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

Performance

WTEJ.DE vs. WTIZ.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 WisdomTree Japan Equity UCITS ETF JPY Acc (WTIZ.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WTEJ.DE achieves a -3.77% return, which is significantly lower than WTIZ.DE's 17.38% return.


WTEJ.DE

1D
1.76%
1M
18.51%
YTD
-3.77%
6M
-4.08%
1Y
-10.28%
3Y*
0.54%
5Y*
-6.47%
10Y*

WTIZ.DE

1D
0.16%
1M
3.74%
YTD
17.38%
6M
18.93%
1Y
34.34%
3Y*
19.46%
5Y*
14.12%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
WTEJ.DE
WisdomTree Cloud Computing UCITS ETF USD Acc
-3.77%-16.66%12.94%39.67%-50.17%4.71%39.04%
WTIZ.DE
WisdomTree Japan Equity UCITS ETF JPY Acc
17.38%15.16%17.99%21.47%-4.73%14.55%11.02%

Correlation

The correlation between WTEJ.DE and WTIZ.DE is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.08

Correlation (3Y)
Calculated over the trailing 3-year period

0.29

Correlation (5Y)
Calculated over the trailing 5-year period

0.31

Correlation (All Time)
Calculated using the full available price history since Jun 15, 2020

0.30

Over the past year, the correlation between WTEJ.DE and WTIZ.DE has dropped to 0.08 - well below their long-term average of 0.30, suggesting their price drivers have been diverging.

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Return for Risk

WTEJ.DE vs. WTIZ.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: 77
Overall Rank
WTEJ.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
WTEJ.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
WTEJ.DE Omega Ratio Rank: 77
Omega Ratio Rank
WTEJ.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
WTEJ.DE Martin Ratio Rank: 66
Martin Ratio Rank

WTIZ.DE
WTIZ.DE Risk / Return Rank: 5757
Overall Rank
WTIZ.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
WTIZ.DE Sortino Ratio Rank: 5555
Sortino Ratio Rank
WTIZ.DE Omega Ratio Rank: 5454
Omega Ratio Rank
WTIZ.DE Calmar Ratio Rank: 6565
Calmar Ratio Rank
WTIZ.DE Martin Ratio Rank: 5959
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. WTIZ.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 WisdomTree Japan Equity UCITS ETF JPY Acc (WTIZ.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.DEWTIZ.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.04

Sortino ratioReturn per unit of downside risk

-2.69

Omega ratioGain probability vs. loss probability

0.99

1.33

-0.34

Calmar ratioReturn relative to maximum drawdown

-0.25

3.19

-3.43

Martin ratioReturn relative to average drawdown

-0.55

10.27

-10.83

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

The current WTEJ.DE Sharpe Ratio is -0.25, which is lower than the WTIZ.DE Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of WTEJ.DE and WTIZ.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.


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Sharpe Ratios by Period


WTEJ.DEWTIZ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.25

1.79

-2.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.18

0.82

-1.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.91

-0.80

Drawdowns

WTEJ.DE vs. WTIZ.DE - Drawdown Comparison

The maximum WTEJ.DE drawdown since its inception was -63.60%, which is greater than WTIZ.DE's maximum drawdown of -17.17%. Use the drawdown chart below to compare losses from any high point for WTEJ.DE and WTIZ.DE.


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Drawdown Indicators


WTEJ.DEWTIZ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-63.60%

-17.17%

-46.43%

Max Drawdown (1Y)

Largest decline over 1 year

-36.22%

-10.49%

-25.73%

Max Drawdown (3Y)

Largest decline over 3 years

-48.59%

-17.17%

-31.42%

Max Drawdown (5Y)

Largest decline over 5 years

-63.60%

-17.17%

-46.43%

Current Drawdown

Current decline from peak

-48.45%

-0.39%

-48.06%

Average Drawdown

Average peak-to-trough decline

-35.70%

-3.62%

-32.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.00%

3.26%

+12.74%

Volatility

WTEJ.DE vs. WTIZ.DE - Volatility Comparison

WisdomTree Cloud Computing UCITS ETF USD Acc (WTEJ.DE) has a higher volatility of 15.88% compared to WisdomTree Japan Equity UCITS ETF JPY Acc (WTIZ.DE) at 3.61%. This indicates that WTEJ.DE's price experiences larger fluctuations and is considered to be riskier than WTIZ.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.DEWTIZ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.88%

3.61%

+12.27%

Volatility (6M)

Calculated over the trailing 6-month period

32.38%

15.05%

+17.33%

Volatility (1Y)

Calculated over the trailing 1-year period

36.29%

18.70%

+17.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.57%

16.95%

+18.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.61%

16.60%

+22.01%

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

Both WTEJ.DE and WTIZ.DE have an expense ratio of 0.40%.


Dividends

WTEJ.DE vs. WTIZ.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


WTEJ.DE and WTIZ.DE have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.40% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

WTEJ.DE and WTIZ.DE have the same expense ratio: 0.40% per year.

WTEJ.DE is categorized as Technology Equities, while WTIZ.DE is Japan Equities. WTEJ.DE tracks BVP Nasdaq Emerging Cloud, while WTIZ.DE tracks WisdomTree Japan Equity.

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