WTEF.DE vs. USCP.DE
WTEF.DE (WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc) and USCP.DE (Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR)) are both Large Cap Blend Equities funds - WTEF.DE tracks the WisdomTree US Efficient Core UCITS while USCP.DE tracks the Shiller Barclays CAPE® US Sector Value. Both are passively managed. Over the past year, WTEF.DE returned 21.82% vs 5.41% for USCP.DE. A 0.64 correlation means they provide meaningful diversification when combined. WTEF.DE charges 0.20%/yr vs 0.65%/yr for USCP.DE.
Performance
WTEF.DE vs. USCP.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 USCP.DE's 1.13% return.
WTEF.DE
- 1D
- -0.22%
- 1M
- 4.75%
- YTD
- 9.49%
- 6M
- 9.49%
- 1Y
- 21.82%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
USCP.DE
- 1D
- 1.28%
- 1M
- -0.01%
- YTD
- 1.13%
- 6M
- 1.02%
- 1Y
- 5.41%
- 3Y*
- 9.33%
- 5Y*
- 9.75%
- 10Y*
- 13.23%
WTEF.DE vs. USCP.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% |
USCP.DE Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) | 1.13% | -3.26% | 22.70% | 5.73% |
Correlation
The correlation between WTEF.DE and USCP.DE is 0.51, 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 | 0.51 |
Correlation (All Time) Calculated using the full available price history since Oct 18, 2023 | 0.64 |
The correlation between WTEF.DE and USCP.DE shifts across timeframes, from 0.51 (1 year) to 0.64 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
WTEF.DE vs. USCP.DE — Risk / Return Rank
WTEF.DE
USCP.DE
WTEF.DE vs. USCP.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 Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.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 | USCP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.15 | ||
| Sortino ratioReturn per unit of downside risk | +1.55 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.09 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 2.57 | 0.72 | +1.84 |
| Martin ratioReturn relative to average drawdown | 8.75 | 2.18 | +6.57 |
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 | USCP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.66 | 0.51 | +1.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.67 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.82 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.20 | 0.74 | +0.46 |
Drawdowns
WTEF.DE vs. USCP.DE - Drawdown Comparison
The maximum WTEF.DE drawdown since its inception was -22.39%, smaller than the maximum USCP.DE drawdown of -34.80%. Use the drawdown chart below to compare losses from any high point for WTEF.DE and USCP.DE.
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Drawdown Indicators
| WTEF.DE | USCP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.39% | -34.80% | +12.41% |
Max Drawdown (1Y)Largest decline over 1 year | -8.53% | -7.04% | -1.49% |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.22% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.22% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.80% | — |
Current DrawdownCurrent decline from peak | -0.52% | -7.42% | +6.90% |
Average DrawdownAverage peak-to-trough decline | -3.55% | -4.90% | +1.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 2.34% | +0.17% |
Volatility
WTEF.DE vs. USCP.DE - Volatility Comparison
WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc (WTEF.DE) has a higher volatility of 3.73% compared to Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF (EUR) (USCP.DE) at 3.16%. This indicates that WTEF.DE's price experiences larger fluctuations and is considered to be riskier than USCP.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 | USCP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.73% | 3.16% | +0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 9.66% | 7.23% | +2.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.17% | 10.00% | +3.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.98% | 14.46% | +0.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.98% | 16.11% | -1.13% |
WTEF.DE vs. USCP.DE - Expense Ratio Comparison
WTEF.DE has a 0.20% expense ratio, which is lower than USCP.DE's 0.65% expense ratio.
Dividends
WTEF.DE vs. USCP.DE - Dividend Comparison
Neither WTEF.DE nor USCP.DE has paid dividends to shareholders.
Frequently Asked Questions
WTEF.DE and USCP.DE have a correlation of 0.51, 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 0.65% for USCP.DE.
WTEF.DE tracks WisdomTree US Efficient Core UCITS, while USCP.DE tracks Shiller Barclays CAPE® US Sector Value. They also come from different issuers: WisdomTree and Natixis. Their fees differ too: 0.20% for WTEF.DE and 0.65% for USCP.DE.
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