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

Performance

WTEI.DE vs. ISPA.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 iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.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 18.24% return, which is significantly lower than ISPA.DE's 19.83% return. Both investments have delivered pretty close results over the past 10 years, with WTEI.DE having a 8.67% annualized return and ISPA.DE not far ahead at 8.94%.


WTEI.DE

1D
-0.84%
1M
-0.85%
6M
14.29%
YTD
18.24%
1Y
22.73%
3Y*
13.57%
5Y*
10.96%
10Y*
8.67%
ALL TIME*
5.10%

ISPA.DE

1D
0.20%
1M
4.86%
6M
16.52%
YTD
19.83%
1Y
32.36%
3Y*
19.04%
5Y*
11.92%
10Y*
8.94%
ALL TIME*
10.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
€6.60M€7.41M€6.77M
€203.99K€268.16K€224.91K

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


2026 (YTD)202520242023202220212020201920182017
WTEI.DE
WisdomTree Emerging Markets Equity Income UCITS ETF
18.24%7.76%11.70%16.82%-7.16%22.68%-15.24%23.06%-3.85%10.46%
ISPA.DE
iShares STOXX Global Select Dividend 100 UCITS ETF (DE)
19.83%19.72%12.97%4.78%-1.91%22.80%-9.12%24.23%-6.97%2.97%

Correlation

The correlation between WTEI.DE and ISPA.DE is 0.44, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.44

Correlation (3Y)
Balances recent behavior with more history.

0.58

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.60

Correlation (10Y)
Provides a long-term view across more market conditions.

0.64

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

0.67

Over the past year, the correlation between WTEI.DE and ISPA.DE has dropped to 0.44 - well below their long-term average of 0.67, suggesting their price drivers have been diverging.

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Return for Risk

WTEI.DE vs. ISPA.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: 7878
Overall Rank
WTEI.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
WTEI.DE Sortino Ratio Rank: 7474
Sortino Ratio Rank
WTEI.DE Omega Ratio Rank: 7171
Omega Ratio Rank
WTEI.DE Calmar Ratio Rank: 8989
Calmar Ratio Rank
WTEI.DE Martin Ratio Rank: 8282
Martin Ratio Rank

ISPA.DE
ISPA.DE Risk / Return Rank: 9797
Overall Rank
ISPA.DE Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
ISPA.DE Sortino Ratio Rank: 9797
Sortino Ratio Rank
ISPA.DE Omega Ratio Rank: 9696
Omega Ratio Rank
ISPA.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
ISPA.DE Martin Ratio Rank: 9797
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. ISPA.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 iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.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.DEISPA.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.97

Sortino ratioReturn per unit of downside risk

-2.62

Omega ratioGain probability vs. loss probability

1.30

1.67

-0.38

Calmar ratioReturn relative to maximum drawdown

3.77

8.84

-5.07

Martin ratioReturn relative to average drawdown

11.13

32.05

-20.92

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

The current WTEI.DE Sharpe Ratio is 1.69, which is lower than the ISPA.DE Sharpe Ratio of 3.66. The chart below compares the historical Sharpe Ratios of WTEI.DE and ISPA.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. ISPA.DE - Drawdown Comparison

The maximum WTEI.DE drawdown since its inception was -43.36%, which is greater than ISPA.DE's maximum drawdown of -38.90%. Use the drawdown chart below to compare losses from any high point for WTEI.DE and ISPA.DE.


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Drawdown Indicators


WTEI.DEISPA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-43.36%

-38.90%

-4.46%

Max Drawdown (1Y)

Largest decline over 1 year

-6.00%

-3.64%

-2.36%

Max Drawdown (3Y)

Largest decline over 3 years

-15.95%

-15.09%

-0.86%

Max Drawdown (5Y)

Largest decline over 5 years

-16.76%

-15.09%

-1.67%

Max Drawdown (10Y)

Largest decline over 10 years

-35.60%

-38.90%

+3.30%

Current Drawdown

Current decline from peak

-5.02%

0.00%

-5.02%

Average Drawdown

Average peak-to-trough decline

-10.31%

-4.51%

-5.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

1.01%

+1.03%

Volatility

WTEI.DE vs. ISPA.DE - Volatility Comparison

WisdomTree Emerging Markets Equity Income UCITS ETF (WTEI.DE) has a higher volatility of 4.03% compared to iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE) at 2.10%. This indicates that WTEI.DE's price experiences larger fluctuations and is considered to be riskier than ISPA.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.DEISPA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.03%

2.10%

+1.93%

Volatility (6M)

Calculated over the trailing 6-month period

10.54%

6.62%

+3.92%

Volatility (1Y)

Calculated over the trailing 1-year period

13.43%

8.82%

+4.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.61%

11.85%

+1.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.16%

14.64%

+3.52%

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

Both WTEI.DE and ISPA.DE have an expense ratio of 0.46%.


Dividends

WTEI.DE vs. ISPA.DE - Dividend Comparison

WTEI.DE's dividend yield for the trailing twelve months is around 3.66%, less than ISPA.DE's 3.86% yield.


PositionTTM20252024202320222021202020192018201720162015
ISPA.DE
iShares STOXX Global Select Dividend 100 UCITS ETF (DE)
3.86%4.52%4.89%5.91%4.87%3.31%4.04%4.02%4.01%5.66%3.64%4.35%
WTEI.DE
WisdomTree Emerging Markets Equity Income UCITS ETF
3.66%4.53%7.52%6.96%7.43%3.95%4.96%4.05%4.27%3.25%0.87%4.60%

Frequently Asked Questions


WTEI.DE and ISPA.DE have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.46% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

WTEI.DE and ISPA.DE have the same expense ratio: 0.46% per year.

WTEI.DE is categorized as Dividend, while ISPA.DE is Global Equities. WTEI.DE tracks WisdomTree Emerging Markets Equity Income, while ISPA.DE tracks STOXX Global Select Dividend 100. They also come from different issuers: WisdomTree and iShares.

Portfolio Optimizer

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