WTEF.DE vs. MVEA.DE
WTEF.DE (WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc) and MVEA.DE (iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF) are both Large Cap Blend Equities funds - WTEF.DE tracks the WisdomTree US Efficient Core UCITS while MVEA.DE tracks the Russell 1000 TR USD. Both are passively managed. Over the past year, WTEF.DE returned 21.82% vs 1.20% for MVEA.DE. A 0.56 correlation means they provide meaningful diversification when combined. Both charge a 0.20% expense ratio.
Performance
WTEF.DE vs. MVEA.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 MVEA.DE's 2.43% return.
WTEF.DE
- 1D
- -0.22%
- 1M
- 4.75%
- YTD
- 9.49%
- 6M
- 9.49%
- 1Y
- 21.82%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MVEA.DE
- 1D
- -0.13%
- 1M
- 3.15%
- YTD
- 2.43%
- 6M
- 2.17%
- 1Y
- 1.20%
- 3Y*
- 6.69%
- 5Y*
- 6.87%
- 10Y*
- —
WTEF.DE vs. MVEA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
WTEF.DE WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc | 9.49% | 3.44% | 28.84% | 6.12% |
MVEA.DE iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF | 2.43% | -7.09% | 19.73% | 3.26% |
Correlation
The correlation between WTEF.DE and MVEA.DE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Oct 18, 2023 | 0.56 |
The correlation between WTEF.DE and MVEA.DE shifts across timeframes, from 0.45 (1 year) to 0.56 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
WTEF.DE vs. MVEA.DE — Risk / Return Rank
WTEF.DE
MVEA.DE
WTEF.DE vs. MVEA.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 iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.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 | MVEA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.57 | ||
| Sortino ratioReturn per unit of downside risk | +2.11 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.02 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 2.57 | 0.17 | +2.40 |
| Martin ratioReturn relative to average drawdown | 8.75 | 0.35 | +8.40 |
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 | MVEA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.66 | 0.09 | +1.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.55 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.20 | 0.66 | +0.54 |
Drawdowns
WTEF.DE vs. MVEA.DE - Drawdown Comparison
The maximum WTEF.DE drawdown since its inception was -22.39%, which is greater than MVEA.DE's maximum drawdown of -17.47%. Use the drawdown chart below to compare losses from any high point for WTEF.DE and MVEA.DE.
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Drawdown Indicators
| WTEF.DE | MVEA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.39% | -17.47% | -4.92% |
Max Drawdown (1Y)Largest decline over 1 year | -8.53% | -4.92% | -3.61% |
Max Drawdown (3Y)Largest decline over 3 years | — | -17.47% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.47% | — |
Current DrawdownCurrent decline from peak | -0.52% | -10.27% | +9.75% |
Average DrawdownAverage peak-to-trough decline | -3.55% | -5.38% | +1.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 2.39% | +0.12% |
Volatility
WTEF.DE vs. MVEA.DE - Volatility Comparison
WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc (WTEF.DE) has a higher volatility of 3.73% compared to iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF (MVEA.DE) at 2.72%. This indicates that WTEF.DE's price experiences larger fluctuations and is considered to be riskier than MVEA.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 | MVEA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.73% | 2.72% | +1.01% |
Volatility (6M)Calculated over the trailing 6-month period | 9.66% | 5.90% | +3.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.17% | 8.97% | +4.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.98% | 12.27% | +2.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.98% | 12.79% | +2.19% |
WTEF.DE vs. MVEA.DE - Expense Ratio Comparison
Both WTEF.DE and MVEA.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
WTEF.DE vs. MVEA.DE - Dividend Comparison
Neither WTEF.DE nor MVEA.DE has paid dividends to shareholders.
Frequently Asked Questions
WTEF.DE and MVEA.DE have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
WTEF.DE and MVEA.DE have the same expense ratio: 0.20% per year.
WTEF.DE tracks WisdomTree US Efficient Core UCITS, while MVEA.DE tracks Russell 1000 TR USD. They also come from different issuers: WisdomTree and iShares.
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