WTEF.DE vs. EUDF.DE
WTEF.DE (WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc) and EUDF.DE (WisdomTree Europe Defence UCITS ETF - EUR Acc) are both exchange-traded funds - WTEF.DE is a Large Cap Blend Equities fund tracking the WisdomTree US Efficient Core UCITS, while EUDF.DE is a Aerospace & Defense fund tracking the WisdomTree Europe Defence UCITS Index (NTR). Both are passively managed. Over the past year, WTEF.DE returned 21.82% vs -5.09% for EUDF.DE. At a 0.28 correlation, their price movements are largely independent. WTEF.DE charges 0.20%/yr vs 0.40%/yr for EUDF.DE.
Performance
WTEF.DE vs. EUDF.DE - Performance Comparison
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Returns By Period
In the year-to-date period, WTEF.DE achieves a 9.49% return, which is significantly higher than EUDF.DE's 2.51% return.
WTEF.DE
- 1D
- -0.22%
- 1M
- 4.75%
- YTD
- 9.49%
- 6M
- 9.49%
- 1Y
- 21.82%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EUDF.DE
- 1D
- 1.22%
- 1M
- -6.45%
- YTD
- 2.51%
- 6M
- 5.34%
- 1Y
- -5.09%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WTEF.DE vs. EUDF.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
WTEF.DE WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc | 9.49% | 13.16% |
EUDF.DE WisdomTree Europe Defence UCITS ETF - EUR Acc | 2.51% | 18.55% |
Correlation
The correlation between WTEF.DE and EUDF.DE is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Mar 12, 2025 | 0.28 |
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Return for Risk
WTEF.DE vs. EUDF.DE — Risk / Return Rank
WTEF.DE
EUDF.DE
WTEF.DE vs. EUDF.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc (WTEF.DE) and WisdomTree Europe Defence UCITS ETF - EUR Acc (EUDF.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.
| WTEF.DE | EUDF.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.78 | ||
| Sortino ratioReturn per unit of downside risk | +2.26 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.00 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 2.57 | -0.17 | +2.74 |
| Martin ratioReturn relative to average drawdown | 8.75 | -0.39 | +9.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WTEF.DE | EUDF.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.66 | -0.12 | +1.78 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.20 | 0.55 | +0.65 |
Drawdowns
WTEF.DE vs. EUDF.DE - Drawdown Comparison
The maximum WTEF.DE drawdown since its inception was -22.39%, which is greater than EUDF.DE's maximum drawdown of -19.51%. Use the drawdown chart below to compare losses from any high point for WTEF.DE and EUDF.DE.
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Drawdown Indicators
| WTEF.DE | EUDF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.39% | -19.51% | -2.88% |
Max Drawdown (1Y)Largest decline over 1 year | -8.53% | -19.51% | +10.98% |
Current DrawdownCurrent decline from peak | -0.52% | -14.05% | +13.53% |
Average DrawdownAverage peak-to-trough decline | -3.55% | -6.55% | +3.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 8.29% | -5.78% |
Volatility
WTEF.DE vs. EUDF.DE - Volatility Comparison
The current volatility for WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc (WTEF.DE) is 3.73%, while WisdomTree Europe Defence UCITS ETF - EUR Acc (EUDF.DE) has a volatility of 9.95%. This indicates that WTEF.DE experiences smaller price fluctuations and is considered to be less risky than EUDF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WTEF.DE | EUDF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.73% | 9.95% | -6.22% |
Volatility (6M)Calculated over the trailing 6-month period | 9.66% | 22.54% | -12.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.17% | 29.15% | -15.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.98% | 30.89% | -15.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.98% | 30.89% | -15.91% |
WTEF.DE vs. EUDF.DE - Expense Ratio Comparison
WTEF.DE has a 0.20% expense ratio, which is lower than EUDF.DE's 0.40% expense ratio.
Dividends
WTEF.DE vs. EUDF.DE - Dividend Comparison
Neither WTEF.DE nor EUDF.DE has paid dividends to shareholders.
Frequently Asked Questions
WTEF.DE and EUDF.DE have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WTEF.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WTEF.DE is cheaper with a 0.20% expense ratio, compared with 0.40% for EUDF.DE.
WTEF.DE is categorized as Large Cap Blend Equities, while EUDF.DE is Aerospace & Defense. WTEF.DE tracks WisdomTree US Efficient Core UCITS, while EUDF.DE tracks WisdomTree Europe Defence UCITS Index (NTR). Their fees differ too: 0.20% for WTEF.DE and 0.40% for EUDF.DE.
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