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WTED.DE vs. 84X0.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WTED.DE vs. 84X0.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in WisdomTree Emerging Markets SmallCap Dividend UCITS ETF (WTED.DE) and iShares MSCI EM ex-China UCITS ETF USD Acc (84X0.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WTED.DE achieves a 12.11% return, which is significantly lower than 84X0.DE's 40.37% return.


WTED.DE

1D
0.00%
1M
0.57%
YTD
12.11%
6M
13.50%
1Y
19.96%
3Y*
13.14%
5Y*
9.01%
10Y*

84X0.DE

1D
-1.73%
1M
8.33%
YTD
40.37%
6M
44.02%
1Y
68.88%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WTED.DE vs. 84X0.DE - Yearly Performance Comparison


2026 (YTD)202520242023
WTED.DE
WisdomTree Emerging Markets SmallCap Dividend UCITS ETF
12.11%7.14%10.28%5.98%
84X0.DE
iShares MSCI EM ex-China UCITS ETF USD Acc
40.37%19.85%9.62%7.38%

Correlation

The correlation between WTED.DE and 84X0.DE is 0.60, 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

0.60

Correlation (All Time)
Calculated using the full available price history since Nov 6, 2023

0.66

The correlation between WTED.DE and 84X0.DE has been stable across timeframes, ranging from 0.60 to 0.66 - a consistent structural relationship.

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Return for Risk

WTED.DE vs. 84X0.DE — Risk / Return Rank

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

WTED.DE
WTED.DE Risk / Return Rank: 5050
Overall Rank
WTED.DE Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
WTED.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
WTED.DE Omega Ratio Rank: 4747
Omega Ratio Rank
WTED.DE Calmar Ratio Rank: 5858
Calmar Ratio Rank
WTED.DE Martin Ratio Rank: 5353
Martin Ratio Rank

84X0.DE
84X0.DE Risk / Return Rank: 9393
Overall Rank
84X0.DE Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
84X0.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
84X0.DE Omega Ratio Rank: 9393
Omega Ratio Rank
84X0.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
84X0.DE Martin Ratio Rank: 9191
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.

WTED.DE vs. 84X0.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets SmallCap Dividend UCITS ETF (WTED.DE) and iShares MSCI EM ex-China UCITS ETF USD Acc (84X0.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.


WTED.DE84X0.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.94

Sortino ratioReturn per unit of downside risk

-2.22

Omega ratioGain probability vs. loss probability

1.29

1.64

-0.35

Calmar ratioReturn relative to maximum drawdown

2.81

5.88

-3.06

Martin ratioReturn relative to average drawdown

8.90

21.92

-13.02

WTED.DE vs. 84X0.DE - Sharpe Ratio Comparison

The current WTED.DE Sharpe Ratio is 1.58, which is lower than the 84X0.DE Sharpe Ratio of 3.52. The chart below compares the historical Sharpe Ratios of WTED.DE and 84X0.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.


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Sharpe Ratios by Period


WTED.DE84X0.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.58

3.52

-1.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.96

1.77

-0.80

Drawdowns

WTED.DE vs. 84X0.DE - Drawdown Comparison

The maximum WTED.DE drawdown since its inception was -19.05%, roughly equal to the maximum 84X0.DE drawdown of -19.72%. Use the drawdown chart below to compare losses from any high point for WTED.DE and 84X0.DE.


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Drawdown Indicators


WTED.DE84X0.DEDifference

Max Drawdown

Largest peak-to-trough decline

-19.05%

-19.72%

+0.67%

Max Drawdown (1Y)

Largest decline over 1 year

-7.07%

-11.66%

+4.59%

Max Drawdown (3Y)

Largest decline over 3 years

-19.05%

Max Drawdown (5Y)

Largest decline over 5 years

-19.05%

Current Drawdown

Current decline from peak

-2.14%

-2.49%

+0.35%

Average Drawdown

Average peak-to-trough decline

-3.42%

-2.70%

-0.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.24%

3.13%

-0.89%

Volatility

WTED.DE vs. 84X0.DE - Volatility Comparison

The current volatility for WisdomTree Emerging Markets SmallCap Dividend UCITS ETF (WTED.DE) is 4.04%, while iShares MSCI EM ex-China UCITS ETF USD Acc (84X0.DE) has a volatility of 8.41%. This indicates that WTED.DE experiences smaller price fluctuations and is considered to be less risky than 84X0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WTED.DE84X0.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.04%

8.41%

-4.37%

Volatility (6M)

Calculated over the trailing 6-month period

9.75%

16.93%

-7.18%

Volatility (1Y)

Calculated over the trailing 1-year period

12.60%

19.46%

-6.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.20%

17.11%

-3.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.32%

17.11%

-3.79%

WTED.DE vs. 84X0.DE - Expense Ratio Comparison

WTED.DE has a 0.54% expense ratio, which is higher than 84X0.DE's 0.18% expense ratio.


Dividends

WTED.DE vs. 84X0.DE - Dividend Comparison

WTED.DE's dividend yield for the trailing twelve months is around 2.84%, while 84X0.DE has not paid dividends to shareholders.


PositionTTM202520242023202220212020
84X0.DE
iShares MSCI EM ex-China UCITS ETF USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WTED.DE
WisdomTree Emerging Markets SmallCap Dividend UCITS ETF
2.84%3.61%6.31%4.74%4.17%2.79%1.25%

Frequently Asked Questions


WTED.DE and 84X0.DE have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 84X0.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

84X0.DE is cheaper with a 0.18% expense ratio, compared with 0.54% for WTED.DE.

WTED.DE tracks WisdomTree Emerging Markets SmallCap Dividend, while 84X0.DE tracks MSCI Emerging Markets ex China Index (Net). They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.54% for WTED.DE and 0.18% for 84X0.DE.

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