WTEF.DE vs. QDVR.DE
WTEF.DE (WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc) and QDVR.DE (iShares MSCI USA SRI UCITS ETF USD (Acc)) are both Large Cap Blend Equities funds - WTEF.DE tracks the WisdomTree US Efficient Core UCITS while QDVR.DE tracks the MSCI USA SRI Select Reduced Fossil Fuels. Both are passively managed. Over the past year, WTEF.DE returned 21.82% vs 22.48% for QDVR.DE. A 0.74 correlation means they provide meaningful diversification when combined. Both charge a 0.20% expense ratio.
Performance
WTEF.DE vs. QDVR.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 lower than QDVR.DE's 14.85% return.
WTEF.DE
- 1D
- -0.22%
- 1M
- 4.75%
- YTD
- 9.49%
- 6M
- 9.49%
- 1Y
- 21.82%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QDVR.DE
- 1D
- 0.06%
- 1M
- 4.69%
- YTD
- 14.85%
- 6M
- 14.33%
- 1Y
- 22.48%
- 3Y*
- 14.58%
- 5Y*
- 12.24%
- 10Y*
- —
WTEF.DE vs. QDVR.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% |
QDVR.DE iShares MSCI USA SRI UCITS ETF USD (Acc) | 14.85% | -0.76% | 20.30% | 5.81% |
Correlation
The correlation between WTEF.DE and QDVR.DE is 0.68, 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 | 0.68 |
Correlation (All Time) Calculated using the full available price history since Oct 18, 2023 | 0.74 |
The correlation between WTEF.DE and QDVR.DE has been stable across timeframes, ranging from 0.68 to 0.74 - a consistent structural relationship.
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Return for Risk
WTEF.DE vs. QDVR.DE — Risk / Return Rank
WTEF.DE
QDVR.DE
WTEF.DE vs. QDVR.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 MSCI USA SRI UCITS ETF USD (Acc) (QDVR.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 | QDVR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.10 | ||
| Sortino ratioReturn per unit of downside risk | -0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.31 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.57 | 3.09 | -0.52 |
| Martin ratioReturn relative to average drawdown | 8.75 | 10.29 | -1.54 |
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 | QDVR.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.66 | 1.76 | -0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.20 | 0.89 | +0.31 |
Drawdowns
WTEF.DE vs. QDVR.DE - Drawdown Comparison
The maximum WTEF.DE drawdown since its inception was -22.39%, smaller than the maximum QDVR.DE drawdown of -32.87%. Use the drawdown chart below to compare losses from any high point for WTEF.DE and QDVR.DE.
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Drawdown Indicators
| WTEF.DE | QDVR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.39% | -32.87% | +10.48% |
Max Drawdown (1Y)Largest decline over 1 year | -8.53% | -7.24% | -1.29% |
Max Drawdown (3Y)Largest decline over 3 years | — | -23.91% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.91% | — |
Current DrawdownCurrent decline from peak | -0.52% | 0.00% | -0.52% |
Average DrawdownAverage peak-to-trough decline | -3.55% | -4.41% | +0.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 2.18% | +0.33% |
Volatility
WTEF.DE vs. QDVR.DE - Volatility Comparison
WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc (WTEF.DE) and iShares MSCI USA SRI UCITS ETF USD (Acc) (QDVR.DE) have volatilities of 3.73% and 3.67%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WTEF.DE | QDVR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.73% | 3.67% | +0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 9.66% | 9.02% | +0.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.17% | 12.69% | +0.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.98% | 15.53% | -0.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.98% | 16.34% | -1.36% |
WTEF.DE vs. QDVR.DE - Expense Ratio Comparison
Both WTEF.DE and QDVR.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. QDVR.DE - Dividend Comparison
Neither WTEF.DE nor QDVR.DE has paid dividends to shareholders.
Frequently Asked Questions
WTEF.DE and QDVR.DE have a correlation of 0.68, 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 QDVR.DE have the same expense ratio: 0.20% per year.
WTEF.DE tracks WisdomTree US Efficient Core UCITS, while QDVR.DE tracks MSCI USA SRI Select Reduced Fossil Fuels. They also come from different issuers: WisdomTree and iShares.
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