WTED.DE vs. EHDL.DE
WTED.DE (WisdomTree Emerging Markets SmallCap Dividend UCITS ETF) and EHDL.DE (Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF) are both Emerging Markets Equities funds - WTED.DE tracks the WisdomTree Emerging Markets SmallCap Dividend while EHDL.DE tracks the FTSE Emerging High Dividend Low Volatility Index. Both are passively managed. Over the past 10 years, WTED.DE returned 8.13%/yr vs 6.10%/yr for EHDL.DE. A 0.69 correlation means they provide meaningful diversification when combined. WTED.DE charges 0.54%/yr vs 0.49%/yr for EHDL.DE.
Performance
WTED.DE vs. EHDL.DE - Performance Comparison
Loading charts...
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%
WTED.DE vs. EHDL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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.
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
WTED.DE vs. EHDL.DE — Risk / Return Rank
WTED.DE
EHDL.DE
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.DE | EHDL.DE | Difference | |
|---|---|---|---|
| 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 |
Loading charts...
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.
Loading charts...
Drawdown Indicators
| WTED.DE | EHDL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -3.62% | -0.99% | -2.63% |
Average DrawdownAverage peak-to-trough decline | -8.37% | -9.09% | +0.72% |
Ulcer IndexDepth 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.
Loading charts...
Volatility by Period
| WTED.DE | EHDL.DE | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Find the right allocation for WTED.DE and EHDL.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