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WTEI.DE vs. QGRW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WTEI.DE and QGRW is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

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.

-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
-0.13%
15.91%
WTEI.DE
QGRW

Key characteristics

Sharpe Ratio

WTEI.DE:

1.03

QGRW:

1.57

Sortino Ratio

WTEI.DE:

1.46

QGRW:

2.11

Omega Ratio

WTEI.DE:

1.19

QGRW:

1.28

Calmar Ratio

WTEI.DE:

1.30

QGRW:

2.16

Martin Ratio

WTEI.DE:

4.73

QGRW:

7.77

Ulcer Index

WTEI.DE:

3.14%

QGRW:

4.04%

Daily Std Dev

WTEI.DE:

14.46%

QGRW:

19.93%

Max Drawdown

WTEI.DE:

-16.73%

QGRW:

-14.54%

Current Drawdown

WTEI.DE:

0.00%

QGRW:

-0.21%

Returns By Period

In the year-to-date period, WTEI.DE achieves a 3.72% return, which is significantly lower than QGRW's 4.18% return.


WTEI.DE

YTD

3.72%

1M

2.94%

6M

6.30%

1Y

13.70%

5Y*

N/A

10Y*

N/A

QGRW

YTD

4.18%

1M

3.32%

6M

15.91%

1Y

29.22%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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.


WTEI.DE
WisdomTree Emerging Markets Equity Income UCITS ETF
Expense ratio chart for WTEI.DE: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%
Expense ratio chart for QGRW: current value at 0.28% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.28%

Risk-Adjusted Performance

WTEI.DE vs. QGRW — Risk-Adjusted Performance Rank

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

WTEI.DE
The Risk-Adjusted Performance Rank of WTEI.DE is 4040
Overall Rank
The Sharpe Ratio Rank of WTEI.DE is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of WTEI.DE is 3434
Sortino Ratio Rank
The Omega Ratio Rank of WTEI.DE is 3737
Omega Ratio Rank
The Calmar Ratio Rank of WTEI.DE is 4747
Calmar Ratio Rank
The Martin Ratio Rank of WTEI.DE is 4545
Martin Ratio Rank

QGRW
The Risk-Adjusted Performance Rank of QGRW is 6363
Overall Rank
The Sharpe Ratio Rank of QGRW is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of QGRW is 6060
Sortino Ratio Rank
The Omega Ratio Rank of QGRW is 6262
Omega Ratio Rank
The Calmar Ratio Rank of QGRW is 6666
Calmar Ratio Rank
The Martin Ratio Rank of QGRW is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

WTEI.DE vs. QGRW - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for WTEI.DE, currently valued at 0.39, compared to the broader market0.002.004.000.391.45
The chart of Sortino ratio for WTEI.DE, currently valued at 0.65, compared to the broader market0.005.0010.000.651.93
The chart of Omega ratio for WTEI.DE, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.001.081.26
The chart of Calmar ratio for WTEI.DE, currently valued at 0.56, compared to the broader market0.005.0010.0015.0020.000.561.94
The chart of Martin ratio for WTEI.DE, currently valued at 1.22, compared to the broader market0.0020.0040.0060.0080.00100.001.226.94
WTEI.DE
QGRW

The current WTEI.DE Sharpe Ratio is 1.03, which is lower than the QGRW Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of WTEI.DE and QGRW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
0.39
1.45
WTEI.DE
QGRW

Dividends

WTEI.DE vs. QGRW - Dividend Comparison

WTEI.DE's dividend yield for the trailing twelve months is around 4.72%, more than QGRW's 0.14% yield.


TTM2024202320222021202020192018201720162015
WTEI.DE
WisdomTree Emerging Markets Equity Income UCITS ETF
4.72%7.52%6.96%7.43%3.95%4.97%0.00%0.00%0.00%0.00%0.00%
QGRW
WisdomTree U.S. Quality Growth Fund
0.14%0.14%0.11%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

WTEI.DE vs. QGRW - Drawdown Comparison

The maximum WTEI.DE drawdown since its inception was -16.73%, which is greater than QGRW's maximum drawdown of -14.54%. Use the drawdown chart below to compare losses from any high point for WTEI.DE and QGRW. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-5.68%
-0.21%
WTEI.DE
QGRW

Volatility

WTEI.DE vs. QGRW - Volatility Comparison

The current volatility for WisdomTree Emerging Markets Equity Income UCITS ETF (WTEI.DE) is 2.61%, while WisdomTree U.S. Quality Growth Fund (QGRW) has a volatility of 5.84%. This indicates that WTEI.DE experiences smaller price fluctuations and is considered to be less risky than QGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
2.61%
5.84%
WTEI.DE
QGRW
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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