WTEI.DE vs. UIMI.DE

Last updated Jun 5, 2026

WTEI.DE (WisdomTree Emerging Markets Equity Income UCITS ETF) and UIMI.DE (UBS ETF (LU) MSCI Emerging Markets UCITS ETF (USD) A-dis) are both Emerging Markets Equities funds - WTEI.DE tracks the WisdomTree Emerging Markets Equity Income while UIMI.DE tracks the MSCI Emerging Markets. Both are passively managed. Over the past 5 years, WTEI.DE returned 10.93%/yr vs 8.50%/yr for UIMI.DE. A 0.77 correlation means they provide meaningful diversification when combined. WTEI.DE charges 0.46%/yr vs 0.18%/yr for UIMI.DE.

Performance

WTEI.DE vs. UIMI.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 UBS ETF (LU) MSCI Emerging Markets UCITS ETF (USD) A-dis (UIMI.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 19.49% return, which is significantly lower than UIMI.DE's 27.62% return.

WTEI.DE

• 1D: -1.03%
• 1M: 4.16%
• YTD: 19.49%
• 6M: 19.16%
• 1Y: 27.05%
• 3Y*: 15.85%
• 5Y*: 10.93%
• 10Y*: —

UIMI.DE

• 1D: -1.51%
• 1M: 3.62%
• YTD: 27.62%
• 6M: 28.59%
• 1Y: 49.07%
• 3Y*: 21.00%
• 5Y*: 8.50%
• 10Y*: 9.97%

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

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020
WTEI.DE WisdomTree Emerging Markets Equity Income UCITS ETF	19.49%	7.76%	11.91%	16.94%	-7.18%	22.68%	6.08%
UIMI.DE UBS ETF (LU) MSCI Emerging Markets UCITS ETF (USD) A-dis	27.62%	20.10%	13.22%	5.76%	-14.07%	4.14%	21.55%

Correlation

The correlation between WTEI.DE and UIMI.DE is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.69
Correlation (3Y) Calculated over the trailing 3-year period	0.77
Correlation (5Y) Calculated over the trailing 5-year period	0.78
Correlation (All Time) Calculated using the full available price history since Jun 15, 2020	0.77

The correlation between WTEI.DE and UIMI.DE has been stable across timeframes, ranging from 0.69 to 0.78 - a consistent structural relationship.

Return for Risk

WTEI.DE vs. UIMI.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: 72
WTEI.DE Sharpe Ratio Rank: 65
WTEI.DE Sortino Ratio Rank: 65
WTEI.DE Omega Ratio Rank: 63
WTEI.DE Calmar Ratio Rank: 84
WTEI.DE Martin Ratio Rank: 83

UIMI.DE

UIMI.DE Risk / Return Rank: 86
UIMI.DE Sharpe Ratio Rank: 87
UIMI.DE Sortino Ratio Rank: 85
UIMI.DE Omega Ratio Rank: 85
UIMI.DE Calmar Ratio Rank: 87
UIMI.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. UIMI.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 UBS ETF (LU) MSCI Emerging Markets UCITS ETF (USD) A-dis (UIMI.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.

	WTEI.DE	UIMI.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.11	2.81	-0.70
Sortino ratio: Return per unit of downside risk	2.98	3.73	-0.76
Omega ratio: Gain probability vs. loss probability	1.38	1.50	-0.12
Calmar ratio: Return relative to maximum drawdown	4.45	4.85	-0.41
Martin ratio: Return relative to average drawdown	16.42	17.64	-1.22
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current WTEI.DE Sharpe Ratio is 2.11, which is comparable to the UIMI.DE Sharpe Ratio of 2.81. The chart below compares the historical Sharpe Ratios of WTEI.DE and UIMI.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.

Sharpe Ratios by Period

	WTEI.DE	UIMI.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.11	2.81	-0.70
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.78	0.50	+0.28
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.54	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.89	0.33	+0.57

Drawdowns

WTEI.DE vs. UIMI.DE - Drawdown Comparison

The maximum WTEI.DE drawdown since its inception was -16.73%, smaller than the maximum UIMI.DE drawdown of -36.26%. Use the drawdown chart below to compare losses from any high point for WTEI.DE and UIMI.DE.

Drawdown Indicators

	WTEI.DE	UIMI.DE	Difference
Max Drawdown Largest peak-to-trough decline	-16.73%	-36.26%	+19.53%
Max Drawdown (1Y) Largest decline over 1 year	-6.00%	-10.26%	+4.26%
Max Drawdown (3Y) Largest decline over 3 years	-15.97%	-19.74%	+3.77%
Max Drawdown (5Y) Largest decline over 5 years	-16.73%	-23.93%	+7.20%
Max Drawdown (10Y) Largest decline over 10 years	—	-32.05%	—
Current Drawdown Current decline from peak	-1.51%	-2.57%	+1.06%
Average Drawdown Average peak-to-trough decline	-4.01%	-11.15%	+7.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.63%	2.83%	-1.20%

Volatility

WTEI.DE vs. UIMI.DE - Volatility Comparison

The current volatility for WisdomTree Emerging Markets Equity Income UCITS ETF (WTEI.DE) is 4.57%, while UBS ETF (LU) MSCI Emerging Markets UCITS ETF (USD) A-dis (UIMI.DE) has a volatility of 7.28%. This indicates that WTEI.DE experiences smaller price fluctuations and is considered to be less risky than UIMI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WTEI.DE	UIMI.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.57%	7.28%	-2.71%
Volatility (6M) Calculated over the trailing 6-month period	9.66%	14.92%	-5.26%
Volatility (1Y) Calculated over the trailing 1-year period	12.64%	17.74%	-5.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.86%	16.72%	-2.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.97%	18.27%	-4.30%

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

WTEI.DE has a 0.46% expense ratio, which is higher than UIMI.DE's 0.18% expense ratio.

Dividends

WTEI.DE vs. UIMI.DE - Dividend Comparison

WTEI.DE's dividend yield for the trailing twelve months is around 3.73%, more than UIMI.DE's 1.69% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
UIMI.DE UBS ETF (LU) MSCI Emerging Markets UCITS ETF (USD) A-dis	1.69%	2.31%	2.10%	2.63%	2.91%	1.68%	1.82%	2.17%	2.03%	1.67%	2.54%	2.72%
WTEI.DE WisdomTree Emerging Markets Equity Income UCITS ETF	3.73%	4.52%	7.52%	6.96%	7.43%	3.95%	1.46%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

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

WTEI.DE and UIMI.DE have a correlation of 0.69, 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 UIMI.DE?

On fees, UIMI.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

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

UIMI.DE is cheaper with a 0.18% expense ratio, compared with 0.46% for WTEI.DE.

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

WTEI.DE tracks WisdomTree Emerging Markets Equity Income, while UIMI.DE tracks MSCI Emerging Markets. They also come from different issuers: WisdomTree and UBS. Their fees differ too: 0.46% for WTEI.DE and 0.18% for UIMI.DE.