WTEE.DE vs. EUHD.L

Last updated Apr 2, 2026

Compare and contrast key facts about WisdomTree Europe Equity Income UCITS ETF (WTEE.DE) and PowerShares EURO STOXX High Dividend Low Volatility UCITS (EUHD.L).

WTEE.DE and EUHD.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WTEE.DE is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Europe Equity Income. It was launched on Oct 21, 2014. EUHD.L is a passively managed fund by Invesco that tracks the performance of the MSCI EMU NR EUR. It was launched on Jan 6, 2016. Both WTEE.DE and EUHD.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

WTEE.DE vs. EUHD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in WisdomTree Europe Equity Income UCITS ETF (WTEE.DE) and PowerShares EURO STOXX High Dividend Low Volatility UCITS (EUHD.L). The values are adjusted to include any dividend payments, if applicable.

WTEE.DE vs. EUHD.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
WTEE.DE WisdomTree Europe Equity Income UCITS ETF	9.68%	28.58%	2.39%	15.07%	0.05%	18.73%	6.60%
EUHD.L PowerShares EURO STOXX High Dividend Low Volatility UCITS	7.54%	35.43%	10.31%	13.74%	-8.25%	20.67%	3.21%

Different Trading Currencies

WTEE.DE is traded in EUR, while EUHD.L is traded in GBp. To make them comparable, the EUHD.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, WTEE.DE achieves a 9.68% return, which is significantly higher than EUHD.L's 7.54% 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*: —

EUHD.L

• 1D: 2.21%
• 1M: -0.58%
• YTD: 7.54%
• 6M: 13.10%
• 1Y: 25.43%
• 3Y*: 20.21%
• 5Y*: 12.93%
• 10Y*: 8.29%

*Multi-year figures are annualized to reflect compound growth (CAGR)

WTEE.DE vs. EUHD.L - Expense Ratio Comparison

WTEE.DE has a 0.29% expense ratio, which is lower than EUHD.L's 0.30% expense ratio.

EUHD.L

PowerShares EURO STOXX High Dividend Low Volatility UCITS

WTEE.DE

WisdomTree Europe Equity Income UCITS ETF

Return for Risk

WTEE.DE vs. EUHD.L — 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: 85
WTEE.DE Sharpe Ratio Rank: 84
WTEE.DE Sortino Ratio Rank: 80
WTEE.DE Omega Ratio Rank: 86
WTEE.DE Calmar Ratio Rank: 83
WTEE.DE Martin Ratio Rank: 90

EUHD.L

EUHD.L Risk / Return Rank: 94
EUHD.L Sharpe Ratio Rank: 94
EUHD.L Sortino Ratio Rank: 94
EUHD.L Omega Ratio Rank: 94
EUHD.L Calmar Ratio Rank: 95
EUHD.L Martin Ratio Rank: 93

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. EUHD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Europe Equity Income UCITS ETF (WTEE.DE) and PowerShares EURO STOXX High Dividend Low Volatility UCITS (EUHD.L). 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	EUHD.L	Difference
Sharpe ratio Return per unit of total volatility	1.74	1.92	-0.18
Sortino ratio Return per unit of downside risk	2.18	2.35	-0.17
Omega ratio Gain probability vs. loss probability	1.36	1.38	-0.02
Calmar ratio Return relative to maximum drawdown	2.65	2.88	-0.23
Martin ratio Return relative to average drawdown	12.45	11.91	+0.54
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WTEE.DE vs. EUHD.L - Sharpe Ratio Comparison

The current WTEE.DE Sharpe Ratio is 1.74, which is comparable to the EUHD.L Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of WTEE.DE and EUHD.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	WTEE.DE	EUHD.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.74	1.92	-0.18
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.92	0.95	-0.04
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.52	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.04	0.50	+0.54

Correlation

The correlation between WTEE.DE and EUHD.L is 0.73, 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. EUHD.L - Dividend Comparison

WTEE.DE's dividend yield for the trailing twelve months is around 4.78%, more than EUHD.L's 4.03% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
WTEE.DE WisdomTree Europe Equity Income UCITS ETF	4.78%	5.37%	6.81%	5.61%	5.35%	4.64%	0.00%	0.00%	0.00%	0.00%	0.00%
EUHD.L PowerShares EURO STOXX High Dividend Low Volatility UCITS	4.03%	4.61%	5.86%	5.50%	5.44%	4.28%	3.06%	4.66%	4.34%	3.41%	3.51%

Drawdowns

WTEE.DE vs. EUHD.L - Drawdown Comparison

The maximum WTEE.DE drawdown since its inception was -16.45%, smaller than the maximum EUHD.L drawdown of -40.29%. Use the drawdown chart below to compare losses from any high point for WTEE.DE and EUHD.L.

Drawdown Indicators

	WTEE.DE	EUHD.L	Difference
Max Drawdown Largest peak-to-trough decline	-16.45%	-35.97%	+19.52%
Max Drawdown (1Y) Largest decline over 1 year	-13.03%	-8.03%	-5.00%
Max Drawdown (5Y) Largest decline over 5 years	-16.45%	-19.82%	+3.37%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.97%	—
Current Drawdown Current decline from peak	-1.84%	-1.69%	-0.15%
Average Drawdown Average peak-to-trough decline	-2.70%	-5.37%	+2.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.07%	2.21%	-0.14%

Volatility

WTEE.DE vs. EUHD.L - Volatility Comparison

WisdomTree Europe Equity Income UCITS ETF (WTEE.DE) has a higher volatility of 4.93% compared to PowerShares EURO STOXX High Dividend Low Volatility UCITS (EUHD.L) at 4.66%. This indicates that WTEE.DE's price experiences larger fluctuations and is considered to be riskier than EUHD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WTEE.DE	EUHD.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.93%	4.66%	+0.27%
Volatility (6M) Calculated over the trailing 6-month period	8.34%	8.13%	+0.21%
Volatility (1Y) Calculated over the trailing 1-year period	14.78%	13.22%	+1.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.94%	13.56%	+1.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.43%	15.89%	-0.46%