WTEF.DE vs. SC0H.DE
WTEF.DE (WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc) and SC0H.DE (Invesco MSCI USA UCITS ETF) are both Large Cap Blend Equities funds - WTEF.DE tracks the WisdomTree US Efficient Core UCITS while SC0H.DE tracks the MSCI USA. Both are passively managed. Over the past year, WTEF.DE returned 21.82% vs 25.27% for SC0H.DE. Their correlation of 0.82 suggests significant overlap in exposure. WTEF.DE charges 0.20%/yr vs 0.05%/yr for SC0H.DE.
Performance
WTEF.DE vs. SC0H.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 SC0H.DE's 11.30% return.
WTEF.DE
- 1D
- -0.22%
- 1M
- 4.75%
- YTD
- 9.49%
- 6M
- 9.49%
- 1Y
- 21.82%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SC0H.DE
- 1D
- -0.11%
- 1M
- 4.53%
- YTD
- 11.30%
- 6M
- 10.69%
- 1Y
- 25.27%
- 3Y*
- 19.18%
- 5Y*
- 14.59%
- 10Y*
- 15.07%
WTEF.DE vs. SC0H.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% |
SC0H.DE Invesco MSCI USA UCITS ETF | 11.30% | 4.77% | 32.56% | 5.34% |
Correlation
The correlation between WTEF.DE and SC0H.DE is 0.79, 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 | 0.79 |
Correlation (All Time) Calculated using the full available price history since Oct 18, 2023 | 0.82 |
The correlation between WTEF.DE and SC0H.DE has been stable across timeframes, ranging from 0.79 to 0.82 - a consistent structural relationship.
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Return for Risk
WTEF.DE vs. SC0H.DE — Risk / Return Rank
WTEF.DE
SC0H.DE
WTEF.DE vs. SC0H.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 Invesco MSCI USA UCITS ETF (SC0H.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 | SC0H.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.50 | ||
| Sortino ratioReturn per unit of downside risk | -0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.40 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.57 | 3.45 | -0.88 |
| Martin ratioReturn relative to average drawdown | 8.75 | 11.96 | -3.21 |
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 | SC0H.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.66 | 2.16 | -0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.94 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.92 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.20 | 0.98 | +0.23 |
Drawdowns
WTEF.DE vs. SC0H.DE - Drawdown Comparison
The maximum WTEF.DE drawdown since its inception was -22.39%, smaller than the maximum SC0H.DE drawdown of -34.20%. Use the drawdown chart below to compare losses from any high point for WTEF.DE and SC0H.DE.
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Drawdown Indicators
| WTEF.DE | SC0H.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.39% | -34.20% | +11.81% |
Max Drawdown (1Y)Largest decline over 1 year | -8.53% | -7.32% | -1.21% |
Max Drawdown (3Y)Largest decline over 3 years | — | -23.66% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.66% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.20% | — |
Current DrawdownCurrent decline from peak | -0.52% | -0.41% | -0.11% |
Average DrawdownAverage peak-to-trough decline | -3.55% | -4.13% | +0.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 2.11% | +0.40% |
Volatility
WTEF.DE vs. SC0H.DE - Volatility Comparison
WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc (WTEF.DE) has a higher volatility of 3.73% compared to Invesco MSCI USA UCITS ETF (SC0H.DE) at 2.68%. This indicates that WTEF.DE's price experiences larger fluctuations and is considered to be riskier than SC0H.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 | SC0H.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.73% | 2.68% | +1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 9.66% | 7.66% | +2.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.17% | 11.67% | +1.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.98% | 15.41% | -0.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.98% | 16.23% | -1.25% |
WTEF.DE vs. SC0H.DE - Expense Ratio Comparison
WTEF.DE has a 0.20% expense ratio, which is higher than SC0H.DE's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
WTEF.DE vs. SC0H.DE - Dividend Comparison
Neither WTEF.DE nor SC0H.DE has paid dividends to shareholders.
Frequently Asked Questions
WTEF.DE and SC0H.DE have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SC0H.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SC0H.DE is cheaper with a 0.05% expense ratio, compared with 0.20% for WTEF.DE.
WTEF.DE tracks WisdomTree US Efficient Core UCITS, while SC0H.DE tracks MSCI USA. They also come from different issuers: WisdomTree and Invesco. Their fees differ too: 0.20% for WTEF.DE and 0.05% for SC0H.DE.
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