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

Performance

WTEE.DE vs. EUPE.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 Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

EUPE.DE
EUPE.DE Risk / Return Rank: 6363
Overall Rank
EUPE.DE Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
EUPE.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
EUPE.DE Omega Ratio Rank: 6666
Omega Ratio Rank
EUPE.DE Calmar Ratio Rank: 5757
Calmar Ratio Rank
EUPE.DE Martin Ratio Rank: 5959
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. 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.DEEUPE.DEDifference

Sharpe ratio

Return per unit of total volatility

1.74

1.30

+0.44

Sortino ratio

Return per unit of downside risk

2.18

1.69

+0.49

Omega ratio

Gain probability vs. loss probability

1.36

1.26

+0.10

Calmar ratio

Return relative to maximum drawdown

2.65

1.67

+0.98

Martin ratio

Return relative to average drawdown

12.45

6.64

+5.80

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

The current WTEE.DE Sharpe Ratio is 1.74, which is higher than the EUPE.DE Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of WTEE.DE and EUPE.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.DEEUPE.DEDifference

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.


TTM20252024202320222021
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.DEEUPE.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.84%

-1.04%

-0.80%

Average Drawdown

Average peak-to-trough decline

-2.70%

-5.01%

+2.31%

Ulcer Index

Depth 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.DEEUPE.DEDifference

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%