WTED.DE vs. JREM.DE
WTED.DE (WisdomTree Emerging Markets SmallCap Dividend UCITS ETF) and JREM.DE (JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)) are both Emerging Markets Equities funds - WTED.DE tracks the WisdomTree Emerging Markets SmallCap Dividend while JREM.DE tracks the JP Morgan Global Emerging Markets Research Enhanced Index Equity (ESG). Both are passively managed. Over the past 5 years, WTED.DE returned 9.01%/yr vs 8.30%/yr for JREM.DE. A 0.72 correlation means they provide meaningful diversification when combined. WTED.DE charges 0.54%/yr vs 0.30%/yr for JREM.DE.
Performance
WTED.DE vs. JREM.DE - Performance Comparison
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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 JREM.DE's 30.82% return.
WTED.DE
- 1D
- 0.00%
- 1M
- -0.02%
- YTD
- 12.11%
- 6M
- 13.60%
- 1Y
- 19.75%
- 3Y*
- 13.14%
- 5Y*
- 9.01%
- 10Y*
- —
JREM.DE
- 1D
- -1.57%
- 1M
- 3.96%
- YTD
- 30.82%
- 6M
- 31.40%
- 1Y
- 52.92%
- 3Y*
- 21.35%
- 5Y*
- 8.30%
- 10Y*
- —
WTED.DE vs. JREM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
WTED.DE WisdomTree Emerging Markets SmallCap Dividend UCITS ETF | 12.11% | 7.14% | 10.28% | 17.32% | -5.53% | 21.90% | 15.73% |
JREM.DE JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 30.82% | 19.77% | 12.75% | 4.21% | -15.62% | 4.87% | 24.61% |
Correlation
The correlation between WTED.DE and JREM.DE is 0.59, 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 | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2020 | 0.72 |
The correlation between WTED.DE and JREM.DE shifts across timeframes, from 0.59 (1 year) to 0.72 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
WTED.DE vs. JREM.DE — Risk / Return Rank
WTED.DE
JREM.DE
WTED.DE vs. JREM.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 JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREM.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.DE | JREM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.41 | ||
| Sortino ratioReturn per unit of downside risk | -1.67 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.54 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 2.81 | 5.31 | -2.49 |
| Martin ratioReturn relative to average drawdown | 8.90 | 19.31 | -10.40 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WTED.DE | JREM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.58 | 2.99 | -1.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.48 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.96 | 0.56 | +0.40 |
Drawdowns
WTED.DE vs. JREM.DE - Drawdown Comparison
The maximum WTED.DE drawdown since its inception was -19.05%, smaller than the maximum JREM.DE drawdown of -30.28%. Use the drawdown chart below to compare losses from any high point for WTED.DE and JREM.DE.
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Drawdown Indicators
| WTED.DE | JREM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.05% | -30.28% | +11.23% |
Max Drawdown (1Y)Largest decline over 1 year | -7.07% | -10.19% | +3.12% |
Max Drawdown (3Y)Largest decline over 3 years | -19.05% | -19.29% | +0.24% |
Max Drawdown (5Y)Largest decline over 5 years | -19.05% | -25.75% | +6.70% |
Current DrawdownCurrent decline from peak | -2.14% | -2.47% | +0.33% |
Average DrawdownAverage peak-to-trough decline | -3.42% | -10.68% | +7.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.24% | 2.81% | -0.57% |
Volatility
WTED.DE vs. JREM.DE - Volatility Comparison
The current volatility for WisdomTree Emerging Markets SmallCap Dividend UCITS ETF (WTED.DE) is 4.04%, while JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) (JREM.DE) has a volatility of 7.19%. This indicates that WTED.DE experiences smaller price fluctuations and is considered to be less risky than JREM.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.DE | JREM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.04% | 7.19% | -3.15% |
Volatility (6M)Calculated over the trailing 6-month period | 9.75% | 15.32% | -5.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.60% | 18.09% | -5.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.20% | 16.94% | -3.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.32% | 18.97% | -5.65% |
WTED.DE vs. JREM.DE - Expense Ratio Comparison
WTED.DE has a 0.54% expense ratio, which is higher than JREM.DE's 0.30% expense ratio.
Dividends
WTED.DE vs. JREM.DE - Dividend Comparison
WTED.DE's dividend yield for the trailing twelve months is around 2.84%, while JREM.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
JREM.DE JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) 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 JREM.DE have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JREM.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JREM.DE is cheaper with a 0.30% expense ratio, compared with 0.54% for WTED.DE.
WTED.DE tracks WisdomTree Emerging Markets SmallCap Dividend, while JREM.DE tracks JP Morgan Global Emerging Markets Research Enhanced Index Equity (ESG). They also come from different issuers: WisdomTree and JPMorgan. Their fees differ too: 0.54% for WTED.DE and 0.30% for JREM.DE.
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