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

Performance

WTEE.DE vs. ZPAB.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 Amundi S&P Eurozone PAB Net Zero Ambition UCITS ETF Acc (ZPAB.DE). The values are adjusted to include any dividend payments, if applicable.

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WTEE.DE vs. ZPAB.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%
ZPAB.DE
Amundi S&P Eurozone PAB Net Zero Ambition UCITS ETF Acc
-2.54%22.02%13.92%22.06%-17.12%24.77%11.10%

Returns By Period

In the year-to-date period, WTEE.DE achieves a 9.68% return, which is significantly higher than ZPAB.DE's -2.54% 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*

ZPAB.DE

1D
3.00%
1M
-4.69%
YTD
-2.54%
6M
0.09%
1Y
9.35%
3Y*
13.33%
5Y*
9.22%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WTEE.DE vs. ZPAB.DE - Expense Ratio Comparison

WTEE.DE has a 0.29% expense ratio, which is higher than ZPAB.DE's 0.20% expense ratio.


Return for Risk

WTEE.DE vs. ZPAB.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

ZPAB.DE
ZPAB.DE Risk / Return Rank: 2828
Overall Rank
ZPAB.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
ZPAB.DE Sortino Ratio Rank: 2727
Sortino Ratio Rank
ZPAB.DE Omega Ratio Rank: 2626
Omega Ratio Rank
ZPAB.DE Calmar Ratio Rank: 3131
Calmar Ratio Rank
ZPAB.DE Martin Ratio Rank: 3131
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. ZPAB.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 Amundi S&P Eurozone PAB Net Zero Ambition UCITS ETF Acc (ZPAB.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.DEZPAB.DEDifference

Sharpe ratio

Return per unit of total volatility

1.74

0.55

+1.19

Sortino ratio

Return per unit of downside risk

2.18

0.85

+1.33

Omega ratio

Gain probability vs. loss probability

1.36

1.11

+0.25

Calmar ratio

Return relative to maximum drawdown

2.65

0.88

+1.77

Martin ratio

Return relative to average drawdown

12.45

3.15

+9.30

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

The current WTEE.DE Sharpe Ratio is 1.74, which is higher than the ZPAB.DE Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of WTEE.DE and ZPAB.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.DEZPAB.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.74

0.55

+1.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

0.54

+0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

1.04

0.67

+0.37

Correlation

The correlation between WTEE.DE and ZPAB.DE is 0.69, 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. ZPAB.DE - Dividend Comparison

WTEE.DE's dividend yield for the trailing twelve months is around 4.78%, while ZPAB.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%
ZPAB.DE
Amundi S&P Eurozone PAB Net Zero Ambition UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

WTEE.DE vs. ZPAB.DE - Drawdown Comparison

The maximum WTEE.DE drawdown since its inception was -16.45%, smaller than the maximum ZPAB.DE drawdown of -28.68%. Use the drawdown chart below to compare losses from any high point for WTEE.DE and ZPAB.DE.


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Drawdown Indicators


WTEE.DEZPAB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.45%

-28.68%

+12.23%

Max Drawdown (1Y)

Largest decline over 1 year

-13.03%

-11.99%

-1.04%

Max Drawdown (5Y)

Largest decline over 5 years

-16.45%

-28.68%

+12.23%

Current Drawdown

Current decline from peak

-1.84%

-7.31%

+5.47%

Average Drawdown

Average peak-to-trough decline

-2.70%

-5.83%

+3.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

3.12%

-1.05%

Volatility

WTEE.DE vs. ZPAB.DE - Volatility Comparison

The current volatility for WisdomTree Europe Equity Income UCITS ETF (WTEE.DE) is 4.93%, while Amundi S&P Eurozone PAB Net Zero Ambition UCITS ETF Acc (ZPAB.DE) has a volatility of 6.84%. This indicates that WTEE.DE experiences smaller price fluctuations and is considered to be less risky than ZPAB.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.DEZPAB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.93%

6.84%

-1.91%

Volatility (6M)

Calculated over the trailing 6-month period

8.34%

10.88%

-2.54%

Volatility (1Y)

Calculated over the trailing 1-year period

14.78%

17.03%

-2.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.94%

16.78%

-1.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.43%

16.79%

-1.36%