WTEI.DE vs. UDIV.DE

Last updated Jul 28, 2026

WTEI.DE (WisdomTree Emerging Markets Equity Income UCITS ETF) and UDIV.DE (Global X SuperDividend UCITS ETF USD Distributing) are both Dividend funds - WTEI.DE tracks the WisdomTree Emerging Markets Equity Income while UDIV.DE tracks the Solactive Global SuperDividend Index. Both are passively managed. Over the past 3 years, WTEI.DE returned 13.57%/yr vs 10.93%/yr for UDIV.DE. Their 0.60 correlation means they have sometimes moved together and sometimes differently. WTEI.DE charges 0.46%/yr vs 0.45%/yr for UDIV.DE.

Performance

WTEI.DE vs. UDIV.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 Global X SuperDividend UCITS ETF USD Distributing (UDIV.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WTEI.DE achieves a 18.24% return, which is significantly higher than UDIV.DE's 11.33% return.

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%

UDIV.DE

• 1D: 0.00%
• 1M: 2.43%
• 6M: 5.39%
• YTD: 11.33%
• 1Y: 18.73%
• 3Y*: 10.93%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 1.45%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
UDIV.DE Global X SuperDividend UCITS ETF USD Distributing	€1.29M	€1.15M	€1.83M
WTEI.DE WisdomTree Emerging Markets Equity Income UCITS ETF	€203.99K	€268.16K	€224.91K

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

	2026 (YTD)	2025	2024	2023	2022
WTEI.DE WisdomTree Emerging Markets Equity Income UCITS ETF	18.24%	7.76%	11.70%	16.82%	-13.04%
UDIV.DE Global X SuperDividend UCITS ETF USD Distributing	11.33%	14.37%	5.51%	2.25%	-22.42%

Correlation

The correlation between WTEI.DE and UDIV.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.	0.56
Correlation (All Time) Calculated using the full available price history since Feb 17, 2022	0.60

The correlation between WTEI.DE and UDIV.DE shifts across timeframes, from 0.44 (1 year) to 0.60 (all time), reflecting how their relationship changes across market environments.

Return for Risk

WTEI.DE vs. UDIV.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: 78
WTEI.DE Sharpe Ratio Rank: 74
WTEI.DE Sortino Ratio Rank: 74
WTEI.DE Omega Ratio Rank: 71
WTEI.DE Calmar Ratio Rank: 89
WTEI.DE Martin Ratio Rank: 82

UDIV.DE

UDIV.DE Risk / Return Rank: 84
UDIV.DE Sharpe Ratio Rank: 83
UDIV.DE Sortino Ratio Rank: 80
UDIV.DE Omega Ratio Rank: 83
UDIV.DE Calmar Ratio Rank: 90
UDIV.DE Martin Ratio Rank: 86

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. UDIV.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 Global X SuperDividend UCITS ETF USD Distributing (UDIV.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.DE	UDIV.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.69	1.91	-0.23
Sortino ratio: Return per unit of downside risk	2.41	2.59	-0.18
Omega ratio: Gain probability vs. loss probability	1.30	1.36	-0.06
Calmar ratio: Return relative to maximum drawdown	3.77	4.03	-0.26
Martin ratio: Return relative to average drawdown	11.13	12.47	-1.34

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

The current WTEI.DE Sharpe Ratio is 1.69, which is comparable to the UDIV.DE Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of WTEI.DE and UDIV.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.

Drawdowns

WTEI.DE vs. UDIV.DE - Drawdown Comparison

The maximum WTEI.DE drawdown since its inception was -43.36%, which is greater than UDIV.DE's maximum drawdown of -30.22%. Use the drawdown chart below to compare losses from any high point for WTEI.DE and UDIV.DE.

Drawdown Indicators

	WTEI.DE	UDIV.DE	Difference
Max Drawdown Largest peak-to-trough decline	-43.36%	-30.22%	-13.14%
Max Drawdown (1Y) Largest decline over 1 year	-6.00%	-4.67%	-1.33%
Max Drawdown (3Y) Largest decline over 3 years	-15.95%	-20.11%	+4.16%
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	-5.02%	-0.45%	-4.57%
Average Drawdown Average peak-to-trough decline	-10.31%	-15.18%	+4.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.04%	1.51%	+0.53%

Volatility

WTEI.DE vs. UDIV.DE - Volatility Comparison

WisdomTree Emerging Markets Equity Income UCITS ETF (WTEI.DE) has a higher volatility of 4.03% compared to Global X SuperDividend UCITS ETF USD Distributing (UDIV.DE) at 1.96%. This indicates that WTEI.DE's price experiences larger fluctuations and is considered to be riskier than UDIV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WTEI.DE	UDIV.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.03%	1.96%	+2.07%
Volatility (6M) Calculated over the trailing 6-month period	10.54%	6.82%	+3.72%
Volatility (1Y) Calculated over the trailing 1-year period	13.43%	9.85%	+3.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.61%	15.15%	-1.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.16%	15.15%	+3.01%

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

WTEI.DE has a 0.46% expense ratio, which is higher than UDIV.DE's 0.45% expense ratio.

Dividends

WTEI.DE vs. UDIV.DE - Dividend Comparison

WTEI.DE's dividend yield for the trailing twelve months is around 3.66%, less than UDIV.DE's 9.25% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
UDIV.DE Global X SuperDividend UCITS ETF USD Distributing	9.25%	9.75%	11.22%	12.49%	8.93%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
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

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

WTEI.DE and UDIV.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.

Which ETF is better, WTEI.DE or UDIV.DE?

On fees, UDIV.DE is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, WTEI.DE or UDIV.DE?

UDIV.DE is cheaper with a 0.45% expense ratio, compared with 0.46% for WTEI.DE.

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

WTEI.DE tracks WisdomTree Emerging Markets Equity Income, while UDIV.DE tracks Solactive Global SuperDividend Index. They also come from different issuers: WisdomTree and Global X. Their fees differ too: 0.46% for WTEI.DE and 0.45% for UDIV.DE.