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WTED.DE vs. EHDL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WTED.DE vs. EHDL.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 Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF (EHDL.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with WTED.DE having a 11.69% return and EHDL.DE slightly higher at 12.21%. Over the past 10 years, WTED.DE has outperformed EHDL.DE with an annualized return of 8.13%, while EHDL.DE has yielded a comparatively lower 6.10% annualized return.


WTED.DE

1D
-0.38%
1M
-3.09%
6M
7.85%
YTD
11.69%
1Y
15.63%
3Y*
12.10%
5Y*
7.15%
10Y*
8.13%

EHDL.DE

1D
-0.20%
1M
1.47%
6M
8.34%
YTD
12.21%
1Y
23.70%
3Y*
13.52%
5Y*
7.13%
10Y*
6.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WTED.DE vs. EHDL.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WTED.DE
WisdomTree Emerging Markets SmallCap Dividend UCITS ETF
11.69%6.38%8.38%15.71%-5.53%21.92%-3.85%20.15%-11.97%18.97%
EHDL.DE
Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF
12.21%12.82%8.32%6.17%-10.93%22.11%-15.54%19.11%-2.44%9.35%

Correlation

The correlation between WTED.DE and EHDL.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.43

Correlation (3Y)
Calculated over the trailing 3-year period

0.57

Correlation (5Y)
Calculated over the trailing 5-year period

0.63

Correlation (10Y)
Calculated over the trailing 10-year period

0.69

Correlation (All Time)
Calculated using the full available price history since May 27, 2016

0.69

Over the past year, the correlation between WTED.DE and EHDL.DE has dropped to 0.43 - well below their long-term average of 0.69, suggesting their price drivers have been diverging.

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Return for Risk

WTED.DE vs. EHDL.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: 4343
Overall Rank
WTED.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
WTED.DE Sortino Ratio Rank: 3838
Sortino Ratio Rank
WTED.DE Omega Ratio Rank: 3838
Omega Ratio Rank
WTED.DE Calmar Ratio Rank: 5353
Calmar Ratio Rank
WTED.DE Martin Ratio Rank: 4848
Martin Ratio Rank

EHDL.DE
EHDL.DE Risk / Return Rank: 8282
Overall Rank
EHDL.DE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
EHDL.DE Sortino Ratio Rank: 8080
Sortino Ratio Rank
EHDL.DE Omega Ratio Rank: 7979
Omega Ratio Rank
EHDL.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
EHDL.DE Martin Ratio Rank: 7878
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. EHDL.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 Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF (EHDL.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.


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

-0.94

Sortino ratioReturn per unit of downside risk

-1.20

Omega ratioGain probability vs. loss probability

1.21

1.37

-0.16

Calmar ratioReturn relative to maximum drawdown

2.19

4.48

-2.29

Martin ratioReturn relative to average drawdown

6.59

11.80

-5.21

WTED.DE vs. EHDL.DE - Sharpe Ratio Comparison

The current WTED.DE Sharpe Ratio is 1.14, which is lower than the EHDL.DE Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of WTED.DE and EHDL.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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Drawdowns

WTED.DE vs. EHDL.DE - Drawdown Comparison

The maximum WTED.DE drawdown since its inception was -36.92%, roughly equal to the maximum EHDL.DE drawdown of -36.13%. Use the drawdown chart below to compare losses from any high point for WTED.DE and EHDL.DE.


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Drawdown Indicators


WTED.DEEHDL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.92%

-36.13%

-0.79%

Max Drawdown (1Y)

Largest decline over 1 year

-7.10%

-5.26%

-1.84%

Max Drawdown (3Y)

Largest decline over 3 years

-19.61%

-14.85%

-4.76%

Max Drawdown (5Y)

Largest decline over 5 years

-19.61%

-18.80%

-0.81%

Max Drawdown (10Y)

Largest decline over 10 years

-36.92%

-36.13%

-0.79%

Current Drawdown

Current decline from peak

-3.62%

-0.99%

-2.63%

Average Drawdown

Average peak-to-trough decline

-8.37%

-9.09%

+0.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.37%

2.00%

+0.37%

Volatility

WTED.DE vs. EHDL.DE - Volatility Comparison

WisdomTree Emerging Markets SmallCap Dividend UCITS ETF (WTED.DE) has a higher volatility of 5.24% compared to Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF (EHDL.DE) at 3.21%. This indicates that WTED.DE's price experiences larger fluctuations and is considered to be riskier than EHDL.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.DEEHDL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.24%

3.21%

+2.03%

Volatility (6M)

Calculated over the trailing 6-month period

11.07%

8.05%

+3.02%

Volatility (1Y)

Calculated over the trailing 1-year period

13.68%

11.34%

+2.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.38%

13.60%

-0.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.26%

17.99%

+4.27%

WTED.DE vs. EHDL.DE - Expense Ratio Comparison

WTED.DE has a 0.54% expense ratio, which is higher than EHDL.DE's 0.49% expense ratio.


Dividends

WTED.DE vs. EHDL.DE - Dividend Comparison

WTED.DE's dividend yield for the trailing twelve months is around 3.15%, less than EHDL.DE's 4.74% yield.


PositionTTM20252024202320222021202020192018201720162015
EHDL.DE
Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF
4.74%5.27%5.58%6.15%9.20%5.91%4.28%5.04%5.45%5.14%2.24%0.00%
WTED.DE
WisdomTree Emerging Markets SmallCap Dividend UCITS ETF
3.15%2.95%4.72%3.50%4.17%2.79%3.04%3.11%3.11%2.37%0.43%3.30%

Frequently Asked Questions


WTED.DE and EHDL.DE have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EHDL.DE is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EHDL.DE is cheaper with a 0.49% expense ratio, compared with 0.54% for WTED.DE.

WTED.DE tracks WisdomTree Emerging Markets SmallCap Dividend, while EHDL.DE tracks FTSE Emerging High Dividend Low Volatility Index. They also come from different issuers: WisdomTree and Invesco. Their fees differ too: 0.54% for WTED.DE and 0.49% for EHDL.DE.

Portfolio Optimizer

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