WTEE.DE vs. ES50.DE
WTEE.DE (WisdomTree Europe Equity Income UCITS ETF) and ES50.DE (iShares EURO STOXX 50 ESG UCITS ETF EUR (Acc)) are both Europe Equities funds - WTEE.DE tracks the WisdomTree Europe Equity Income while ES50.DE tracks the EURO STOXX 50 ESG Index. Both are passively managed. Over the past year, WTEE.DE returned 25.85% vs 19.03% for ES50.DE. A 0.72 correlation means they provide meaningful diversification when combined. WTEE.DE charges 0.29%/yr vs 0.10%/yr for ES50.DE.
Performance
WTEE.DE vs. ES50.DE - Performance Comparison
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Returns By Period
In the year-to-date period, WTEE.DE achieves a 13.70% return, which is significantly higher than ES50.DE's 8.46% return.
WTEE.DE
- 1D
- -0.26%
- 1M
- 1.18%
- YTD
- 13.70%
- 6M
- 16.39%
- 1Y
- 25.85%
- 3Y*
- 17.15%
- 5Y*
- 12.46%
- 10Y*
- —
ES50.DE
- 1D
- 0.43%
- 1M
- 5.28%
- YTD
- 8.46%
- 6M
- 10.04%
- 1Y
- 19.03%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WTEE.DE vs. ES50.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
WTEE.DE WisdomTree Europe Equity Income UCITS ETF | 13.70% | 28.40% | 2.20% | 4.82% |
ES50.DE iShares EURO STOXX 50 ESG UCITS ETF EUR (Acc) | 8.46% | 25.72% | 13.20% | 6.66% |
Correlation
The correlation between WTEE.DE and ES50.DE is 0.67, 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 | 0.67 |
Correlation (All Time) Calculated using the full available price history since Jul 27, 2023 | 0.72 |
The correlation between WTEE.DE and ES50.DE has been stable across timeframes, ranging from 0.67 to 0.72 - a consistent structural relationship.
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Return for Risk
WTEE.DE vs. ES50.DE — Risk / Return Rank
WTEE.DE
ES50.DE
WTEE.DE vs. ES50.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 iShares EURO STOXX 50 ESG UCITS ETF EUR (Acc) (ES50.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.DE | ES50.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.24 | ||
| Sortino ratioReturn per unit of downside risk | +1.43 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.21 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 3.80 | 1.62 | +2.18 |
| Martin ratioReturn relative to average drawdown | 14.72 | 5.62 | +9.10 |
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
| WTEE.DE | ES50.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.35 | 1.12 | +1.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.08 | 1.20 | -0.12 |
Drawdowns
WTEE.DE vs. ES50.DE - Drawdown Comparison
The maximum WTEE.DE drawdown since its inception was -16.45%, which is greater than ES50.DE's maximum drawdown of -15.53%. Use the drawdown chart below to compare losses from any high point for WTEE.DE and ES50.DE.
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Drawdown Indicators
| WTEE.DE | ES50.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.45% | -15.53% | -0.92% |
Max Drawdown (1Y)Largest decline over 1 year | -6.78% | -11.70% | +4.92% |
Max Drawdown (3Y)Largest decline over 3 years | -14.12% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -16.45% | — | — |
Current DrawdownCurrent decline from peak | -1.96% | -0.44% | -1.52% |
Average DrawdownAverage peak-to-trough decline | -2.65% | -2.38% | -0.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.75% | 3.38% | -1.63% |
Volatility
WTEE.DE vs. ES50.DE - Volatility Comparison
The current volatility for WisdomTree Europe Equity Income UCITS ETF (WTEE.DE) is 3.73%, while iShares EURO STOXX 50 ESG UCITS ETF EUR (Acc) (ES50.DE) has a volatility of 5.08%. This indicates that WTEE.DE experiences smaller price fluctuations and is considered to be less risky than ES50.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.DE | ES50.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.73% | 5.08% | -1.35% |
Volatility (6M)Calculated over the trailing 6-month period | 8.73% | 13.75% | -5.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.94% | 16.97% | -6.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.50% | 15.76% | -1.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.99% | 15.76% | -0.77% |
WTEE.DE vs. ES50.DE - Expense Ratio Comparison
WTEE.DE has a 0.29% expense ratio, which is higher than ES50.DE's 0.10% expense ratio.
Dividends
WTEE.DE vs. ES50.DE - Dividend Comparison
WTEE.DE's dividend yield for the trailing twelve months is around 4.55%, while ES50.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
ES50.DE iShares EURO STOXX 50 ESG UCITS ETF EUR (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WTEE.DE WisdomTree Europe Equity Income UCITS ETF | 4.55% | 5.37% | 6.81% | 5.61% | 5.35% | 4.64% |
Frequently Asked Questions
WTEE.DE and ES50.DE have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ES50.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ES50.DE is cheaper with a 0.10% expense ratio, compared with 0.29% for WTEE.DE.
WTEE.DE tracks WisdomTree Europe Equity Income, while ES50.DE tracks EURO STOXX 50 ESG Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.29% for WTEE.DE and 0.10% for ES50.DE.
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