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WTEE.DE vs. ASWA.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WTEE.DE vs. ASWA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in WisdomTree Europe Equity Income UCITS ETF (WTEE.DE) and HANetf European Green Deal UCITS ETF Acc (ASWA.DE). The values are adjusted to include any dividend payments, if applicable.

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WTEE.DE vs. ASWA.DE - Yearly Performance Comparison


2026 (YTD)202520242023
WTEE.DE
WisdomTree Europe Equity Income UCITS ETF
9.68%28.58%2.39%4.86%
ASWA.DE
HANetf European Green Deal UCITS ETF Acc
14.24%26.07%-11.37%-2.40%

Returns By Period

In the year-to-date period, WTEE.DE achieves a 9.68% return, which is significantly lower than ASWA.DE's 14.24% return.


WTEE.DE

1D
2.04%
1M
-0.09%
YTD
9.68%
6M
15.35%
1Y
25.78%
3Y*
16.39%
5Y*
12.42%
10Y*

ASWA.DE

1D
1.06%
1M
-1.15%
YTD
14.24%
6M
17.71%
1Y
38.73%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WTEE.DE vs. ASWA.DE - Expense Ratio Comparison

WTEE.DE has a 0.29% expense ratio, which is lower than ASWA.DE's 0.60% expense ratio.


Return for Risk

WTEE.DE vs. ASWA.DE — Risk / Return Rank

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

WTEE.DE
WTEE.DE Risk / Return Rank: 8585
Overall Rank
WTEE.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
WTEE.DE Sortino Ratio Rank: 8080
Sortino Ratio Rank
WTEE.DE Omega Ratio Rank: 8686
Omega Ratio Rank
WTEE.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
WTEE.DE Martin Ratio Rank: 9090
Martin Ratio Rank

ASWA.DE
ASWA.DE Risk / Return Rank: 9393
Overall Rank
ASWA.DE Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
ASWA.DE Sortino Ratio Rank: 9494
Sortino Ratio Rank
ASWA.DE Omega Ratio Rank: 9191
Omega Ratio Rank
ASWA.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
ASWA.DE Martin Ratio Rank: 9595
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.

WTEE.DE vs. ASWA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Europe Equity Income UCITS ETF (WTEE.DE) and HANetf European Green Deal UCITS ETF Acc (ASWA.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.


WTEE.DEASWA.DEDifference

Sharpe ratio

Return per unit of total volatility

1.74

2.36

-0.62

Sortino ratio

Return per unit of downside risk

2.18

3.03

-0.84

Omega ratio

Gain probability vs. loss probability

1.36

1.41

-0.05

Calmar ratio

Return relative to maximum drawdown

2.65

3.47

-0.82

Martin ratio

Return relative to average drawdown

12.45

16.42

-3.97

WTEE.DE vs. ASWA.DE - Sharpe Ratio Comparison

The current WTEE.DE Sharpe Ratio is 1.74, which is comparable to the ASWA.DE Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of WTEE.DE and ASWA.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


WTEE.DEASWA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.74

2.36

-0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

Sharpe Ratio (All Time)

Calculated using the full available price history

1.04

0.50

+0.54

Correlation

The correlation between WTEE.DE and ASWA.DE is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

WTEE.DE vs. ASWA.DE - Dividend Comparison

WTEE.DE's dividend yield for the trailing twelve months is around 4.78%, while ASWA.DE has not paid dividends to shareholders.


TTM20252024202320222021
WTEE.DE
WisdomTree Europe Equity Income UCITS ETF
4.78%5.37%6.81%5.61%5.35%4.64%
ASWA.DE
HANetf European Green Deal UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

WTEE.DE vs. ASWA.DE - Drawdown Comparison

The maximum WTEE.DE drawdown since its inception was -16.45%, smaller than the maximum ASWA.DE drawdown of -22.09%. Use the drawdown chart below to compare losses from any high point for WTEE.DE and ASWA.DE.


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Drawdown Indicators


WTEE.DEASWA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.45%

-22.09%

+5.64%

Max Drawdown (1Y)

Largest decline over 1 year

-13.03%

-11.15%

-1.88%

Max Drawdown (5Y)

Largest decline over 5 years

-16.45%

Current Drawdown

Current decline from peak

-1.84%

-1.70%

-0.14%

Average Drawdown

Average peak-to-trough decline

-2.70%

-7.10%

+4.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

2.36%

-0.29%

Volatility

WTEE.DE vs. ASWA.DE - Volatility Comparison

WisdomTree Europe Equity Income UCITS ETF (WTEE.DE) and HANetf European Green Deal UCITS ETF Acc (ASWA.DE) have volatilities of 4.93% and 4.86%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WTEE.DEASWA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.93%

4.86%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

8.34%

9.51%

-1.17%

Volatility (1Y)

Calculated over the trailing 1-year period

14.78%

16.63%

-1.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.94%

17.04%

-2.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.43%

17.04%

-1.61%