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WTEQ.DE vs. WTDM.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WTEQ.DE vs. WTDM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in WisdomTree Global Quality Dividend Growth UCITS ETF USD (Dist) (WTEQ.DE) and WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (WTDM.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, WTEQ.DE achieves a 6.18% return, which is significantly lower than WTDM.DE's 7.70% return.


WTEQ.DE

1D
0.18%
1M
2.91%
YTD
6.18%
6M
6.49%
1Y
14.48%
3Y*
10.39%
5Y*
10Y*

WTDM.DE

1D
0.05%
1M
3.49%
YTD
7.70%
6M
6.99%
1Y
18.24%
3Y*
13.36%
5Y*
12.75%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WTEQ.DE vs. WTDM.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
WTEQ.DE
WisdomTree Global Quality Dividend Growth UCITS ETF USD (Dist)
6.18%3.61%15.54%14.11%-5.82%
WTDM.DE
WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc
7.70%0.91%24.87%14.95%-3.23%

Correlation

The correlation between WTEQ.DE and WTDM.DE is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.80

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

0.82

Correlation (All Time)
Calculated using the full available price history since May 2, 2022

0.85

The correlation between WTEQ.DE and WTDM.DE has been stable across timeframes, ranging from 0.80 to 0.85 - a consistent structural relationship.

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Return for Risk

WTEQ.DE vs. WTDM.DE — Risk / Return Rank

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

WTEQ.DE
WTEQ.DE Risk / Return Rank: 4040
Overall Rank
WTEQ.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
WTEQ.DE Sortino Ratio Rank: 4040
Sortino Ratio Rank
WTEQ.DE Omega Ratio Rank: 3838
Omega Ratio Rank
WTEQ.DE Calmar Ratio Rank: 3838
Calmar Ratio Rank
WTEQ.DE Martin Ratio Rank: 4646
Martin Ratio Rank

WTDM.DE
WTDM.DE Risk / Return Rank: 5959
Overall Rank
WTDM.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
WTDM.DE Sortino Ratio Rank: 5555
Sortino Ratio Rank
WTDM.DE Omega Ratio Rank: 5555
Omega Ratio Rank
WTDM.DE Calmar Ratio Rank: 6767
Calmar Ratio Rank
WTDM.DE Martin Ratio Rank: 6464
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.

WTEQ.DE vs. WTDM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Global Quality Dividend Growth UCITS ETF USD (Dist) (WTEQ.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.


WTEQ.DEWTDM.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.47

Sortino ratioReturn per unit of downside risk

-0.59

Omega ratioGain probability vs. loss probability

1.25

1.34

-0.09

Calmar ratioReturn relative to maximum drawdown

1.85

3.27

-1.41

Martin ratioReturn relative to average drawdown

7.29

11.42

-4.13

WTEQ.DE vs. WTDM.DE - Sharpe Ratio Comparison

The current WTEQ.DE Sharpe Ratio is 1.32, which is comparable to the WTDM.DE Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of WTEQ.DE and WTDM.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


WTEQ.DEWTDM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

1.79

-0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.89

-0.26

Drawdowns

WTEQ.DE vs. WTDM.DE - Drawdown Comparison

The maximum WTEQ.DE drawdown since its inception was -19.85%, smaller than the maximum WTDM.DE drawdown of -31.19%. Use the drawdown chart below to compare losses from any high point for WTEQ.DE and WTDM.DE.


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Drawdown Indicators


WTEQ.DEWTDM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-19.85%

-31.19%

+11.34%

Max Drawdown (1Y)

Largest decline over 1 year

-7.84%

-5.48%

-2.36%

Max Drawdown (3Y)

Largest decline over 3 years

-19.85%

-20.57%

+0.72%

Max Drawdown (5Y)

Largest decline over 5 years

-20.57%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-3.78%

-3.83%

+0.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.00%

1.57%

+0.43%

Volatility

WTEQ.DE vs. WTDM.DE - Volatility Comparison

WisdomTree Global Quality Dividend Growth UCITS ETF USD (Dist) (WTEQ.DE) has a higher volatility of 2.61% compared to WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (WTDM.DE) at 2.26%. This indicates that WTEQ.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


WTEQ.DEWTDM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.61%

2.26%

+0.35%

Volatility (6M)

Calculated over the trailing 6-month period

8.33%

6.54%

+1.79%

Volatility (1Y)

Calculated over the trailing 1-year period

11.02%

9.97%

+1.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.46%

13.54%

-1.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.46%

14.96%

-2.50%

WTEQ.DE vs. WTDM.DE - Expense Ratio Comparison

WTEQ.DE has a 0.38% expense ratio, which is higher than WTDM.DE's 0.28% expense ratio.


Dividends

WTEQ.DE vs. WTDM.DE - Dividend Comparison

WTEQ.DE's dividend yield for the trailing twelve months is around 1.13%, while WTDM.DE has not paid dividends to shareholders.


PositionTTM2025202420232022
WTDM.DE
WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc
0.00%0.00%0.00%0.00%0.00%
WTEQ.DE
WisdomTree Global Quality Dividend Growth UCITS ETF USD (Dist)
1.13%1.26%1.59%1.84%1.60%

Frequently Asked Questions


WTEQ.DE and WTDM.DE have a correlation of 0.80, 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 0.38% for WTEQ.DE.

WTEQ.DE tracks WisdomTree Global Developed Quality Dividend Growth Index, while WTDM.DE tracks WisdomTree U.S. Quality Dividend Growth Index. Their fees differ too: 0.38% for WTEQ.DE and 0.28% for WTDM.DE.

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