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

WTEE.DE vs. QYLD

Last updated Apr 2, 2026

Compare and contrast key facts about WisdomTree Europe Equity Income UCITS ETF (WTEE.DE) and Global X NASDAQ 100 Covered Call ETF (QYLD).

WTEE.DE and QYLD 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. QYLD is a passively managed fund by Global X that tracks the performance of the CBOE NASDAQ-100 Buy Write V2. It was launched on Dec 12, 2013. Both WTEE.DE and QYLD 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. QYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in WisdomTree Europe Equity Income UCITS ETF (WTEE.DE) and Global X NASDAQ 100 Covered Call ETF (QYLD). The values are adjusted to include any dividend payments, if applicable.

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WTEE.DE vs. QYLD - 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%
QYLD
Global X NASDAQ 100 Covered Call ETF		2.15%-3.68%27.23%19.09%-14.06%18.67%6.70%
Different Trading Currencies

WTEE.DE is traded in EUR, while QYLD is traded in USD. To make them comparable, the QYLD 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 QYLD's 2.15% 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*
—

QYLD

1D
0.48%
1M
-0.07%
YTD
2.15%
6M
8.98%
1Y
8.57%
3Y*
10.77%
5Y*
7.39%
10Y*
8.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

WisdomTree Europe Equity Income UCITS ETF

Global X NASDAQ 100 Covered Call ETF

Often compared with WTEE.DE:
WTEE.DE vs. EXSH.DEWTEE.DE vs. JEPQWTEE.DE vs. LGGE.DEWTEE.DE vs. TDIVWTEE.DE vs. TDIV.ASWTEE.DE vs. EUHD.LWTEE.DE vs. VT
Often compared with QYLD:
QYLD vs. JEPQQYLD vs. JEPIQYLD vs. QQQQYLD vs. XYLDQYLD vs. RYLDQYLD vs. SCHDQYLD vs. QYLG

WTEE.DE vs. QYLD - Expense Ratio Comparison

WTEE.DE has a 0.29% expense ratio, which is lower than QYLD's 0.60% expense ratio.

QYLD
Global X NASDAQ 100 Covered Call ETF
WTEE.DE
WisdomTree Europe Equity Income UCITS ETF

Return for Risk

WTEE.DE vs. QYLD — 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
QYLD
QYLD Risk / Return Rank: 6868
Overall Rank
QYLD Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
QYLD Sortino Ratio Rank: 6161
Sortino Ratio Rank
QYLD Omega Ratio Rank: 7979
Omega Ratio Rank
QYLD Calmar Ratio Rank: 5959
Calmar Ratio Rank
QYLD Martin Ratio Rank: 8585
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. QYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Europe Equity Income UCITS ETF (WTEE.DE) and Global X NASDAQ 100 Covered Call ETF (QYLD). 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.DEQYLDDifference

Sharpe ratio

Return per unit of total volatility

1.74

0.46

+1.28

Sortino ratio

Return per unit of downside risk

2.18

0.77

+1.41

Omega ratio

Gain probability vs. loss probability

1.36

1.13

+0.23

Calmar ratio

Return relative to maximum drawdown

2.65

0.79

+1.86

Martin ratio

Return relative to average drawdown

12.45

2.60

+9.85

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. QYLD - Sharpe Ratio Comparison

The current WTEE.DE Sharpe Ratio is 1.74, which is higher than the QYLD Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of WTEE.DE and QYLD, 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.DEQYLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.74

0.46

+1.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

0.48

+0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.53

—

Sharpe Ratio (All Time)

Calculated using the full available price history

1.04

0.59

+0.45

Correlation

The correlation between WTEE.DE and QYLD is 0.08, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

WTEE.DE vs. QYLD - Dividend Comparison

WTEE.DE's dividend yield for the trailing twelve months is around 4.78%, less than QYLD's 11.85% yield.

TTM20252024202320222021202020192018201720162015
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%0.00%
QYLD
Global X NASDAQ 100 Covered Call ETF		11.85%11.55%12.50%11.78%13.75%12.85%11.16%9.84%12.44%7.69%9.15%9.42%

Drawdowns

WTEE.DE vs. QYLD - Drawdown Comparison

The maximum WTEE.DE drawdown since its inception was -16.45%, smaller than the maximum QYLD drawdown of -27.40%. Use the drawdown chart below to compare losses from any high point for WTEE.DE and QYLD.

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Drawdown Indicators

WTEE.DEQYLDDifference

Max Drawdown

Largest peak-to-trough decline

-16.45%

-24.75%

+8.30%

Max Drawdown (1Y)

Largest decline over 1 year

-13.03%

-10.84%

-2.19%

Max Drawdown (5Y)

Largest decline over 5 years

-16.45%

-24.61%

+8.16%

Max Drawdown (10Y)

Largest decline over 10 years

—

-24.75%

—

Current Drawdown

Current decline from peak

-1.84%

-1.84%

0.00%

Average Drawdown

Average peak-to-trough decline

-2.70%

-3.89%

+1.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

1.65%

+0.42%

Volatility

WTEE.DE vs. QYLD - Volatility Comparison

WisdomTree Europe Equity Income UCITS ETF (WTEE.DE) has a higher volatility of 4.93% compared to Global X NASDAQ 100 Covered Call ETF (QYLD) at 4.06%. This indicates that WTEE.DE's price experiences larger fluctuations and is considered to be riskier than QYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

WTEE.DEQYLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.93%

4.06%

+0.87%

Volatility (6M)

Calculated over the trailing 6-month period

8.34%

8.10%

+0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

14.78%

18.78%

-4.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.94%

15.48%

-0.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.43%

16.68%

-1.25%