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

Performance

WTEI.DE vs. QGRW - 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 WisdomTree U.S. Quality Growth Fund (QGRW). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

WTEI.DE is traded in EUR, while QGRW is traded in USD. To make them comparable, the QGRW values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, WTEI.DE achieves a 19.49% return, which is significantly higher than QGRW's 16.74% 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*

QGRW

1D
-0.14%
1M
8.74%
YTD
16.74%
6M
14.64%
1Y
32.77%
3Y*
25.69%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WTEI.DE vs. QGRW - Yearly Performance Comparison


2026 (YTD)2025202420232022
WTEI.DE
WisdomTree Emerging Markets Equity Income UCITS ETF
19.49%7.76%11.91%16.94%1.66%
QGRW
WisdomTree U.S. Quality Growth Fund
16.74%5.06%43.75%51.37%-4.02%

Correlation

The correlation between WTEI.DE and QGRW is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.39

Correlation (3Y)
Calculated over the trailing 3-year period

0.33

Correlation (All Time)
Calculated using the full available price history since Dec 16, 2022

0.34

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Return for Risk

WTEI.DE vs. QGRW — 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: 7272
Overall Rank
WTEI.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
WTEI.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
WTEI.DE Omega Ratio Rank: 6363
Omega Ratio Rank
WTEI.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
WTEI.DE Martin Ratio Rank: 8383
Martin Ratio Rank

QGRW
QGRW Risk / Return Rank: 5555
Overall Rank
QGRW Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
QGRW Sortino Ratio Rank: 5858
Sortino Ratio Rank
QGRW Omega Ratio Rank: 5858
Omega Ratio Rank
QGRW Calmar Ratio Rank: 4747
Calmar Ratio Rank
QGRW Martin Ratio Rank: 5353
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. QGRW - 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 WisdomTree U.S. Quality Growth Fund (QGRW). 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.DEQGRWDifference
Sharpe ratioReturn per unit of total volatility

+0.23

Sortino ratioReturn per unit of downside risk

+0.53

Omega ratioGain probability vs. loss probability

1.38

1.33

+0.05

Calmar ratioReturn relative to maximum drawdown

4.45

2.23

+2.21

Martin ratioReturn relative to average drawdown

16.42

7.32

+9.10

WTEI.DE vs. QGRW - Sharpe Ratio Comparison

The current WTEI.DE Sharpe Ratio is 2.11, which is comparable to the QGRW Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of WTEI.DE and QGRW, 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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Sharpe Ratios by Period


WTEI.DEQGRWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.11

1.88

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.89

1.45

-0.55

Drawdowns

WTEI.DE vs. QGRW - Drawdown Comparison

The maximum WTEI.DE drawdown since its inception was -16.73%, smaller than the maximum QGRW drawdown of -28.68%. Use the drawdown chart below to compare losses from any high point for WTEI.DE and QGRW.


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Drawdown Indicators


WTEI.DEQGRWDifference

Max Drawdown

Largest peak-to-trough decline

-16.73%

-28.68%

+11.95%

Max Drawdown (1Y)

Largest decline over 1 year

-6.00%

-14.75%

+8.75%

Max Drawdown (3Y)

Largest decline over 3 years

-15.97%

-28.68%

+12.71%

Max Drawdown (5Y)

Largest decline over 5 years

-16.73%

Current Drawdown

Current decline from peak

-1.51%

-1.15%

-0.36%

Average Drawdown

Average peak-to-trough decline

-4.01%

-4.18%

+0.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

4.49%

-2.86%

Volatility

WTEI.DE vs. QGRW - Volatility Comparison

WisdomTree Emerging Markets Equity Income UCITS ETF (WTEI.DE) has a higher volatility of 4.57% compared to WisdomTree U.S. Quality Growth Fund (QGRW) at 4.10%. This indicates that WTEI.DE's price experiences larger fluctuations and is considered to be riskier than QGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WTEI.DEQGRWDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.57%

4.10%

+0.47%

Volatility (6M)

Calculated over the trailing 6-month period

9.66%

13.00%

-3.34%

Volatility (1Y)

Calculated over the trailing 1-year period

12.64%

17.50%

-4.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.86%

21.73%

-7.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.97%

21.73%

-7.76%

WTEI.DE vs. QGRW - Expense Ratio Comparison

WTEI.DE has a 0.46% expense ratio, which is higher than QGRW's 0.28% expense ratio.


Dividends

WTEI.DE vs. QGRW - Dividend Comparison

WTEI.DE's dividend yield for the trailing twelve months is around 3.73%, more than QGRW's 0.07% yield.


PositionTTM202520242023202220212020
QGRW
WisdomTree U.S. Quality Growth Fund
0.07%0.09%0.14%0.11%0.00%0.00%0.00%
WTEI.DE
WisdomTree Emerging Markets Equity Income UCITS ETF
3.73%4.52%7.52%6.96%7.43%3.95%1.46%

Frequently Asked Questions


WTEI.DE and QGRW have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QGRW is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QGRW is cheaper with a 0.28% expense ratio, compared with 0.46% for WTEI.DE.

WTEI.DE is categorized as Emerging Markets Equities, while QGRW is Large Cap Growth Equities. WTEI.DE tracks WisdomTree Emerging Markets Equity Income, while QGRW tracks WisdomTree U.S. Quality Growth Index. Their fees differ too: 0.46% for WTEI.DE and 0.28% for QGRW.

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