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WTEE.DE vs. AW1H.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WTEE.DE vs. AW1H.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 UBS ETF (IE) MSCI EMU ESG Universal Low Carbon Select UCITS ETF (EUR) Acc (AW1H.DE). The values are adjusted to include any dividend payments, if applicable.

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WTEE.DE vs. AW1H.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
WTEE.DE
WisdomTree Europe Equity Income UCITS ETF
9.68%28.58%2.39%15.07%0.05%4.14%
AW1H.DE
UBS ETF (IE) MSCI EMU ESG Universal Low Carbon Select UCITS ETF (EUR) Acc
-1.82%23.67%10.99%18.33%-14.28%2.74%

Returns By Period

In the year-to-date period, WTEE.DE achieves a 9.68% return, which is significantly higher than AW1H.DE's -1.82% 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*

AW1H.DE

1D
2.92%
1M
-4.54%
YTD
-1.82%
6M
2.87%
1Y
12.56%
3Y*
12.47%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WTEE.DE vs. AW1H.DE - Expense Ratio Comparison

WTEE.DE has a 0.29% expense ratio, which is higher than AW1H.DE's 0.12% expense ratio.


Return for Risk

WTEE.DE vs. AW1H.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

AW1H.DE
AW1H.DE Risk / Return Rank: 3737
Overall Rank
AW1H.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
AW1H.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
AW1H.DE Omega Ratio Rank: 3636
Omega Ratio Rank
AW1H.DE Calmar Ratio Rank: 3838
Calmar Ratio Rank
AW1H.DE Martin Ratio Rank: 3939
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. AW1H.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 UBS ETF (IE) MSCI EMU ESG Universal Low Carbon Select UCITS ETF (EUR) Acc (AW1H.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.DEAW1H.DEDifference

Sharpe ratio

Return per unit of total volatility

1.74

0.76

+0.98

Sortino ratio

Return per unit of downside risk

2.18

1.09

+1.09

Omega ratio

Gain probability vs. loss probability

1.36

1.16

+0.20

Calmar ratio

Return relative to maximum drawdown

2.65

1.17

+1.48

Martin ratio

Return relative to average drawdown

12.45

4.24

+8.20

WTEE.DE vs. AW1H.DE - Sharpe Ratio Comparison

The current WTEE.DE Sharpe Ratio is 1.74, which is higher than the AW1H.DE Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of WTEE.DE and AW1H.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.DEAW1H.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.74

0.76

+0.98

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

0.45

+0.59

Correlation

The correlation between WTEE.DE and AW1H.DE is 0.72, 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

WTEE.DE vs. AW1H.DE - Dividend Comparison

WTEE.DE's dividend yield for the trailing twelve months is around 4.78%, while AW1H.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%
AW1H.DE
UBS ETF (IE) MSCI EMU ESG Universal Low Carbon Select UCITS ETF (EUR) Acc
0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

WTEE.DE vs. AW1H.DE - Drawdown Comparison

The maximum WTEE.DE drawdown since its inception was -16.45%, smaller than the maximum AW1H.DE drawdown of -26.23%. Use the drawdown chart below to compare losses from any high point for WTEE.DE and AW1H.DE.


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Drawdown Indicators


WTEE.DEAW1H.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.45%

-26.23%

+9.78%

Max Drawdown (1Y)

Largest decline over 1 year

-13.03%

-11.99%

-1.04%

Max Drawdown (5Y)

Largest decline over 5 years

-16.45%

Current Drawdown

Current decline from peak

-1.84%

-7.02%

+5.18%

Average Drawdown

Average peak-to-trough decline

-2.70%

-5.87%

+3.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

3.00%

-0.93%

Volatility

WTEE.DE vs. AW1H.DE - Volatility Comparison

The current volatility for WisdomTree Europe Equity Income UCITS ETF (WTEE.DE) is 4.93%, while UBS ETF (IE) MSCI EMU ESG Universal Low Carbon Select UCITS ETF (EUR) Acc (AW1H.DE) has a volatility of 6.65%. This indicates that WTEE.DE experiences smaller price fluctuations and is considered to be less risky than AW1H.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WTEE.DEAW1H.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.93%

6.65%

-1.72%

Volatility (6M)

Calculated over the trailing 6-month period

8.34%

10.57%

-2.23%

Volatility (1Y)

Calculated over the trailing 1-year period

14.78%

16.59%

-1.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.94%

16.65%

-1.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.43%

16.65%

-1.22%