WTEI.DE vs. VGWE.DE
WTEI.DE (WisdomTree Emerging Markets Equity Income UCITS ETF) and VGWE.DE (Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulating) are both Dividend funds - WTEI.DE tracks the WisdomTree Emerging Markets Equity Income while VGWE.DE tracks the FTSE All-World High Dividend Yield Index. Both are passively managed. Over the past 5 years, WTEI.DE returned 10.96%/yr vs 12.65%/yr for VGWE.DE. Their 0.61 correlation means they have sometimes moved together and sometimes differently. WTEI.DE charges 0.46%/yr vs 0.29%/yr for VGWE.DE.
Performance
WTEI.DE vs. VGWE.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with WTEI.DE having a 18.24% return and VGWE.DE slightly lower at 18.07%.
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%
VGWE.DE
- 1D
- 0.23%
- 1M
- 2.82%
- 6M
- 14.56%
- YTD
- 18.07%
- 1Y
- 29.15%
- 3Y*
- 16.46%
- 5Y*
- 12.65%
- 10Y*
- —
- ALL TIME*
- 14.43%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| €2.48M | €2.71M | €2.57M | |
| €203.99K | €268.16K | €224.91K |
WTEI.DE vs. VGWE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
WTEI.DE WisdomTree Emerging Markets Equity Income UCITS ETF | 18.24% | 7.76% | 11.70% | 16.82% | -7.16% | 22.68% | 3.66% |
VGWE.DE Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulating | 18.07% | 12.81% | 15.59% | 7.89% | 0.02% | 27.81% | 7.83% |
Correlation
The correlation between WTEI.DE and VGWE.DE is 0.47, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.47 |
Correlation (3Y) Balances recent behavior with more history. | 0.58 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.59 |
Correlation (All Time) Calculated using the full available price history since Jun 3, 2020 | 0.61 |
The correlation between WTEI.DE and VGWE.DE shifts across timeframes, from 0.47 (1 year) to 0.61 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
WTEI.DE vs. VGWE.DE — Risk / Return Rank
WTEI.DE
VGWE.DE
WTEI.DE vs. VGWE.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 Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulating (VGWE.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 | VGWE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.45 | ||
| Sortino ratioReturn per unit of downside risk | -1.95 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.57 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 3.77 | 4.84 | -1.07 |
| Martin ratioReturn relative to average drawdown | 11.13 | 19.16 | -8.03 |
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Drawdowns
WTEI.DE vs. VGWE.DE - Drawdown Comparison
The maximum WTEI.DE drawdown since its inception was -43.36%, which is greater than VGWE.DE's maximum drawdown of -16.43%. Use the drawdown chart below to compare losses from any high point for WTEI.DE and VGWE.DE.
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Drawdown Indicators
| WTEI.DE | VGWE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.36% | -16.43% | -26.93% |
Max Drawdown (1Y)Largest decline over 1 year | -6.00% | -6.00% | 0.00% |
Max Drawdown (3Y)Largest decline over 3 years | -15.95% | -16.43% | +0.48% |
Max Drawdown (5Y)Largest decline over 5 years | -16.76% | -16.43% | -0.33% |
Max Drawdown (10Y)Largest decline over 10 years | -35.60% | — | — |
Current DrawdownCurrent decline from peak | -5.02% | 0.00% | -5.02% |
Average DrawdownAverage peak-to-trough decline | -10.31% | -2.32% | -7.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.04% | 1.52% | +0.52% |
Volatility
WTEI.DE vs. VGWE.DE - Volatility Comparison
WisdomTree Emerging Markets Equity Income UCITS ETF (WTEI.DE) has a higher volatility of 4.03% compared to Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulating (VGWE.DE) at 1.89%. This indicates that WTEI.DE's price experiences larger fluctuations and is considered to be riskier than VGWE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WTEI.DE | VGWE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.03% | 1.89% | +2.14% |
Volatility (6M)Calculated over the trailing 6-month period | 10.54% | 6.96% | +3.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.43% | 9.28% | +4.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.61% | 11.44% | +2.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.16% | 12.16% | +6.00% |
WTEI.DE vs. VGWE.DE - Expense Ratio Comparison
WTEI.DE has a 0.46% expense ratio, which is higher than VGWE.DE's 0.29% expense ratio.
Dividends
WTEI.DE vs. VGWE.DE - Dividend Comparison
WTEI.DE's dividend yield for the trailing twelve months is around 3.66%, while VGWE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VGWE.DE Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 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 | 3.66% | 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
WTEI.DE and VGWE.DE have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VGWE.DE is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VGWE.DE is cheaper with a 0.29% expense ratio, compared with 0.46% for WTEI.DE.
WTEI.DE tracks WisdomTree Emerging Markets Equity Income, while VGWE.DE tracks FTSE All-World High Dividend Yield Index. They also come from different issuers: WisdomTree and Vanguard. Their fees differ too: 0.46% for WTEI.DE and 0.29% for VGWE.DE.
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