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WTEJ.DE vs. D5BL.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WTEJ.DE vs. D5BL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in WisdomTree Cloud Computing UCITS ETF USD Acc (WTEJ.DE) and Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE). The values are adjusted to include any dividend payments, if applicable.

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WTEJ.DE vs. D5BL.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
WTEJ.DE
WisdomTree Cloud Computing UCITS ETF USD Acc
-21.12%-16.66%12.94%39.67%-50.17%4.71%90.46%4.50%
D5BL.DE
Xtrackers MSCI Europe Value UCITS ETF
4.33%35.78%10.37%14.14%-4.63%26.83%-8.58%4.31%

Returns By Period

In the year-to-date period, WTEJ.DE achieves a -21.12% return, which is significantly lower than D5BL.DE's 4.33% return.


WTEJ.DE

1D
1.67%
1M
1.58%
YTD
-21.12%
6M
-20.11%
1Y
-21.27%
3Y*
-4.41%
5Y*
-10.82%
10Y*

D5BL.DE

1D
-0.46%
1M
0.37%
YTD
4.33%
6M
14.29%
1Y
28.34%
3Y*
18.33%
5Y*
13.71%
10Y*
10.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WTEJ.DE vs. D5BL.DE - Expense Ratio Comparison

WTEJ.DE has a 0.40% expense ratio, which is higher than D5BL.DE's 0.15% expense ratio.


Return for Risk

WTEJ.DE vs. D5BL.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WTEJ.DE
WTEJ.DE Risk / Return Rank: 22
Overall Rank
WTEJ.DE Sharpe Ratio Rank: 33
Sharpe Ratio Rank
WTEJ.DE Sortino Ratio Rank: 33
Sortino Ratio Rank
WTEJ.DE Omega Ratio Rank: 33
Omega Ratio Rank
WTEJ.DE Calmar Ratio Rank: 33
Calmar Ratio Rank
WTEJ.DE Martin Ratio Rank: 11
Martin Ratio Rank

D5BL.DE
D5BL.DE Risk / Return Rank: 8484
Overall Rank
D5BL.DE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
D5BL.DE Sortino Ratio Rank: 8080
Sortino Ratio Rank
D5BL.DE Omega Ratio Rank: 8383
Omega Ratio Rank
D5BL.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
D5BL.DE Martin Ratio Rank: 8888
Martin Ratio Rank
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.

WTEJ.DE vs. D5BL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Cloud Computing UCITS ETF USD Acc (WTEJ.DE) and Xtrackers MSCI Europe Value UCITS ETF (D5BL.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.


WTEJ.DED5BL.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.64

1.69

-2.33

Sortino ratio

Return per unit of downside risk

-0.72

2.18

-2.90

Omega ratio

Gain probability vs. loss probability

0.90

1.34

-0.44

Calmar ratio

Return relative to maximum drawdown

-0.63

3.26

-3.89

Martin ratio

Return relative to average drawdown

-1.57

12.60

-14.17

WTEJ.DE vs. D5BL.DE - Sharpe Ratio Comparison

The current WTEJ.DE Sharpe Ratio is -0.64, which is lower than the D5BL.DE Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of WTEJ.DE and D5BL.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WTEJ.DED5BL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.64

1.69

-2.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.31

0.88

-1.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

0.45

-0.42

Correlation

The correlation between WTEJ.DE and D5BL.DE is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

WTEJ.DE vs. D5BL.DE - Dividend Comparison

Neither WTEJ.DE nor D5BL.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

WTEJ.DE vs. D5BL.DE - Drawdown Comparison

The maximum WTEJ.DE drawdown since its inception was -61.70%, which is greater than D5BL.DE's maximum drawdown of -40.40%. Use the drawdown chart below to compare losses from any high point for WTEJ.DE and D5BL.DE.


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Drawdown Indicators


WTEJ.DED5BL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-61.70%

-40.40%

-21.30%

Max Drawdown (1Y)

Largest decline over 1 year

-34.34%

-10.95%

-23.39%

Max Drawdown (5Y)

Largest decline over 5 years

-61.70%

-19.58%

-42.12%

Max Drawdown (10Y)

Largest decline over 10 years

-40.40%

Current Drawdown

Current decline from peak

-57.74%

-5.07%

-52.67%

Average Drawdown

Average peak-to-trough decline

-35.13%

-7.30%

-27.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.79%

2.59%

+11.20%

Volatility

WTEJ.DE vs. D5BL.DE - Volatility Comparison

WisdomTree Cloud Computing UCITS ETF USD Acc (WTEJ.DE) has a higher volatility of 8.09% compared to Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) at 6.10%. This indicates that WTEJ.DE's price experiences larger fluctuations and is considered to be riskier than D5BL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WTEJ.DED5BL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.09%

6.10%

+1.99%

Volatility (6M)

Calculated over the trailing 6-month period

24.23%

10.54%

+13.69%

Volatility (1Y)

Calculated over the trailing 1-year period

32.99%

16.70%

+16.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.47%

15.44%

+19.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.93%

17.76%

+20.17%