WTEE.DE vs. EUPE.DE
Compare and contrast key facts about WisdomTree Europe Equity Income UCITS ETF (WTEE.DE) and Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE).
WTEE.DE and EUPE.DE 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. EUPE.DE is a passively managed fund by Natixis that tracks the performance of the Shiller Barclays CAPE® Europe Sector Value. It was launched on Dec 30, 2014. Both WTEE.DE and EUPE.DE 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. EUPE.DE - Performance Comparison
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WTEE.DE vs. EUPE.DE - 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% |
EUPE.DE Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) | 9.30% | 12.45% | 2.14% | 12.84% | -6.14% | 25.64% | 11.61% |
Returns By Period
The year-to-date returns for both stocks are quite close, with WTEE.DE having a 9.68% return and EUPE.DE slightly lower at 9.30%.
WTEE.DE
- 1D
- 2.04%
- 1M
- -0.09%
- YTD
- 9.68%
- 6M
- 15.35%
- 1Y
- 25.78%
- 3Y*
- 16.39%
- 5Y*
- 12.42%
- 10Y*
- —
EUPE.DE
- 1D
- -0.42%
- 1M
- -0.85%
- YTD
- 9.30%
- 6M
- 15.42%
- 1Y
- 17.62%
- 3Y*
- 9.44%
- 5Y*
- 8.67%
- 10Y*
- 8.83%
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WTEE.DE vs. EUPE.DE - Expense Ratio Comparison
WTEE.DE has a 0.29% expense ratio, which is lower than EUPE.DE's 0.65% expense ratio.
Return for Risk
WTEE.DE vs. EUPE.DE — Risk / Return Rank
WTEE.DE
EUPE.DE
WTEE.DE vs. EUPE.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 Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.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 | EUPE.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.74 | 1.30 | +0.44 |
Sortino ratioReturn per unit of downside risk | 2.18 | 1.69 | +0.49 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.26 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 2.65 | 1.67 | +0.98 |
Martin ratioReturn relative to average drawdown | 12.45 | 6.64 | +5.80 |
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 | EUPE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.74 | 1.30 | +0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 0.65 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.59 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.04 | 0.44 | +0.60 |
Correlation
The correlation between WTEE.DE and EUPE.DE is 0.68, 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. EUPE.DE - Dividend Comparison
WTEE.DE's dividend yield for the trailing twelve months is around 4.78%, while EUPE.DE has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
WTEE.DE WisdomTree Europe Equity Income UCITS ETF | 4.78% | 5.37% | 6.81% | 5.61% | 5.35% | 4.64% |
EUPE.DE Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
WTEE.DE vs. EUPE.DE - Drawdown Comparison
The maximum WTEE.DE drawdown since its inception was -16.45%, smaller than the maximum EUPE.DE drawdown of -32.64%. Use the drawdown chart below to compare losses from any high point for WTEE.DE and EUPE.DE.
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Drawdown Indicators
| WTEE.DE | EUPE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.45% | -32.64% | +16.19% |
Max Drawdown (1Y)Largest decline over 1 year | -13.03% | -11.21% | -1.82% |
Max Drawdown (5Y)Largest decline over 5 years | -16.45% | -15.63% | -0.82% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.64% | — |
Current DrawdownCurrent decline from peak | -1.84% | -1.04% | -0.80% |
Average DrawdownAverage peak-to-trough decline | -2.70% | -5.01% | +2.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.07% | 2.73% | -0.66% |
Volatility
WTEE.DE vs. EUPE.DE - Volatility Comparison
WisdomTree Europe Equity Income UCITS ETF (WTEE.DE) has a higher volatility of 4.93% compared to Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE) at 3.88%. This indicates that WTEE.DE's price experiences larger fluctuations and is considered to be riskier than EUPE.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 | EUPE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.93% | 3.88% | +1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 8.34% | 7.90% | +0.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.78% | 13.53% | +1.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.94% | 13.11% | +1.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.43% | 15.01% | +0.42% |