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

Performance

WTED.DE vs. WTEI.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 WisdomTree Emerging Markets Equity Income UCITS ETF (WTEI.DE). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020
WTED.DE
WisdomTree Emerging Markets SmallCap Dividend UCITS ETF
5.22%6.41%8.49%15.78%-5.53%21.90%15.73%
WTEI.DE
WisdomTree Emerging Markets Equity Income UCITS ETF
6.62%7.76%11.91%16.94%-7.18%22.68%6.08%

Returns By Period

In the year-to-date period, WTED.DE achieves a 5.22% return, which is significantly lower than WTEI.DE's 6.62% return.


WTED.DE

1D
1.46%
1M
-3.93%
YTD
5.22%
6M
6.82%
1Y
16.58%
3Y*
11.02%
5Y*
7.65%
10Y*

WTEI.DE

1D
0.96%
1M
-1.48%
YTD
6.62%
6M
9.57%
1Y
13.70%
3Y*
13.13%
5Y*
8.68%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

WTED.DE has a 0.54% expense ratio, which is higher than WTEI.DE's 0.46% expense ratio.


Return for Risk

WTED.DE vs. WTEI.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: 5656
Overall Rank
WTED.DE Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
WTED.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
WTED.DE Omega Ratio Rank: 5353
Omega Ratio Rank
WTED.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
WTED.DE Martin Ratio Rank: 6565
Martin Ratio Rank

WTEI.DE
WTEI.DE Risk / Return Rank: 5353
Overall Rank
WTEI.DE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
WTEI.DE Sortino Ratio Rank: 4646
Sortino Ratio Rank
WTEI.DE Omega Ratio Rank: 4545
Omega Ratio Rank
WTEI.DE Calmar Ratio Rank: 5858
Calmar Ratio Rank
WTEI.DE Martin Ratio Rank: 6767
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. WTEI.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 WisdomTree Emerging Markets Equity Income UCITS ETF (WTEI.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.DEWTEI.DEDifference

Sharpe ratio

Return per unit of total volatility

0.99

0.95

+0.03

Sortino ratio

Return per unit of downside risk

1.37

1.33

+0.04

Omega ratio

Gain probability vs. loss probability

1.21

1.19

+0.03

Calmar ratio

Return relative to maximum drawdown

1.83

1.63

+0.20

Martin ratio

Return relative to average drawdown

7.58

7.47

+0.11

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

The current WTED.DE Sharpe Ratio is 0.99, which is comparable to the WTEI.DE Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of WTED.DE and WTEI.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


WTED.DEWTEI.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

0.95

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.62

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.77

+0.07

Correlation

The correlation between WTED.DE and WTEI.DE is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

WTED.DE vs. WTEI.DE - Dividend Comparison

WTED.DE's dividend yield for the trailing twelve months is around 2.88%, less than WTEI.DE's 4.43% yield.


TTM20252024202320222021202020192018201720162015
WTED.DE
WisdomTree Emerging Markets SmallCap Dividend UCITS ETF
2.88%2.95%4.72%3.50%4.17%2.79%3.04%0.00%0.00%0.00%0.00%0.00%
WTEI.DE
WisdomTree Emerging Markets Equity Income UCITS ETF
4.43%4.52%7.52%6.96%7.43%3.95%4.97%0.00%0.00%0.00%0.00%0.00%

Drawdowns

WTED.DE vs. WTEI.DE - Drawdown Comparison

The maximum WTED.DE drawdown since its inception was -19.62%, which is greater than WTEI.DE's maximum drawdown of -16.73%. Use the drawdown chart below to compare losses from any high point for WTED.DE and WTEI.DE.


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Drawdown Indicators


WTED.DEWTEI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-19.62%

-16.73%

-2.89%

Max Drawdown (1Y)

Largest decline over 1 year

-12.41%

-12.42%

+0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-19.62%

-16.73%

-2.89%

Current Drawdown

Current decline from peak

-5.71%

-3.27%

-2.44%

Average Drawdown

Average peak-to-trough decline

-3.58%

-4.10%

+0.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.32%

1.90%

+0.42%

Volatility

WTED.DE vs. WTEI.DE - Volatility Comparison

The current volatility for WisdomTree Emerging Markets SmallCap Dividend UCITS ETF (WTED.DE) is 4.06%, while WisdomTree Emerging Markets Equity Income UCITS ETF (WTEI.DE) has a volatility of 4.31%. This indicates that WTED.DE experiences smaller price fluctuations and is considered to be less risky than WTEI.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.DEWTEI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.06%

4.31%

-0.25%

Volatility (6M)

Calculated over the trailing 6-month period

9.21%

9.39%

-0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

16.77%

14.32%

+2.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.27%

13.76%

-0.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.39%

13.91%

-0.52%