WTEF.DE vs. WTEE.DE
WTEF.DE (WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc) and WTEE.DE (WisdomTree Europe Equity Income UCITS ETF) are both exchange-traded funds - WTEF.DE is a Large Cap Blend Equities fund tracking the WisdomTree US Efficient Core UCITS, while WTEE.DE is a Europe Equities fund tracking the WisdomTree Europe Equity Income. Both are passively managed. Over the past year, WTEF.DE returned 21.82% vs 26.04% for WTEE.DE. At a 0.30 correlation, their price movements are largely independent. WTEF.DE charges 0.20%/yr vs 0.29%/yr for WTEE.DE.
Performance
WTEF.DE vs. WTEE.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 WTEE.DE's 13.70% return.
WTEF.DE
- 1D
- -0.22%
- 1M
- 4.75%
- YTD
- 9.49%
- 6M
- 9.49%
- 1Y
- 21.82%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WTEE.DE
- 1D
- -0.26%
- 1M
- 0.42%
- YTD
- 13.70%
- 6M
- 16.59%
- 1Y
- 26.04%
- 3Y*
- 17.15%
- 5Y*
- 12.46%
- 10Y*
- —
WTEF.DE vs. WTEE.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% |
WTEE.DE WisdomTree Europe Equity Income UCITS ETF | 13.70% | 28.40% | 2.20% | 5.05% |
Correlation
The correlation between WTEF.DE and WTEE.DE is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Oct 18, 2023 | 0.30 |
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Return for Risk
WTEF.DE vs. WTEE.DE — Risk / Return Rank
WTEF.DE
WTEE.DE
WTEF.DE vs. WTEE.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 WisdomTree Europe Equity Income UCITS ETF (WTEE.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 | WTEE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.69 | ||
| Sortino ratioReturn per unit of downside risk | -0.87 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.43 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.57 | 3.80 | -1.23 |
| Martin ratioReturn relative to average drawdown | 8.75 | 14.72 | -5.97 |
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 | WTEE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.66 | 2.35 | -0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.93 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.20 | 1.08 | +0.12 |
Drawdowns
WTEF.DE vs. WTEE.DE - Drawdown Comparison
The maximum WTEF.DE drawdown since its inception was -22.39%, which is greater than WTEE.DE's maximum drawdown of -16.45%. Use the drawdown chart below to compare losses from any high point for WTEF.DE and WTEE.DE.
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Drawdown Indicators
| WTEF.DE | WTEE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.39% | -16.45% | -5.94% |
Max Drawdown (1Y)Largest decline over 1 year | -8.53% | -6.78% | -1.75% |
Max Drawdown (3Y)Largest decline over 3 years | — | -14.12% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -16.45% | — |
Current DrawdownCurrent decline from peak | -0.52% | -1.96% | +1.44% |
Average DrawdownAverage peak-to-trough decline | -3.55% | -2.65% | -0.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 1.75% | +0.76% |
Volatility
WTEF.DE vs. WTEE.DE - Volatility Comparison
WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc (WTEF.DE) and WisdomTree Europe Equity Income UCITS ETF (WTEE.DE) have volatilities of 3.73% and 3.73%, 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 | WTEE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.73% | 3.73% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 9.66% | 8.73% | +0.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.17% | 10.94% | +2.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.98% | 14.50% | +0.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.98% | 14.99% | -0.01% |
WTEF.DE vs. WTEE.DE - Expense Ratio Comparison
WTEF.DE has a 0.20% expense ratio, which is lower than WTEE.DE's 0.29% expense ratio.
Dividends
WTEF.DE vs. WTEE.DE - Dividend Comparison
WTEF.DE has not paid dividends to shareholders, while WTEE.DE's dividend yield for the trailing twelve months is around 4.55%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
WTEE.DE WisdomTree Europe Equity Income UCITS ETF | 4.55% | 5.37% | 6.81% | 5.61% | 5.35% | 4.64% |
WTEF.DE WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
WTEF.DE and WTEE.DE have a correlation of 0.30, 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 0.29% for WTEE.DE.
WTEF.DE is categorized as Large Cap Blend Equities, while WTEE.DE is Europe Equities. WTEF.DE tracks WisdomTree US Efficient Core UCITS, while WTEE.DE tracks WisdomTree Europe Equity Income. Their fees differ too: 0.20% for WTEF.DE and 0.29% for WTEE.DE.
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