WTEM.DE vs. WTEJ.DE

Last updated Jun 5, 2026

WTEM.DE (WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc) and WTEJ.DE (WisdomTree Cloud Computing UCITS ETF USD Acc) are both exchange-traded funds - WTEM.DE is a Global Equity Income fund tracking the WisdomTree Global Developed Quality Dividend Growth Index, while WTEJ.DE is a Technology Equities fund tracking the BVP Nasdaq Emerging Cloud. Both are passively managed. Over the past 5 years, WTEM.DE returned 9.01%/yr vs -6.47%/yr for WTEJ.DE. At a 0.45 correlation, their price movements are largely independent. WTEM.DE charges 0.38%/yr vs 0.40%/yr for WTEJ.DE.

Performance

WTEM.DE vs. WTEJ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (WTEM.DE) and WisdomTree Cloud Computing UCITS ETF USD Acc (WTEJ.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WTEM.DE achieves a 6.09% return, which is significantly higher than WTEJ.DE's -3.77% return.

WTEM.DE

• 1D: 0.19%
• 1M: 2.80%
• YTD: 6.09%
• 6M: 6.44%
• 1Y: 14.48%
• 3Y*: 10.35%
• 5Y*: 9.01%
• 10Y*: —

WTEJ.DE

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

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
WTEM.DE WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc	6.09%	3.47%	15.77%	14.05%	-9.25%	30.16%	5.77%	5.33%
WTEJ.DE WisdomTree Cloud Computing UCITS ETF USD Acc	-3.77%	-16.66%	12.94%	39.67%	-50.17%	4.71%	90.46%	4.50%

Correlation

The correlation between WTEM.DE and WTEJ.DE is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.31
Correlation (3Y) Calculated over the trailing 3-year period	0.50
Correlation (5Y) Calculated over the trailing 5-year period	0.48
Correlation (All Time) Calculated using the full available price history since Nov 5, 2019	0.45

The correlation between WTEM.DE and WTEJ.DE shifts across timeframes, from 0.31 (1 year) to 0.50 (3 years), reflecting how their relationship changes across market environments.

Return for Risk

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

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

WTEM.DE

WTEM.DE Risk / Return Rank: 39
WTEM.DE Sharpe Ratio Rank: 37
WTEM.DE Sortino Ratio Rank: 39
WTEM.DE Omega Ratio Rank: 37
WTEM.DE Calmar Ratio Rank: 38
WTEM.DE Martin Ratio Rank: 44

WTEJ.DE

WTEJ.DE Risk / Return Rank: 7
WTEJ.DE Sharpe Ratio Rank: 7
WTEJ.DE Sortino Ratio Rank: 7
WTEJ.DE Omega Ratio Rank: 7
WTEJ.DE Calmar Ratio Rank: 7
WTEJ.DE Martin Ratio Rank: 6

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.

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

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (WTEM.DE) and WisdomTree Cloud Computing UCITS ETF USD Acc (WTEJ.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.

	WTEM.DE	WTEJ.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.29	-0.25	+1.54
Sortino ratio: Return per unit of downside risk	1.96	-0.11	+2.07
Omega ratio: Gain probability vs. loss probability	1.24	0.99	+0.25
Calmar ratio: Return relative to maximum drawdown	1.86	-0.25	+2.10
Martin ratio: Return relative to average drawdown	7.18	-0.55	+7.74
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current WTEM.DE Sharpe Ratio is 1.29, which is higher than the WTEJ.DE Sharpe Ratio of -0.25. The chart below compares the historical Sharpe Ratios of WTEM.DE and WTEJ.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.

Sharpe Ratios by Period

	WTEM.DE	WTEJ.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.29	-0.25	+1.54
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.66	-0.18	+0.84
Sharpe Ratio (All Time) Calculated using the full available price history	0.80	0.11	+0.68

Drawdowns

WTEM.DE vs. WTEJ.DE - Drawdown Comparison

The maximum WTEM.DE drawdown since its inception was -30.76%, smaller than the maximum WTEJ.DE drawdown of -63.60%. Use the drawdown chart below to compare losses from any high point for WTEM.DE and WTEJ.DE.

Drawdown Indicators

	WTEM.DE	WTEJ.DE	Difference
Max Drawdown Largest peak-to-trough decline	-30.76%	-63.60%	+32.84%
Max Drawdown (1Y) Largest decline over 1 year	-7.85%	-36.22%	+28.37%
Max Drawdown (3Y) Largest decline over 3 years	-19.62%	-48.59%	+28.97%
Max Drawdown (5Y) Largest decline over 5 years	-19.62%	-63.60%	+43.98%
Current Drawdown Current decline from peak	0.00%	-48.45%	+48.45%
Average Drawdown Average peak-to-trough decline	-3.75%	-35.70%	+31.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.03%	16.00%	-13.97%

Volatility

WTEM.DE vs. WTEJ.DE - Volatility Comparison

The current volatility for WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (WTEM.DE) is 2.75%, while WisdomTree Cloud Computing UCITS ETF USD Acc (WTEJ.DE) has a volatility of 15.88%. This indicates that WTEM.DE experiences smaller price fluctuations and is considered to be less risky than WTEJ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WTEM.DE	WTEJ.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.75%	15.88%	-13.13%
Volatility (6M) Calculated over the trailing 6-month period	8.36%	32.38%	-24.02%
Volatility (1Y) Calculated over the trailing 1-year period	11.31%	36.29%	-24.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.42%	35.57%	-22.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.41%	38.61%	-24.20%

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

WTEM.DE has a 0.38% expense ratio, which is lower than WTEJ.DE's 0.40% expense ratio.

Dividends

WTEM.DE vs. WTEJ.DE - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both WTEM.DE and WTEJ.DE in my portfolio?

WTEM.DE and WTEJ.DE have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, WTEM.DE or WTEJ.DE?

On fees, WTEM.DE is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, WTEM.DE or WTEJ.DE?

WTEM.DE is cheaper with a 0.38% expense ratio, compared with 0.40% for WTEJ.DE.

What is the main difference between WTEM.DE and WTEJ.DE?

WTEM.DE is categorized as Global Equity Income, while WTEJ.DE is Technology Equities. WTEM.DE tracks WisdomTree Global Developed Quality Dividend Growth Index, while WTEJ.DE tracks BVP Nasdaq Emerging Cloud. Their fees differ too: 0.38% for WTEM.DE and 0.40% for WTEJ.DE.