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WTEI.DE vs. H410.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WTEI.DE vs. H410.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in WisdomTree Emerging Markets Equity Income UCITS ETF (WTEI.DE) and HSBC MSCI Emerging Markets UCITS ETF USD (H410.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WTEI.DE achieves a 19.25% return, which is significantly lower than H410.DE's 27.39% return. Both investments have delivered pretty close results over the past 10 years, with WTEI.DE having a 9.66% annualized return and H410.DE not far ahead at 9.78%.


WTEI.DE

1D
-1.29%
1M
0.18%
YTD
19.25%
6M
20.17%
1Y
25.88%
3Y*
15.84%
5Y*
10.67%
10Y*
9.66%

H410.DE

1D
-1.24%
1M
0.53%
YTD
27.39%
6M
29.46%
1Y
46.98%
3Y*
20.80%
5Y*
7.83%
10Y*
9.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WTEI.DE vs. H410.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WTEI.DE
WisdomTree Emerging Markets Equity Income UCITS ETF
19.25%7.76%11.70%16.82%-7.16%22.68%-15.24%23.06%-3.85%10.46%
H410.DE
HSBC MSCI Emerging Markets UCITS ETF USD
27.39%18.65%13.95%4.67%-13.87%4.04%6.95%21.14%-11.36%21.12%

Correlation

The correlation between WTEI.DE and H410.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 (3Y)
Calculated over the trailing 3-year period

0.77

Correlation (5Y)
Calculated over the trailing 5-year period

0.78

Correlation (10Y)
Calculated over the trailing 10-year period

0.83

Correlation (All Time)
Calculated using the full available price history since Nov 14, 2014

0.85

The correlation between WTEI.DE and H410.DE shifts across timeframes, from 0.68 (1 year) to 0.85 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

WTEI.DE vs. H410.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WTEI.DE
WTEI.DE Risk / Return Rank: 7474
Overall Rank
WTEI.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
WTEI.DE Sortino Ratio Rank: 6969
Sortino Ratio Rank
WTEI.DE Omega Ratio Rank: 6363
Omega Ratio Rank
WTEI.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
WTEI.DE Martin Ratio Rank: 8484
Martin Ratio Rank

H410.DE
H410.DE Risk / Return Rank: 8585
Overall Rank
H410.DE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
H410.DE Sortino Ratio Rank: 8383
Sortino Ratio Rank
H410.DE Omega Ratio Rank: 8585
Omega Ratio Rank
H410.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
H410.DE Martin Ratio Rank: 8585
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WTEI.DE vs. H410.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets Equity Income UCITS ETF (WTEI.DE) and HSBC MSCI Emerging Markets UCITS ETF USD (H410.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


WTEI.DEH410.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.54

Sortino ratioReturn per unit of downside risk

-0.48

Omega ratioGain probability vs. loss probability

1.33

1.44

-0.11

Calmar ratioReturn relative to maximum drawdown

4.16

4.44

-0.28

Martin ratioReturn relative to average drawdown

14.67

15.04

-0.37

WTEI.DE vs. H410.DE - Sharpe Ratio Comparison

The current WTEI.DE Sharpe Ratio is 1.89, which is comparable to the H410.DE Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of WTEI.DE and H410.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

WTEI.DE vs. H410.DE - Drawdown Comparison

The maximum WTEI.DE drawdown since its inception was -43.36%, which is greater than H410.DE's maximum drawdown of -41.02%. Use the drawdown chart below to compare losses from any high point for WTEI.DE and H410.DE.


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Drawdown Indicators


WTEI.DEH410.DEDifference

Max Drawdown

Largest peak-to-trough decline

-43.36%

-41.02%

-2.34%

Max Drawdown (1Y)

Largest decline over 1 year

-6.00%

-10.47%

+4.47%

Max Drawdown (3Y)

Largest decline over 3 years

-15.95%

-19.01%

+3.06%

Max Drawdown (5Y)

Largest decline over 5 years

-16.76%

-23.75%

+6.99%

Max Drawdown (10Y)

Largest decline over 10 years

-35.60%

-31.62%

-3.98%

Current Drawdown

Current decline from peak

-4.21%

-5.04%

+0.83%

Average Drawdown

Average peak-to-trough decline

-10.18%

-13.33%

+3.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.70%

3.10%

-1.40%

Volatility

WTEI.DE vs. H410.DE - Volatility Comparison

The current volatility for WisdomTree Emerging Markets Equity Income UCITS ETF (WTEI.DE) is 4.97%, while HSBC MSCI Emerging Markets UCITS ETF USD (H410.DE) has a volatility of 8.77%. This indicates that WTEI.DE experiences smaller price fluctuations and is considered to be less risky than H410.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WTEI.DEH410.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.97%

8.77%

-3.80%

Volatility (6M)

Calculated over the trailing 6-month period

10.39%

16.81%

-6.42%

Volatility (1Y)

Calculated over the trailing 1-year period

13.22%

19.15%

-5.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.57%

17.00%

-3.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.18%

18.27%

-0.09%

WTEI.DE vs. H410.DE - Expense Ratio Comparison

WTEI.DE has a 0.46% expense ratio, which is higher than H410.DE's 0.15% expense ratio.


Dividends

WTEI.DE vs. H410.DE - Dividend Comparison

WTEI.DE's dividend yield for the trailing twelve months is around 3.74%, more than H410.DE's 1.60% yield.


PositionTTM20252024202320222021202020192018201720162015
H410.DE
HSBC MSCI Emerging Markets UCITS ETF USD
1.60%2.00%2.40%2.59%3.11%2.00%1.69%2.03%2.20%1.62%1.71%2.28%
WTEI.DE
WisdomTree Emerging Markets Equity Income UCITS ETF
3.74%4.53%7.52%6.96%7.43%3.95%4.96%4.05%4.27%3.25%1.60%4.60%

Frequently Asked Questions


WTEI.DE and H410.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.

On fees, H410.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

H410.DE is cheaper with a 0.15% expense ratio, compared with 0.46% for WTEI.DE.

WTEI.DE tracks WisdomTree Emerging Markets Equity Income, while H410.DE tracks MSCI Emerging Markets. They also come from different issuers: WisdomTree and HSBC. Their fees differ too: 0.46% for WTEI.DE and 0.15% for H410.DE.

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