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WTDX.DE vs. WTEJ.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WTDX.DE vs. WTEJ.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 Cloud Computing UCITS ETF USD Acc (WTEJ.DE). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)2025202420232022202120202019
WTDX.DE
WisdomTree Japan Equity UCITS ETF USD Hedged
14.70%17.62%36.61%36.95%11.73%27.31%-6.01%1.60%
WTEJ.DE
WisdomTree Cloud Computing UCITS ETF USD Acc
-21.12%-16.66%12.94%39.67%-50.17%4.71%90.46%4.50%

Returns By Period

In the year-to-date period, WTDX.DE achieves a 14.70% return, which is significantly higher than WTEJ.DE's -21.12% return.


WTDX.DE

1D
4.14%
1M
-1.52%
YTD
14.70%
6M
30.01%
1Y
41.39%
3Y*
32.43%
5Y*
25.02%
10Y*
17.00%

WTEJ.DE

1D
1.67%
1M
1.58%
YTD
-21.12%
6M
-20.11%
1Y
-21.27%
3Y*
-4.41%
5Y*
-10.82%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

WTDX.DE has a 0.48% expense ratio, which is higher than WTEJ.DE's 0.40% expense ratio.


Return for Risk

WTDX.DE vs. WTEJ.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: 8888
Overall Rank
WTDX.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
WTDX.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
WTDX.DE Omega Ratio Rank: 8383
Omega Ratio Rank
WTDX.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
WTDX.DE Martin Ratio Rank: 9494
Martin Ratio Rank

WTEJ.DE
WTEJ.DE Risk / Return Rank: 22
Overall Rank
WTEJ.DE Sharpe Ratio Rank: 33
Sharpe Ratio Rank
WTEJ.DE Sortino Ratio Rank: 33
Sortino Ratio Rank
WTEJ.DE Omega Ratio Rank: 33
Omega Ratio Rank
WTEJ.DE Calmar Ratio Rank: 33
Calmar Ratio Rank
WTEJ.DE Martin Ratio Rank: 11
Martin Ratio Rank
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. WTEJ.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 Cloud Computing UCITS ETF USD Acc (WTEJ.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.DEWTEJ.DEDifference

Sharpe ratio

Return per unit of total volatility

1.75

-0.64

+2.40

Sortino ratio

Return per unit of downside risk

2.23

-0.72

+2.96

Omega ratio

Gain probability vs. loss probability

1.34

0.90

+0.44

Calmar ratio

Return relative to maximum drawdown

5.23

-0.63

+5.86

Martin ratio

Return relative to average drawdown

15.48

-1.57

+17.05

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

The current WTDX.DE Sharpe Ratio is 1.75, which is higher than the WTEJ.DE Sharpe Ratio of -0.64. The chart below compares the historical Sharpe Ratios of WTDX.DE and WTEJ.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.


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Sharpe Ratios by Period


WTDX.DEWTEJ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.75

-0.64

+2.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.28

-0.31

+1.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.03

+0.54

Correlation

The correlation between WTDX.DE and WTEJ.DE is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

WTDX.DE vs. WTEJ.DE - Dividend Comparison

WTDX.DE's dividend yield for the trailing twelve months is around 1.27%, while WTEJ.DE has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
WTDX.DE
WisdomTree Japan Equity UCITS ETF USD Hedged
1.27%1.52%1.39%1.83%2.16%1.26%1.88%1.80%1.82%1.07%1.73%0.05%
WTEJ.DE
WisdomTree Cloud Computing 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%

Drawdowns

WTDX.DE vs. WTEJ.DE - Drawdown Comparison

The maximum WTDX.DE drawdown since its inception was -34.50%, smaller than the maximum WTEJ.DE drawdown of -61.70%. Use the drawdown chart below to compare losses from any high point for WTDX.DE and WTEJ.DE.


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Drawdown Indicators


WTDX.DEWTEJ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.50%

-61.70%

+27.20%

Max Drawdown (1Y)

Largest decline over 1 year

-15.41%

-34.34%

+18.93%

Max Drawdown (5Y)

Largest decline over 5 years

-23.63%

-61.70%

+38.07%

Max Drawdown (10Y)

Largest decline over 10 years

-32.85%

Current Drawdown

Current decline from peak

-2.52%

-57.74%

+55.22%

Average Drawdown

Average peak-to-trough decline

-8.04%

-35.13%

+27.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

13.79%

-11.06%

Volatility

WTDX.DE vs. WTEJ.DE - Volatility Comparison

WisdomTree Japan Equity UCITS ETF USD Hedged (WTDX.DE) and WisdomTree Cloud Computing UCITS ETF USD Acc (WTEJ.DE) have volatilities of 7.88% and 8.09%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WTDX.DEWTEJ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.88%

8.09%

-0.21%

Volatility (6M)

Calculated over the trailing 6-month period

15.07%

24.23%

-9.16%

Volatility (1Y)

Calculated over the trailing 1-year period

23.52%

32.99%

-9.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.39%

34.47%

-15.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.33%

37.93%

-17.60%