WTEI.DE vs. QGRW

Last updated Jun 27, 2026

WTEI.DE (WisdomTree Emerging Markets Equity Income UCITS ETF) and QGRW (WisdomTree U.S. Quality Growth Fund) are both exchange-traded funds - WTEI.DE is a Emerging Markets Equities fund tracking the WisdomTree Emerging Markets Equity Income, while QGRW is a Large Cap Growth Equities fund tracking the WisdomTree U.S. Quality Growth Index. Both are passively managed. Over the past 3 years, WTEI.DE returned 15.84%/yr vs 23.85%/yr for QGRW. At a 0.35 correlation, their price movements are largely independent. WTEI.DE charges 0.46%/yr vs 0.28%/yr for QGRW.

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.

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 19.25% return, which is significantly higher than QGRW's 12.03% return.

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%

QGRW

• 1D: -0.49%
• 1M: -2.93%
• YTD: 12.03%
• 6M: 10.65%
• 1Y: 25.56%
• 3Y*: 23.85%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

WTEI.DE vs. QGRW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
WTEI.DE WisdomTree Emerging Markets Equity Income UCITS ETF	19.25%	7.76%	11.70%	16.82%	-0.32%
QGRW WisdomTree U.S. Quality Growth Fund	12.03%	5.06%	43.75%	51.37%	-3.79%

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	0.35
Correlation (All Time) Calculated using the full available price history since Dec 15, 2022	0.35

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: 74
WTEI.DE Sharpe Ratio Rank: 67
WTEI.DE Sortino Ratio Rank: 69
WTEI.DE Omega Ratio Rank: 63
WTEI.DE Calmar Ratio Rank: 85
WTEI.DE Martin Ratio Rank: 84

QGRW

QGRW Risk / Return Rank: 36
QGRW Sharpe Ratio Rank: 37
QGRW Sortino Ratio Rank: 35
QGRW Omega Ratio Rank: 36
QGRW Calmar Ratio Rank: 31
QGRW Martin Ratio Rank: 39

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.

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.DE	QGRW	Difference
Sharpe ratio: Return per unit of total volatility	1.89	1.43	+0.46
Sortino ratio: Return per unit of downside risk	2.71	1.92	+0.79
Omega ratio: Gain probability vs. loss probability	1.33	1.26	+0.08
Calmar ratio: Return relative to maximum drawdown	4.16	1.79	+2.37
Martin ratio: Return relative to average drawdown	14.67	5.73	+8.94

WTEI.DE vs. QGRW - Sharpe Ratio Comparison

The current WTEI.DE Sharpe Ratio is 1.89, which is higher than the QGRW Sharpe Ratio of 1.43. 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.

Drawdowns

WTEI.DE vs. QGRW - Drawdown Comparison

The maximum WTEI.DE drawdown since its inception was -43.36%, which is greater than QGRW's maximum drawdown of -28.68%. Use the drawdown chart below to compare losses from any high point for WTEI.DE and QGRW.

Drawdown Indicators

	WTEI.DE	QGRW	Difference
Max Drawdown Largest peak-to-trough decline	-43.36%	-28.68%	-14.68%
Max Drawdown (1Y) Largest decline over 1 year	-6.00%	-14.75%	+8.75%
Max Drawdown (3Y) Largest decline over 3 years	-15.95%	-28.68%	+12.73%
Max Drawdown (5Y) Largest decline over 5 years	-16.76%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-35.60%	—	—
Current Drawdown Current decline from peak	-4.21%	-5.14%	+0.93%
Average Drawdown Average peak-to-trough decline	-10.18%	-4.18%	-6.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.70%	4.61%	-2.91%

Volatility

WTEI.DE vs. QGRW - Volatility Comparison

The current volatility for WisdomTree Emerging Markets Equity Income UCITS ETF (WTEI.DE) is 4.97%, while WisdomTree U.S. Quality Growth Fund (QGRW) has a volatility of 7.14%. 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.

Volatility by Period

	WTEI.DE	QGRW	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.97%	7.14%	-2.17%
Volatility (6M) Calculated over the trailing 6-month period	10.39%	14.04%	-3.65%
Volatility (1Y) Calculated over the trailing 1-year period	13.22%	18.45%	-5.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.57%	21.83%	-8.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.18%	21.83%	-3.65%

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 3.74%, more than QGRW's 0.08% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
QGRW WisdomTree U.S. Quality Growth Fund	0.08%	0.09%	0.14%	0.11%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
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

Can I hold both WTEI.DE and QGRW in my portfolio?

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.

Which ETF is better, WTEI.DE or QGRW?

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.

Which ETF is cheaper, WTEI.DE or QGRW?

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

What is the main difference between WTEI.DE and QGRW?

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.