WTEI.DE vs. WTDX.DE
WTEI.DE (WisdomTree Emerging Markets Equity Income UCITS ETF) and WTDX.DE (WisdomTree Japan Equity UCITS ETF USD Hedged) are both exchange-traded funds - WTEI.DE is a Dividend fund tracking the WisdomTree Emerging Markets Equity Income, while WTDX.DE is a Japan Equities fund tracking the WisdomTree Japan Hedged Equity UCITS Index. Both are passively managed. Over the past 10 years, WTEI.DE returned 8.67%/yr vs 18.48%/yr for WTDX.DE. Their 0.40 correlation means their historical movements had little consistent relationship. WTEI.DE charges 0.46%/yr vs 0.48%/yr for WTDX.DE.
Performance
WTEI.DE vs. WTDX.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 lower than WTDX.DE's 26.93% return. Over the past 10 years, WTEI.DE has underperformed WTDX.DE with an annualized return of 8.67%, while WTDX.DE has yielded a comparatively higher 18.48% 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%
WTDX.DE
- 1D
- -0.23%
- 1M
- 1.83%
- 6M
- 23.43%
- YTD
- 26.93%
- 1Y
- 53.08%
- 3Y*
- 29.35%
- 5Y*
- 28.15%
- 10Y*
- 18.48%
- ALL TIME*
- 12.36%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| €129.06K | €95.28K | €95.23K | |
| €203.99K | €268.16K | €224.91K |
WTEI.DE vs. WTDX.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% |
WTDX.DE WisdomTree Japan Equity UCITS ETF USD Hedged | 26.93% | 17.86% | 36.79% | 37.12% | 11.85% | 27.70% | -6.91% | 24.57% | -17.23% | 8.62% |
Correlation
The correlation between WTEI.DE and WTDX.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. | 0.42 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.43 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.37 |
Correlation (All Time) Calculated using the full available price history since May 18, 2015 | 0.40 |
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Return for Risk
WTEI.DE vs. WTDX.DE — Risk / Return Rank
WTEI.DE
WTDX.DE
WTEI.DE vs. WTDX.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 Japan Equity UCITS ETF USD Hedged (WTDX.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 | WTDX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.07 | ||
| Sortino ratioReturn per unit of downside risk | -1.17 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.48 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 3.77 | 6.53 | -2.76 |
| Martin ratioReturn relative to average drawdown | 11.13 | 21.41 | -10.28 |
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Drawdowns
WTEI.DE vs. WTDX.DE - Drawdown Comparison
The maximum WTEI.DE drawdown since its inception was -43.36%, which is greater than WTDX.DE's maximum drawdown of -38.23%. Use the drawdown chart below to compare losses from any high point for WTEI.DE and WTDX.DE.
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Drawdown Indicators
| WTEI.DE | WTDX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.36% | -38.23% | -5.13% |
Max Drawdown (1Y)Largest decline over 1 year | -6.00% | -8.09% | +2.09% |
Max Drawdown (3Y)Largest decline over 3 years | -15.95% | -23.65% | +7.70% |
Max Drawdown (5Y)Largest decline over 5 years | -16.76% | -23.65% | +6.89% |
Max Drawdown (10Y)Largest decline over 10 years | -35.60% | -32.53% | -3.07% |
Current DrawdownCurrent decline from peak | -5.02% | -1.18% | -3.84% |
Average DrawdownAverage peak-to-trough decline | -10.31% | -9.15% | -1.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.04% | 2.47% | -0.43% |
Volatility
WTEI.DE vs. WTDX.DE - Volatility Comparison
The current volatility for WisdomTree Emerging Markets Equity Income UCITS ETF (WTEI.DE) is 4.03%, while WisdomTree Japan Equity UCITS ETF USD Hedged (WTDX.DE) has a volatility of 6.05%. This indicates that WTEI.DE experiences smaller price fluctuations and is considered to be less risky than WTDX.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 | WTDX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.03% | 6.05% | -2.02% |
Volatility (6M)Calculated over the trailing 6-month period | 10.54% | 14.64% | -4.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.43% | 19.17% | -5.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.61% | 19.45% | -5.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.16% | 21.54% | -3.38% |
WTEI.DE vs. WTDX.DE - Expense Ratio Comparison
WTEI.DE has a 0.46% expense ratio, which is lower than WTDX.DE's 0.48% expense ratio.
Dividends
WTEI.DE vs. WTDX.DE - Dividend Comparison
WTEI.DE's dividend yield for the trailing twelve months is around 3.66%, more than WTDX.DE's 0.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WTDX.DE WisdomTree Japan Equity UCITS ETF USD Hedged | 0.80% | 1.68% | 1.52% | 1.97% | 2.28% | 1.52% | 2.10% | 2.01% | 2.17% | 1.14% | 1.90% | 0.06% |
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 WTDX.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, WTEI.DE is cheaper at 0.46% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WTEI.DE is cheaper with a 0.46% expense ratio, compared with 0.48% for WTDX.DE.
WTEI.DE is categorized as Dividend, while WTDX.DE is Japan Equities. WTEI.DE tracks WisdomTree Emerging Markets Equity Income, while WTDX.DE tracks WisdomTree Japan Hedged Equity UCITS Index. Their fees differ too: 0.46% for WTEI.DE and 0.48% for WTDX.DE.
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