WTEE.DE vs. ROX.DE
WTEE.DE (WisdomTree Europe Equity Income UCITS ETF) and ROX.DE (Expat Romania BET UCITS ETF) are both Europe Equities funds - WTEE.DE tracks the WisdomTree Europe Equity Income while ROX.DE tracks the BET Index. Both are passively managed. Over the past 5 years, WTEE.DE returned 13.28%/yr vs 22.95%/yr for ROX.DE. At a 0.16 correlation, their price movements are largely independent. WTEE.DE charges 0.29%/yr vs 1.38%/yr for ROX.DE.
Performance
WTEE.DE vs. ROX.DE - Performance Comparison
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Returns By Period
In the year-to-date period, WTEE.DE achieves a 17.18% return, which is significantly lower than ROX.DE's 36.66% return.
WTEE.DE
- 1D
- 0.06%
- 1M
- 1.24%
- 6M
- 14.29%
- YTD
- 17.18%
- 1Y
- 29.64%
- 3Y*
- 18.21%
- 5Y*
- 13.28%
- 10Y*
- 8.75%
ROX.DE
- 1D
- -0.61%
- 1M
- 13.62%
- 6M
- 23.70%
- YTD
- 36.66%
- 1Y
- 72.86%
- 3Y*
- 35.39%
- 5Y*
- 22.95%
- 10Y*
- —
WTEE.DE vs. ROX.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
WTEE.DE WisdomTree Europe Equity Income UCITS ETF | 17.18% | 28.57% | 2.22% | 15.07% | -0.07% | 18.86% | -18.42% | 21.73% | -5.23% |
ROX.DE Expat Romania BET UCITS ETF | 36.66% | 43.69% | 13.19% | 22.15% | -3.87% | 34.78% | -1.71% | 34.41% | -15.49% |
Correlation
The correlation between WTEE.DE and ROX.DE is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Mar 19, 2018 | 0.16 |
The correlation between WTEE.DE and ROX.DE shifts across timeframes, from -0.01 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
WTEE.DE vs. ROX.DE — Risk / Return Rank
WTEE.DE
ROX.DE
WTEE.DE vs. ROX.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 Expat Romania BET UCITS ETF (ROX.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| WTEE.DE | ROX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.13 | ||
| Sortino ratioReturn per unit of downside risk | -1.27 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.62 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 4.37 | 9.16 | -4.80 |
| Martin ratioReturn relative to average drawdown | 16.25 | 28.50 | -12.25 |
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Drawdowns
WTEE.DE vs. ROX.DE - Drawdown Comparison
The maximum WTEE.DE drawdown since its inception was -39.64%, which is greater than ROX.DE's maximum drawdown of -29.00%. Use the drawdown chart below to compare losses from any high point for WTEE.DE and ROX.DE.
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Drawdown Indicators
| WTEE.DE | ROX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.64% | -29.00% | -10.64% |
Max Drawdown (1Y)Largest decline over 1 year | -6.75% | -7.91% | +1.16% |
Max Drawdown (3Y)Largest decline over 3 years | -14.11% | -17.52% | +3.41% |
Max Drawdown (5Y)Largest decline over 5 years | -16.50% | -19.51% | +3.01% |
Max Drawdown (10Y)Largest decline over 10 years | -39.64% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.61% | +0.61% |
Average DrawdownAverage peak-to-trough decline | -7.00% | -5.26% | -1.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 2.55% | -0.73% |
Volatility
WTEE.DE vs. ROX.DE - Volatility Comparison
The current volatility for WisdomTree Europe Equity Income UCITS ETF (WTEE.DE) is 2.98%, while Expat Romania BET UCITS ETF (ROX.DE) has a volatility of 5.33%. This indicates that WTEE.DE experiences smaller price fluctuations and is considered to be less risky than ROX.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 | ROX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.98% | 5.33% | -2.35% |
Volatility (6M)Calculated over the trailing 6-month period | 9.19% | 13.80% | -4.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.26% | 19.34% | -8.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.81% | 19.81% | -6.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.59% | 21.02% | -5.43% |
WTEE.DE vs. ROX.DE - Expense Ratio Comparison
WTEE.DE has a 0.29% expense ratio, which is lower than ROX.DE's 1.38% expense ratio.
Dividends
WTEE.DE vs. ROX.DE - Dividend Comparison
WTEE.DE's dividend yield for the trailing twelve months is around 5.10%, while ROX.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ROX.DE Expat Romania BET UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WTEE.DE WisdomTree Europe Equity Income UCITS ETF | 5.10% | 5.36% | 6.80% | 5.61% | 5.35% | 4.63% | 3.98% | 4.51% | 4.80% | 4.03% | 1.35% | 4.53% |
Frequently Asked Questions
WTEE.DE and ROX.DE have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WTEE.DE is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WTEE.DE is cheaper with a 0.29% expense ratio, compared with 1.38% for ROX.DE.
WTEE.DE tracks WisdomTree Europe Equity Income, while ROX.DE tracks BET Index. They also come from different issuers: WisdomTree and Expat. Their fees differ too: 0.29% for WTEE.DE and 1.38% for ROX.DE.
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