WTDX.DE vs. WTEF.DE

Last updated Apr 3, 2026

Compare and contrast key facts about WisdomTree Japan Equity UCITS ETF USD Hedged (WTDX.DE) and WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc (WTEF.DE).

WTDX.DE and WTEF.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WTDX.DE is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Japan Hedged Equity UCITS Index. It was launched on Feb 2, 2016. WTEF.DE is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree US Efficient Core UCITS. It was launched on Oct 10, 2023. Both WTDX.DE and WTEF.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

WTDX.DE vs. WTEF.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in WisdomTree Japan Equity UCITS ETF USD Hedged (WTDX.DE) and WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc (WTEF.DE). The values are adjusted to include any dividend payments, if applicable.

WTDX.DE vs. WTEF.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
WTDX.DE WisdomTree Japan Equity UCITS ETF USD Hedged	13.33%	17.62%	36.61%	-1.66%
WTEF.DE WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc	-2.73%	3.44%	28.84%	6.12%

Returns By Period

In the year-to-date period, WTDX.DE achieves a 13.33% return, which is significantly higher than WTEF.DE's -2.73% return.

WTDX.DE

• 1D: -1.20%
• 1M: 1.37%
• YTD: 13.33%
• 6M: 27.98%
• 1Y: 40.57%
• 3Y*: 32.20%
• 5Y*: 24.72%
• 10Y*: 17.05%

WTEF.DE

• 1D: 0.24%
• 1M: -3.06%
• YTD: -2.73%
• 6M: -0.92%
• 1Y: 8.67%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

WTDX.DE vs. WTEF.DE - Expense Ratio Comparison

WTDX.DE has a 0.48% expense ratio, which is higher than WTEF.DE's 0.20% expense ratio.

WTDX.DE

WisdomTree Japan Equity UCITS ETF USD Hedged

WTEF.DE

WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc

Return for Risk

WTDX.DE vs. WTEF.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WTDX.DE

WTDX.DE Risk / Return Rank: 88
WTDX.DE Sharpe Ratio Rank: 83
WTDX.DE Sortino Ratio Rank: 81
WTDX.DE Omega Ratio Rank: 82
WTDX.DE Calmar Ratio Rank: 98
WTDX.DE Martin Ratio Rank: 96

WTEF.DE

WTEF.DE Risk / Return Rank: 34
WTEF.DE Sharpe Ratio Rank: 25
WTEF.DE Sortino Ratio Rank: 24
WTEF.DE Omega Ratio Rank: 24
WTEF.DE Calmar Ratio Rank: 50
WTEF.DE Martin Ratio Rank: 44

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.

WTDX.DE vs. WTEF.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Japan Equity UCITS ETF USD Hedged (WTDX.DE) and WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc (WTEF.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.

	WTDX.DE	WTEF.DE	Difference
Sharpe ratio Return per unit of total volatility	1.72	0.50	+1.22
Sortino ratio Return per unit of downside risk	2.20	0.78	+1.42
Omega ratio Gain probability vs. loss probability	1.33	1.11	+0.23
Calmar ratio Return relative to maximum drawdown	6.54	1.57	+4.97
Martin ratio Return relative to average drawdown	20.25	5.20	+15.05
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WTDX.DE vs. WTEF.DE - Sharpe Ratio Comparison

The current WTDX.DE Sharpe Ratio is 1.72, which is higher than the WTEF.DE Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of WTDX.DE and WTEF.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	WTDX.DE	WTEF.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.72	0.50	+1.22
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.26	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.83	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.56	0.91	-0.35

Correlation

The correlation between WTDX.DE and WTEF.DE is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

WTDX.DE vs. WTEF.DE - Dividend Comparison

WTDX.DE's dividend yield for the trailing twelve months is around 1.29%, while WTEF.DE has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
WTDX.DE WisdomTree Japan Equity UCITS ETF USD Hedged	1.29%	1.52%	1.39%	1.83%	2.16%	1.26%	1.88%	1.80%	1.82%	1.07%	1.73%	0.05%
WTEF.DE WisdomTree US Efficient Core UCITS ETF USD Unhedged 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%

Drawdowns

WTDX.DE vs. WTEF.DE - Drawdown Comparison

The maximum WTDX.DE drawdown since its inception was -34.50%, which is greater than WTEF.DE's maximum drawdown of -22.39%. Use the drawdown chart below to compare losses from any high point for WTDX.DE and WTEF.DE.

Drawdown Indicators

	WTDX.DE	WTEF.DE	Difference
Max Drawdown Largest peak-to-trough decline	-34.50%	-22.39%	-12.11%
Max Drawdown (1Y) Largest decline over 1 year	-8.09%	-8.59%	+0.50%
Max Drawdown (5Y) Largest decline over 5 years	-23.63%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-32.85%	—	—
Current Drawdown Current decline from peak	-3.69%	-5.36%	+1.67%
Average Drawdown Average peak-to-trough decline	-8.04%	-3.72%	-4.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.61%	2.57%	+0.04%

Volatility

WTDX.DE vs. WTEF.DE - Volatility Comparison

WisdomTree Japan Equity UCITS ETF USD Hedged (WTDX.DE) has a higher volatility of 7.86% compared to WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc (WTEF.DE) at 4.31%. This indicates that WTDX.DE's price experiences larger fluctuations and is considered to be riskier than WTEF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WTDX.DE	WTEF.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.86%	4.31%	+3.55%
Volatility (6M) Calculated over the trailing 6-month period	15.13%	10.29%	+4.84%
Volatility (1Y) Calculated over the trailing 1-year period	23.54%	17.31%	+6.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.39%	15.11%	+4.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.33%	15.11%	+5.22%