WTDM.DE vs. XDND.DE
WTDM.DE (WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc) and XDND.DE (Xtrackers MSCI North America High Dividend Yield UCITS ETF (Acc)) are both Dividend funds - WTDM.DE tracks the WisdomTree U.S. Quality Dividend Growth Index while XDND.DE tracks the MSCI North America High Dividend Yield Index. Both are passively managed. Over the past 10 years, WTDM.DE returned 12.88%/yr vs 9.19%/yr for XDND.DE. Their correlation of 0.87 suggests significant overlap in exposure. WTDM.DE charges 0.28%/yr vs 0.39%/yr for XDND.DE.
Performance
WTDM.DE vs. XDND.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, WTDM.DE achieves a 9.71% return, which is significantly lower than XDND.DE's 14.96% return. Over the past 10 years, WTDM.DE has outperformed XDND.DE with an annualized return of 12.88%, while XDND.DE has yielded a comparatively lower 9.19% 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%
XDND.DE
- 1D
- -0.33%
- 1M
- 1.31%
- 6M
- 10.56%
- YTD
- 14.96%
- 1Y
- 21.22%
- 3Y*
- 13.05%
- 5Y*
- 9.35%
- 10Y*
- 9.19%
WTDM.DE vs. XDND.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% |
XDND.DE Xtrackers MSCI North America High Dividend Yield UCITS ETF (Acc) | 14.96% | 0.21% | 17.37% | 2.26% | 0.85% | 33.35% | -8.47% | 25.76% | -0.21% | 4.27% |
Correlation
The correlation between WTDM.DE and XDND.DE is 0.57, 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 | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Jun 3, 2016 | 0.87 |
Over the past year, the correlation between WTDM.DE and XDND.DE has dropped to 0.57 - well below their long-term average of 0.87, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
WTDM.DE vs. XDND.DE — Risk / Return Rank
WTDM.DE
XDND.DE
WTDM.DE vs. XDND.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 Xtrackers MSCI North America High Dividend Yield UCITS ETF (Acc) (XDND.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 | XDND.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.48 | ||
| Sortino ratioReturn per unit of downside risk | -0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.38 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.10 | 4.29 | -1.19 |
| Martin ratioReturn relative to average drawdown | 11.04 | 13.12 | -2.08 |
Loading charts...
Drawdowns
WTDM.DE vs. XDND.DE - Drawdown Comparison
The maximum WTDM.DE drawdown since its inception was -31.18%, roughly equal to the maximum XDND.DE drawdown of -32.18%. Use the drawdown chart below to compare losses from any high point for WTDM.DE and XDND.DE.
Loading charts...
Drawdown Indicators
| WTDM.DE | XDND.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.18% | -32.18% | +1.00% |
Max Drawdown (1Y)Largest decline over 1 year | -5.46% | -4.92% | -0.54% |
Max Drawdown (3Y)Largest decline over 3 years | -20.58% | -18.13% | -2.45% |
Max Drawdown (5Y)Largest decline over 5 years | -20.58% | -18.13% | -2.45% |
Max Drawdown (10Y)Largest decline over 10 years | -31.18% | -32.18% | +1.00% |
Current DrawdownCurrent decline from peak | -0.18% | -1.63% | +1.45% |
Average DrawdownAverage peak-to-trough decline | -4.55% | -6.83% | +2.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.54% | 1.61% | -0.07% |
Volatility
WTDM.DE vs. XDND.DE - Volatility Comparison
The current volatility for WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (WTDM.DE) is 2.03%, while Xtrackers MSCI North America High Dividend Yield UCITS ETF (Acc) (XDND.DE) has a volatility of 2.76%. This indicates that WTDM.DE experiences smaller price fluctuations and is considered to be less risky than XDND.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| WTDM.DE | XDND.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.03% | 2.76% | -0.73% |
Volatility (6M)Calculated over the trailing 6-month period | 6.55% | 7.04% | -0.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.83% | 9.57% | +0.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.53% | 12.52% | +1.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.07% | 16.08% | -0.01% |
WTDM.DE vs. XDND.DE - Expense Ratio Comparison
WTDM.DE has a 0.28% expense ratio, which is lower than XDND.DE's 0.39% expense ratio.
Dividends
WTDM.DE vs. XDND.DE - Dividend Comparison
Neither WTDM.DE nor XDND.DE has paid dividends to shareholders.
Frequently Asked Questions
WTDM.DE and XDND.DE have a correlation of 0.57, 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 0.39% for XDND.DE.
WTDM.DE tracks WisdomTree U.S. Quality Dividend Growth Index, while XDND.DE tracks MSCI North America High Dividend Yield Index. They also come from different issuers: WisdomTree and Xtrackers. Their fees differ too: 0.28% for WTDM.DE and 0.39% for XDND.DE.
Find the right allocation for WTDM.DE and XDND.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer