WTEQ.DE vs. WTDM.DE
WTEQ.DE (WisdomTree Global Quality Dividend Growth UCITS ETF USD (Dist)) and WTDM.DE (WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc) are both Dividend funds from WisdomTree - WTEQ.DE tracks the WisdomTree Global Developed Quality Dividend Growth Index while WTDM.DE tracks the WisdomTree U.S. Quality Dividend Growth Index. Both are passively managed. Over the past 3 years, WTEQ.DE returned 10.39%/yr vs 13.36%/yr for WTDM.DE. Their correlation of 0.85 suggests significant overlap in exposure. WTEQ.DE charges 0.38%/yr vs 0.28%/yr for WTDM.DE.
Performance
WTEQ.DE vs. WTDM.DE - Performance Comparison
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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*
- —
WTEQ.DE vs. WTDM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
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
WTEQ.DE
WTDM.DE
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.DE | WTDM.DE | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WTEQ.DE | WTDM.DE | Difference | |
|---|---|---|---|
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.DE | WTDM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -3.78% | -3.83% | +0.05% |
Ulcer IndexDepth 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.DE | WTDM.DE | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
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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