WTEI.DE vs. IEDL.L
WTEI.DE (WisdomTree Emerging Markets Equity Income UCITS ETF) and IEDL.L (iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist)) are both exchange-traded funds - WTEI.DE is a Emerging Markets Equities fund tracking the WisdomTree Emerging Markets Equity Income, while IEDL.L is a Europe Equities fund tracking the MSCI Europe Value NR EUR. Both are passively managed. Over the past 5 years, WTEI.DE returned 10.93%/yr vs 14.46%/yr for IEDL.L. A 0.51 correlation means they provide meaningful diversification when combined. WTEI.DE charges 0.46%/yr vs 0.25%/yr for IEDL.L.
Performance
WTEI.DE vs. IEDL.L - Performance Comparison
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Returns By Period
In the year-to-date period, WTEI.DE achieves a 19.49% return, which is significantly higher than IEDL.L's 14.02% return.
WTEI.DE
- 1D
- -1.03%
- 1M
- 5.17%
- YTD
- 19.49%
- 6M
- 18.83%
- 1Y
- 26.79%
- 3Y*
- 15.85%
- 5Y*
- 10.93%
- 10Y*
- —
IEDL.L
- 1D
- -0.09%
- 1M
- 4.62%
- YTD
- 14.02%
- 6M
- 16.99%
- 1Y
- 32.74%
- 3Y*
- 21.57%
- 5Y*
- 14.46%
- 10Y*
- —
WTEI.DE vs. IEDL.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
WTEI.DE WisdomTree Emerging Markets Equity Income UCITS ETF | 19.49% | 7.76% | 11.91% | 16.94% | -7.18% | 22.68% | 6.08% |
IEDL.L iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) | 14.02% | 35.00% | 10.46% | 13.50% | -3.75% | 26.71% | 14.07% |
Correlation
The correlation between WTEI.DE and IEDL.L 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 (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2020 | 0.51 |
The correlation between WTEI.DE and IEDL.L has been stable across timeframes, ranging from 0.50 to 0.51 - a consistent structural relationship.
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Return for Risk
WTEI.DE vs. IEDL.L — Risk / Return Rank
WTEI.DE
IEDL.L
WTEI.DE vs. IEDL.L - 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 iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) (IEDL.L). 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.
| WTEI.DE | IEDL.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.29 | ||
| Sortino ratioReturn per unit of downside risk | -0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.44 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 4.45 | 3.36 | +1.08 |
| Martin ratioReturn relative to average drawdown | 16.42 | 12.50 | +3.91 |
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
| WTEI.DE | IEDL.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.11 | 2.40 | -0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.94 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.89 | 0.59 | +0.30 |
Drawdowns
WTEI.DE vs. IEDL.L - Drawdown Comparison
The maximum WTEI.DE drawdown since its inception was -16.73%, smaller than the maximum IEDL.L drawdown of -39.74%. Use the drawdown chart below to compare losses from any high point for WTEI.DE and IEDL.L.
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Drawdown Indicators
| WTEI.DE | IEDL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.73% | -39.74% | +23.01% |
Max Drawdown (1Y)Largest decline over 1 year | -6.00% | -9.70% | +3.70% |
Max Drawdown (3Y)Largest decline over 3 years | -15.97% | -17.52% | +1.55% |
Max Drawdown (5Y)Largest decline over 5 years | -16.73% | -19.57% | +2.84% |
Current DrawdownCurrent decline from peak | -1.51% | -0.75% | -0.76% |
Average DrawdownAverage peak-to-trough decline | -4.01% | -6.19% | +2.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.63% | 2.61% | -0.98% |
Volatility
WTEI.DE vs. IEDL.L - Volatility Comparison
WisdomTree Emerging Markets Equity Income UCITS ETF (WTEI.DE) and iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) (IEDL.L) have volatilities of 4.57% and 4.76%, 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
| WTEI.DE | IEDL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.57% | 4.76% | -0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 9.66% | 10.95% | -1.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.64% | 13.60% | -0.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.86% | 15.42% | -1.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.97% | 17.97% | -4.00% |
WTEI.DE vs. IEDL.L - Expense Ratio Comparison
WTEI.DE has a 0.46% expense ratio, which is higher than IEDL.L's 0.25% expense ratio.
Dividends
WTEI.DE vs. IEDL.L - Dividend Comparison
WTEI.DE's dividend yield for the trailing twelve months is around 3.73%, more than IEDL.L's 3.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
IEDL.L iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) | 3.01% | 3.44% | 4.22% | 4.76% | 4.23% | 3.56% | 2.32% | 3.86% | 3.19% |
WTEI.DE WisdomTree Emerging Markets Equity Income UCITS ETF | 3.73% | 4.52% | 7.52% | 6.96% | 7.43% | 3.95% | 1.46% | 0.00% | 0.00% |
Frequently Asked Questions
WTEI.DE and IEDL.L 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, IEDL.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IEDL.L is cheaper with a 0.25% expense ratio, compared with 0.46% for WTEI.DE.
WTEI.DE is categorized as Emerging Markets Equities, while IEDL.L is Europe Equities. WTEI.DE tracks WisdomTree Emerging Markets Equity Income, while IEDL.L tracks MSCI Europe Value NR EUR. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.46% for WTEI.DE and 0.25% for IEDL.L.
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