTree US Equity Income UCITS ETF	14.83%	-0.26%	22.63%	-3.52%	13.33%	34.75%	-14.99%	23.58%	-4.25%	-2.38%

Correlation

The correlation between WTDM.DE and WTEU.DE is 0.61, 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	0.61
Correlation (3Y) Calculated over the trailing 3-year period	0.62
Correlation (5Y) Calculated over the trailing 5-year period	0.70
Correlation (10Y) Calculated over the trailing 10-year period	0.77
Correlation (All Time) Calculated using the full available price history since Jun 3, 2016	0.77

The correlation between WTDM.DE and WTEU.DE shifts across timeframes, from 0.61 (1 year) to 0.77 (10 years), reflecting how their relationship changes across market environments.

Return for Risk

WTDM.DE vs. WTEU.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: 70
WTDM.DE Sharpe Ratio Rank: 65
WTDM.DE Sortino Ratio Rank: 68
WTDM.DE Omega Ratio Rank: 68
WTDM.DE Calmar Ratio Rank: 76
WTDM.DE Martin Ratio Rank: 74

WTEU.DE

WTEU.DE Risk / Return Rank: 87
WTEU.DE Sharpe Ratio Rank: 88
WTEU.DE Sortino Ratio Rank: 89
WTEU.DE Omega Ratio Rank: 83
WTEU.DE Calmar Ratio Rank: 90
WTEU.DE Martin Ratio Rank: 86

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. WTEU.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 WisdomTree US Equity Income UCITS ETF (WTEU.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	WTEU.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.73	2.31	-0.58
Sortino ratio: Return per unit of downside risk	2.50	3.34	-0.84
Omega ratio: Gain probability vs. loss probability	1.32	1.39	-0.07
Calmar ratio: Return relative to maximum drawdown	3.10	4.32	-1.22
Martin ratio: Return relative to average drawdown	11.04	14.20	-3.16

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

The current WTDM.DE Sharpe Ratio is 1.73, which is comparable to the WTEU.DE Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of WTDM.DE and WTEU.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

WTDM.DE vs. WTEU.DE - Drawdown Comparison

The maximum WTDM.DE drawdown since its inception was -31.18%, smaller than the maximum WTEU.DE drawdown of -36.46%. Use the drawdown chart below to compare losses from any high point for WTDM.DE and WTEU.DE.

Drawdown Indicators

	WTDM.DE	WTEU.DE	Difference
Max Drawdown Largest peak-to-trough decline	-31.18%	-36.46%	+5.28%
Max Drawdown (1Y) Largest decline over 1 year	-5.46%	-5.97%	+0.51%
Max Drawdown (3Y) Largest decline over 3 years	-20.58%	-20.72%	+0.14%
Max Drawdown (5Y) Largest decline over 5 years	-20.58%	-20.72%	+0.14%
Max Drawdown (10Y) Largest decline over 10 years	-31.18%	-36.46%	+5.28%
Current Drawdown Current decline from peak	-0.18%	-0.79%	+0.61%
Average Drawdown Average peak-to-trough decline	-4.55%	-7.96%	+3.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.54%	1.82%	-0.28%

Volatility

WTDM.DE vs. WTEU.DE - Volatility Comparison

The current volatility for WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (WTDM.DE) is 2.03%, while WisdomTree US Equity Income UCITS ETF (WTEU.DE) has a volatility of 3.07%. This indicates that WTDM.DE experiences smaller price fluctuations and is considered to be less risky than WTEU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WTDM.DE	WTEU.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.03%	3.07%	-1.04%
Volatility (6M) Calculated over the trailing 6-month period	6.55%	8.36%	-1.81%
Volatility (1Y) Calculated over the trailing 1-year period	9.83%	11.27%	-1.44%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.53%	14.54%	-1.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.07%	17.52%	-1.45%

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

WTDM.DE has a 0.28% expense ratio, which is lower than WTEU.DE's 0.29% expense ratio.

Dividends

WTDM.DE vs. WTEU.DE - Dividend Comparison

WTDM.DE has not paid dividends to shareholders, while WTEU.DE's dividend yield for the trailing twelve months is around 2.58%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
WTEU.DE WisdomTree US Equity Income UCITS ETF	2.58%	2.96%	2.85%	3.48%	2.97%	2.78%	3.82%	2.20%	3.11%	2.77%	2.66%	2.47%

Frequently Asked Questions

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

WTDM.DE and WTEU.DE have a correlation of 0.61, 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 WTEU.DE?

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.

Which ETF is cheaper, WTDM.DE or WTEU.DE?

WTDM.DE is cheaper with a 0.28% expense ratio, compared with 0.29% for WTEU.DE.

What is the main difference between WTDM.DE and WTEU.DE?

WTDM.DE tracks WisdomTree U.S. Quality Dividend Growth Index, while WTEU.DE tracks WisdomTree US Equity Income UCITS Index. Their fees differ too: 0.28% for WTDM.DE and 0.29% for WTEU.DE.