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WTES.DE vs. EUDF.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WTES.DE vs. EUDF.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in WisdomTree Europe SmallCap Dividend UCITS ETF (WTES.DE) and WisdomTree Europe Defence UCITS ETF - EUR Acc (EUDF.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, WTES.DE achieves a 7.78% return, which is significantly higher than EUDF.DE's 0.42% return.


WTES.DE

1D
-0.21%
1M
0.02%
6M
5.26%
YTD
7.78%
1Y
11.03%
3Y*
12.58%
5Y*
5.87%
10Y*
7.78%

EUDF.DE

1D
0.00%
1M
-1.31%
6M
-14.25%
YTD
0.42%
1Y
-2.49%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WTES.DE vs. EUDF.DE - Yearly Performance Comparison


Correlation

The correlation between WTES.DE and EUDF.DE is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

Correlation (All Time)
Calculated using the full available price history since Mar 10, 2025

0.34

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Return for Risk

WTES.DE vs. EUDF.DE — Risk / Return Rank

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

WTES.DE
WTES.DE Risk / Return Rank: 3232
Overall Rank
WTES.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
WTES.DE Sortino Ratio Rank: 3030
Sortino Ratio Rank
WTES.DE Omega Ratio Rank: 3131
Omega Ratio Rank
WTES.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
WTES.DE Martin Ratio Rank: 3636
Martin Ratio Rank

EUDF.DE
EUDF.DE Risk / Return Rank: 88
Overall Rank
EUDF.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
EUDF.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
EUDF.DE Omega Ratio Rank: 88
Omega Ratio Rank
EUDF.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
EUDF.DE Martin Ratio Rank: 88
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.

WTES.DE vs. EUDF.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Europe SmallCap Dividend UCITS ETF (WTES.DE) and WisdomTree Europe Defence UCITS ETF - EUR Acc (EUDF.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


WTES.DEEUDF.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.06

Sortino ratioReturn per unit of downside risk

+1.33

Omega ratioGain probability vs. loss probability

1.18

1.01

+0.17

Calmar ratioReturn relative to maximum drawdown

1.44

-0.13

+1.57

Martin ratioReturn relative to average drawdown

4.54

-0.26

+4.80

WTES.DE vs. EUDF.DE - Sharpe Ratio Comparison

The current WTES.DE Sharpe Ratio is 0.97, which is higher than the EUDF.DE Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of WTES.DE and EUDF.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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Drawdowns

WTES.DE vs. EUDF.DE - Drawdown Comparison

The maximum WTES.DE drawdown since its inception was -44.21%, which is greater than EUDF.DE's maximum drawdown of -19.51%. Use the drawdown chart below to compare losses from any high point for WTES.DE and EUDF.DE.


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Drawdown Indicators


WTES.DEEUDF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-44.21%

-19.51%

-24.70%

Max Drawdown (1Y)

Largest decline over 1 year

-8.34%

-19.51%

+11.17%

Max Drawdown (3Y)

Largest decline over 3 years

-13.40%

Max Drawdown (5Y)

Largest decline over 5 years

-26.53%

Max Drawdown (10Y)

Largest decline over 10 years

-44.21%

Current Drawdown

Current decline from peak

-0.84%

-15.80%

+14.96%

Average Drawdown

Average peak-to-trough decline

-7.48%

-7.13%

-0.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.66%

9.51%

-6.85%

Volatility

WTES.DE vs. EUDF.DE - Volatility Comparison

The current volatility for WisdomTree Europe SmallCap Dividend UCITS ETF (WTES.DE) is 2.81%, while WisdomTree Europe Defence UCITS ETF - EUR Acc (EUDF.DE) has a volatility of 8.72%. This indicates that WTES.DE experiences smaller price fluctuations and is considered to be less risky than EUDF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WTES.DEEUDF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.81%

8.72%

-5.91%

Volatility (6M)

Calculated over the trailing 6-month period

10.05%

22.00%

-11.95%

Volatility (1Y)

Calculated over the trailing 1-year period

12.41%

28.99%

-16.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.70%

30.55%

-14.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.14%

30.55%

-14.41%

WTES.DE vs. EUDF.DE - Expense Ratio Comparison

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


Dividends

WTES.DE vs. EUDF.DE - Dividend Comparison

WTES.DE's dividend yield for the trailing twelve months is around 3.82%, while EUDF.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EUDF.DE
WisdomTree Europe Defence UCITS ETF - EUR Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WTES.DE
WisdomTree Europe SmallCap Dividend UCITS ETF
3.82%4.67%4.81%4.47%4.24%2.04%1.78%3.33%3.67%2.58%0.40%2.47%

Frequently Asked Questions


WTES.DE and EUDF.DE have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

WTES.DE is cheaper with a 0.38% expense ratio, compared with 0.40% for EUDF.DE.

WTES.DE is categorized as Dividend, while EUDF.DE is Aerospace & Defense. WTES.DE tracks WisdomTree Europe SmallCap Dividend UCITS Index Euro, while EUDF.DE tracks WisdomTree Europe Defence UCITS Index (NTR). Their fees differ too: 0.38% for WTES.DE and 0.40% for EUDF.DE.

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