WTEE.DE vs. SXRY.DE
WTEE.DE (WisdomTree Europe Equity Income UCITS ETF) and SXRY.DE (iShares FTSE MIB UCITS ETF (Acc)) are both Europe Equities funds - WTEE.DE tracks the WisdomTree Europe Equity Income while SXRY.DE tracks the FTSE MIB. Both are passively managed. Over the past 10 years, WTEE.DE returned 9.61%/yr vs 17.09%/yr for SXRY.DE. Their correlation of 0.81 suggests significant overlap in exposure. WTEE.DE charges 0.29%/yr vs 0.33%/yr for SXRY.DE.
Performance
WTEE.DE vs. SXRY.DE - Performance Comparison
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Returns By Period
In the year-to-date period, WTEE.DE achieves a 14.69% return, which is significantly lower than SXRY.DE's 18.23% return. Over the past 10 years, WTEE.DE has underperformed SXRY.DE with an annualized return of 9.61%, while SXRY.DE has yielded a comparatively higher 17.09% annualized return.
WTEE.DE
- 1D
- 0.62%
- 1M
- -1.10%
- YTD
- 14.69%
- 6M
- 15.73%
- 1Y
- 28.50%
- 3Y*
- 18.07%
- 5Y*
- 12.65%
- 10Y*
- 9.61%
SXRY.DE
- 1D
- 0.23%
- 1M
- 4.00%
- YTD
- 18.23%
- 6M
- 19.05%
- 1Y
- 37.48%
- 3Y*
- 29.61%
- 5Y*
- 20.54%
- 10Y*
- 17.09%
WTEE.DE vs. SXRY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WTEE.DE WisdomTree Europe Equity Income UCITS ETF | 14.69% | 28.40% | 2.22% | 15.07% | -0.07% | 18.86% | -18.42% | 21.73% | -7.92% | 9.68% |
SXRY.DE iShares FTSE MIB UCITS ETF (Acc) | 18.23% | 37.80% | 18.15% | 33.34% | -9.13% | 26.71% | -4.02% | 33.22% | -14.32% | 16.72% |
Correlation
The correlation between WTEE.DE and SXRY.DE is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Oct 21, 2014 | 0.81 |
The correlation between WTEE.DE and SXRY.DE shifts across timeframes, from 0.66 (1 year) to 0.81 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
WTEE.DE vs. SXRY.DE — Risk / Return Rank
WTEE.DE
SXRY.DE
WTEE.DE vs. SXRY.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 iShares FTSE MIB UCITS ETF (Acc) (SXRY.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 | SXRY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.20 | ||
| Sortino ratioReturn per unit of downside risk | +0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.41 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 4.20 | 3.85 | +0.35 |
| Martin ratioReturn relative to average drawdown | 15.88 | 14.30 | +1.59 |
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Drawdowns
WTEE.DE vs. SXRY.DE - Drawdown Comparison
The maximum WTEE.DE drawdown since its inception was -39.64%, smaller than the maximum SXRY.DE drawdown of -43.59%. Use the drawdown chart below to compare losses from any high point for WTEE.DE and SXRY.DE.
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Drawdown Indicators
| WTEE.DE | SXRY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.64% | -43.59% | +3.95% |
Max Drawdown (1Y)Largest decline over 1 year | -6.75% | -9.69% | +2.94% |
Max Drawdown (3Y)Largest decline over 3 years | -14.14% | -17.61% | +3.47% |
Max Drawdown (5Y)Largest decline over 5 years | -16.50% | -25.00% | +8.50% |
Max Drawdown (10Y)Largest decline over 10 years | -39.64% | -40.81% | +1.17% |
Current DrawdownCurrent decline from peak | -1.70% | -1.98% | +0.28% |
Average DrawdownAverage peak-to-trough decline | -6.78% | -11.61% | +4.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.79% | 2.61% | -0.82% |
Volatility
WTEE.DE vs. SXRY.DE - Volatility Comparison
The current volatility for WisdomTree Europe Equity Income UCITS ETF (WTEE.DE) is 2.68%, while iShares FTSE MIB UCITS ETF (Acc) (SXRY.DE) has a volatility of 3.90%. This indicates that WTEE.DE experiences smaller price fluctuations and is considered to be less risky than SXRY.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 | SXRY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.68% | 3.90% | -1.22% |
Volatility (6M)Calculated over the trailing 6-month period | 9.00% | 12.78% | -3.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.19% | 15.89% | -4.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.71% | 18.29% | -4.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.67% | 19.65% | -3.98% |
WTEE.DE vs. SXRY.DE - Expense Ratio Comparison
WTEE.DE has a 0.29% expense ratio, which is lower than SXRY.DE's 0.33% expense ratio.
Dividends
WTEE.DE vs. SXRY.DE - Dividend Comparison
WTEE.DE's dividend yield for the trailing twelve months is around 5.17%, while SXRY.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SXRY.DE iShares FTSE MIB UCITS ETF (Acc) | 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 | 5.17% | 5.36% | 6.80% | 5.61% | 5.35% | 4.63% | 3.98% | 4.51% | 4.80% | 4.03% | 3.67% | 4.53% |
Frequently Asked Questions
WTEE.DE and SXRY.DE have a correlation of 0.66, 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 0.33% for SXRY.DE.
WTEE.DE tracks WisdomTree Europe Equity Income, while SXRY.DE tracks FTSE MIB. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.29% for WTEE.DE and 0.33% for SXRY.DE.
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