WTEI.DE vs. WTDM.DE
WTEI.DE (WisdomTree Emerging Markets Equity Income UCITS ETF) and WTDM.DE (WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc) are both exchange-traded funds - WTEI.DE is a Dividend fund tracking the WisdomTree Emerging Markets Equity Income, while WTDM.DE is a Quality Factor fund tracking the WisdomTree U.S. Quality Dividend Growth Index. Both are passively managed. Over the past 10 years, WTEI.DE returned 8.67%/yr vs 13.00%/yr for WTDM.DE. Their 0.53 correlation means they have sometimes moved together and sometimes differently. WTEI.DE charges 0.46%/yr vs 0.28%/yr for WTDM.DE.
Performance
WTEI.DE vs. WTDM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, WTEI.DE achieves a 18.24% return, which is significantly higher than WTDM.DE's 10.17% return. Over the past 10 years, WTEI.DE has underperformed WTDM.DE with an annualized return of 8.67%, while WTDM.DE has yielded a comparatively higher 13.00% annualized 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%
WTDM.DE
- 1D
- 0.16%
- 1M
- 1.91%
- 6M
- 10.19%
- YTD
- 10.17%
- 1Y
- 16.89%
- 3Y*
- 12.77%
- 5Y*
- 12.02%
- 10Y*
- 13.00%
- ALL TIME*
- 12.02%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| €82.16K | €84.96K | €79.59K | |
| €203.99K | €268.16K | €224.91K |
WTEI.DE vs. WTDM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WTEI.DE WisdomTree Emerging Markets Equity Income UCITS ETF | 18.24% | 7.76% | 11.70% | 16.82% | -7.16% | 22.68% | -15.24% | 23.06% | -3.85% | 10.46% |
WTDM.DE WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc | 10.17% | 0.90% | 24.88% | 14.95% | -3.38% | 36.01% | 2.42% | 32.88% | -2.37% | 11.34% |
Correlation
The correlation between WTEI.DE and WTDM.DE is 0.40, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.40 |
Correlation (3Y) Balances recent behavior with more history. | 0.46 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.43 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.53 |
Correlation (All Time) Calculated using the full available price history since Jun 3, 2016 | 0.53 |
The correlation between WTEI.DE and WTDM.DE shifts across timeframes, from 0.40 (1 year) to 0.53 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
WTEI.DE vs. WTDM.DE — Risk / Return Rank
WTEI.DE
WTDM.DE
WTEI.DE vs. WTDM.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 WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (WTDM.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 | WTDM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | -0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.33 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.77 | 3.08 | +0.70 |
| Martin ratioReturn relative to average drawdown | 11.13 | 10.94 | +0.20 |
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Drawdowns
WTEI.DE vs. WTDM.DE - Drawdown Comparison
The maximum WTEI.DE drawdown since its inception was -43.36%, which is greater than WTDM.DE's maximum drawdown of -31.18%. Use the drawdown chart below to compare losses from any high point for WTEI.DE and WTDM.DE.
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Drawdown Indicators
| WTEI.DE | WTDM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.36% | -31.18% | -12.18% |
Max Drawdown (1Y)Largest decline over 1 year | -6.00% | -5.46% | -0.54% |
Max Drawdown (3Y)Largest decline over 3 years | -15.95% | -20.58% | +4.63% |
Max Drawdown (5Y)Largest decline over 5 years | -16.76% | -20.58% | +3.82% |
Max Drawdown (10Y)Largest decline over 10 years | -35.60% | -31.18% | -4.42% |
Current DrawdownCurrent decline from peak | -5.02% | -0.37% | -4.65% |
Average DrawdownAverage peak-to-trough decline | -10.31% | -4.54% | -5.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.04% | 1.54% | +0.50% |
Volatility
WTEI.DE vs. WTDM.DE - Volatility Comparison
WisdomTree Emerging Markets Equity Income UCITS ETF (WTEI.DE) has a higher volatility of 4.03% compared to WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (WTDM.DE) at 2.35%. This indicates that WTEI.DE's price experiences larger fluctuations and is considered to be riskier than WTDM.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 | WTDM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.03% | 2.35% | +1.68% |
Volatility (6M)Calculated over the trailing 6-month period | 10.54% | 6.39% | +4.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.43% | 9.32% | +4.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.61% | 13.50% | +0.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.16% | 16.07% | +2.09% |
WTEI.DE vs. WTDM.DE - Expense Ratio Comparison
WTEI.DE has a 0.46% expense ratio, which is higher than WTDM.DE's 0.28% expense ratio.
Dividends
WTEI.DE vs. WTDM.DE - Dividend Comparison
WTEI.DE's dividend yield for the trailing twelve months is around 3.66%, while WTDM.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WTDM.DE WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc | 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 WTDM.DE have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WTDM.DE is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WTDM.DE is cheaper with a 0.28% expense ratio, compared with 0.46% for WTEI.DE.
WTEI.DE is categorized as Dividend, while WTDM.DE is Quality Factor. WTEI.DE tracks WisdomTree Emerging Markets Equity Income, while WTDM.DE tracks WisdomTree U.S. Quality Dividend Growth Index. Their fees differ too: 0.46% for WTEI.DE and 0.28% for WTDM.DE.
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