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

Performance

WTES.DE vs. ISPA.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 iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.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 lower than ISPA.DE's 17.49% return. Over the past 10 years, WTES.DE has underperformed ISPA.DE with an annualized return of 7.78%, while ISPA.DE has yielded a comparatively higher 8.77% annualized 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%

ISPA.DE

1D
0.51%
1M
2.39%
6M
14.26%
YTD
17.49%
1Y
32.20%
3Y*
20.14%
5Y*
11.43%
10Y*
8.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
WTES.DE
WisdomTree Europe SmallCap Dividend UCITS ETF
7.78%17.37%5.33%10.89%-15.66%27.92%-4.86%31.22%-18.52%16.96%
ISPA.DE
iShares STOXX Global Select Dividend 100 UCITS ETF (DE)
17.49%19.72%12.97%4.78%-1.91%22.80%-9.12%24.23%-6.97%2.97%

Correlation

The correlation between WTES.DE and ISPA.DE is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.60

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

0.67

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

0.72

Correlation (10Y)
Calculated over the trailing 10-year period

0.67

Correlation (All Time)
Calculated using the full available price history since Feb 26, 2015

0.70

The correlation between WTES.DE and ISPA.DE shifts across timeframes, from 0.60 (1 year) to 0.72 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

WTES.DE vs. ISPA.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

ISPA.DE
ISPA.DE Risk / Return Rank: 9797
Overall Rank
ISPA.DE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
ISPA.DE Sortino Ratio Rank: 9696
Sortino Ratio Rank
ISPA.DE Omega Ratio Rank: 9696
Omega Ratio Rank
ISPA.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
ISPA.DE Martin Ratio Rank: 9797
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. ISPA.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 iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.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.DEISPA.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.62

Sortino ratioReturn per unit of downside risk

-3.55

Omega ratioGain probability vs. loss probability

1.18

1.66

-0.48

Calmar ratioReturn relative to maximum drawdown

1.44

8.80

-7.35

Martin ratioReturn relative to average drawdown

4.54

31.91

-27.37

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

The current WTES.DE Sharpe Ratio is 0.97, which is lower than the ISPA.DE Sharpe Ratio of 3.60. The chart below compares the historical Sharpe Ratios of WTES.DE and ISPA.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. ISPA.DE - Drawdown Comparison

The maximum WTES.DE drawdown since its inception was -44.21%, which is greater than ISPA.DE's maximum drawdown of -38.90%. Use the drawdown chart below to compare losses from any high point for WTES.DE and ISPA.DE.


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Drawdown Indicators


WTES.DEISPA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-44.21%

-38.90%

-5.31%

Max Drawdown (1Y)

Largest decline over 1 year

-8.34%

-3.64%

-4.70%

Max Drawdown (3Y)

Largest decline over 3 years

-13.40%

-15.09%

+1.69%

Max Drawdown (5Y)

Largest decline over 5 years

-26.53%

-15.09%

-11.44%

Max Drawdown (10Y)

Largest decline over 10 years

-44.21%

-38.90%

-5.31%

Current Drawdown

Current decline from peak

-0.84%

0.00%

-0.84%

Average Drawdown

Average peak-to-trough decline

-7.48%

-4.52%

-2.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.66%

1.01%

+1.65%

Volatility

WTES.DE vs. ISPA.DE - Volatility Comparison

WisdomTree Europe SmallCap Dividend UCITS ETF (WTES.DE) has a higher volatility of 2.81% compared to iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE) at 1.99%. This indicates that WTES.DE's price experiences larger fluctuations and is considered to be riskier than ISPA.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.DEISPA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.81%

1.99%

+0.82%

Volatility (6M)

Calculated over the trailing 6-month period

10.05%

6.69%

+3.36%

Volatility (1Y)

Calculated over the trailing 1-year period

12.41%

8.92%

+3.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.70%

11.93%

+3.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.14%

14.64%

+1.50%

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

WTES.DE has a 0.38% expense ratio, which is lower than ISPA.DE's 0.46% expense ratio.


Dividends

WTES.DE vs. ISPA.DE - Dividend Comparison

WTES.DE's dividend yield for the trailing twelve months is around 3.82%, less than ISPA.DE's 3.94% yield.


PositionTTM20252024202320222021202020192018201720162015
ISPA.DE
iShares STOXX Global Select Dividend 100 UCITS ETF (DE)
3.94%4.52%4.89%5.91%4.87%3.31%4.04%4.02%4.01%5.66%3.64%4.35%
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 ISPA.DE have a correlation of 0.60, 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 0.46% for ISPA.DE.

WTES.DE is categorized as Dividend, while ISPA.DE is Global Equities. WTES.DE tracks WisdomTree Europe SmallCap Dividend UCITS Index Euro, while ISPA.DE tracks STOXX Global Select Dividend 100. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.38% for WTES.DE and 0.46% for ISPA.DE.

Portfolio Optimizer

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