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WTEF.DE vs. IS3S.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WTEF.DE and IS3S.DE is 0.57, 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.


-0.50.00.51.00.6

Performance

WTEF.DE vs. IS3S.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc (WTEF.DE) and iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE). The values are adjusted to include any dividend payments, if applicable.

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%SeptemberOctoberNovemberDecember2025February
6.29%
3.98%
WTEF.DE
IS3S.DE

Key characteristics

Sharpe Ratio

WTEF.DE:

2.01

IS3S.DE:

1.39

Sortino Ratio

WTEF.DE:

2.73

IS3S.DE:

1.84

Omega Ratio

WTEF.DE:

1.39

IS3S.DE:

1.27

Calmar Ratio

WTEF.DE:

4.24

IS3S.DE:

1.68

Martin Ratio

WTEF.DE:

14.17

IS3S.DE:

6.79

Ulcer Index

WTEF.DE:

1.85%

IS3S.DE:

2.35%

Daily Std Dev

WTEF.DE:

13.03%

IS3S.DE:

11.48%

Max Drawdown

WTEF.DE:

-6.31%

IS3S.DE:

-35.18%

Current Drawdown

WTEF.DE:

-0.12%

IS3S.DE:

0.00%

Returns By Period

In the year-to-date period, WTEF.DE achieves a 4.42% return, which is significantly lower than IS3S.DE's 6.05% return.


WTEF.DE

YTD

4.42%

1M

2.44%

6M

14.18%

1Y

26.04%

5Y*

N/A

10Y*

N/A

IS3S.DE

YTD

6.05%

1M

3.03%

6M

11.70%

1Y

14.67%

5Y*

7.97%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


WTEF.DE vs. IS3S.DE - Expense Ratio Comparison

WTEF.DE has a 0.20% expense ratio, which is lower than IS3S.DE's 0.30% expense ratio.


IS3S.DE
iShares Edge MSCI World Value Factor UCITS ETF
Expense ratio chart for IS3S.DE: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
Expense ratio chart for WTEF.DE: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

WTEF.DE vs. IS3S.DE — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WTEF.DE
The Risk-Adjusted Performance Rank of WTEF.DE is 8484
Overall Rank
The Sharpe Ratio Rank of WTEF.DE is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of WTEF.DE is 7979
Sortino Ratio Rank
The Omega Ratio Rank of WTEF.DE is 8282
Omega Ratio Rank
The Calmar Ratio Rank of WTEF.DE is 9292
Calmar Ratio Rank
The Martin Ratio Rank of WTEF.DE is 8787
Martin Ratio Rank

IS3S.DE
The Risk-Adjusted Performance Rank of IS3S.DE is 5656
Overall Rank
The Sharpe Ratio Rank of IS3S.DE is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of IS3S.DE is 5050
Sortino Ratio Rank
The Omega Ratio Rank of IS3S.DE is 6060
Omega Ratio Rank
The Calmar Ratio Rank of IS3S.DE is 5656
Calmar Ratio Rank
The Martin Ratio Rank of IS3S.DE is 5959
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

WTEF.DE vs. IS3S.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc (WTEF.DE) and iShares Edge MSCI World Value Factor UCITS ETF (IS3S.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.


Sharpe ratio
The chart of Sharpe ratio for WTEF.DE, currently valued at 1.69, compared to the broader market0.002.004.001.690.99
The chart of Sortino ratio for WTEF.DE, currently valued at 2.39, compared to the broader market0.005.0010.002.391.38
The chart of Omega ratio for WTEF.DE, currently valued at 1.31, compared to the broader market0.501.001.502.002.503.001.311.18
The chart of Calmar ratio for WTEF.DE, currently valued at 3.19, compared to the broader market0.005.0010.0015.0020.003.191.30
The chart of Martin ratio for WTEF.DE, currently valued at 9.98, compared to the broader market0.0020.0040.0060.0080.00100.00120.009.984.07
WTEF.DE
IS3S.DE

The current WTEF.DE Sharpe Ratio is 2.01, which is higher than the IS3S.DE Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of WTEF.DE and IS3S.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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22Dec 29Jan 05Jan 12Jan 19Jan 26Feb 02Feb 09
1.69
0.99
WTEF.DE
IS3S.DE

Dividends

WTEF.DE vs. IS3S.DE - Dividend Comparison

Neither WTEF.DE nor IS3S.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

WTEF.DE vs. IS3S.DE - Drawdown Comparison

The maximum WTEF.DE drawdown since its inception was -6.31%, smaller than the maximum IS3S.DE drawdown of -35.18%. Use the drawdown chart below to compare losses from any high point for WTEF.DE and IS3S.DE. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.82%
-0.35%
WTEF.DE
IS3S.DE

Volatility

WTEF.DE vs. IS3S.DE - Volatility Comparison

WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc (WTEF.DE) has a higher volatility of 4.43% compared to iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) at 2.62%. This indicates that WTEF.DE's price experiences larger fluctuations and is considered to be riskier than IS3S.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
4.43%
2.62%
WTEF.DE
IS3S.DE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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