WTES.DE vs. WTDM.DE
WTES.DE (WisdomTree Europe SmallCap Dividend UCITS ETF) and WTDM.DE (WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc) are both Dividend funds from WisdomTree - WTES.DE tracks the WisdomTree Europe SmallCap Dividend UCITS Index Euro while WTDM.DE tracks the WisdomTree U.S. Quality Dividend Growth Index. Both are passively managed. Over the past 10 years, WTES.DE returned 7.78%/yr vs 12.88%/yr for WTDM.DE. At a 0.49 correlation, their price movements are largely independent. WTES.DE charges 0.38%/yr vs 0.28%/yr for WTDM.DE.
Performance
WTES.DE vs. WTDM.DE - Performance Comparison
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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 WTDM.DE's 9.71% return. Over the past 10 years, WTES.DE has underperformed WTDM.DE with an annualized return of 7.78%, while WTDM.DE has yielded a comparatively higher 12.88% 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%
WTDM.DE
- 1D
- 0.56%
- 1M
- 1.94%
- 6M
- 7.99%
- YTD
- 9.71%
- 1Y
- 17.02%
- 3Y*
- 14.16%
- 5Y*
- 12.01%
- 10Y*
- 12.88%
WTES.DE vs. WTDM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
WTDM.DE WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc | 9.71% | 0.90% | 24.88% | 14.95% | -3.38% | 36.01% | 2.42% | 32.88% | -2.37% | 11.34% |
Correlation
The correlation between WTES.DE and WTDM.DE is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Jun 3, 2016 | 0.49 |
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Return for Risk
WTES.DE vs. WTDM.DE — Risk / Return Rank
WTES.DE
WTDM.DE
WTES.DE vs. WTDM.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 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.
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.DE | WTDM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.75 | ||
| Sortino ratioReturn per unit of downside risk | -1.08 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.32 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.44 | 3.10 | -1.66 |
| Martin ratioReturn relative to average drawdown | 4.54 | 11.04 | -6.50 |
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Drawdowns
WTES.DE vs. WTDM.DE - Drawdown Comparison
The maximum WTES.DE drawdown since its inception was -44.21%, which is greater than WTDM.DE's maximum drawdown of -31.18%. Use the drawdown chart below to compare losses from any high point for WTES.DE and WTDM.DE.
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Drawdown Indicators
| WTES.DE | WTDM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.21% | -31.18% | -13.03% |
Max Drawdown (1Y)Largest decline over 1 year | -8.34% | -5.46% | -2.88% |
Max Drawdown (3Y)Largest decline over 3 years | -13.40% | -20.58% | +7.18% |
Max Drawdown (5Y)Largest decline over 5 years | -26.53% | -20.58% | -5.95% |
Max Drawdown (10Y)Largest decline over 10 years | -44.21% | -31.18% | -13.03% |
Current DrawdownCurrent decline from peak | -0.84% | -0.18% | -0.66% |
Average DrawdownAverage peak-to-trough decline | -7.48% | -4.55% | -2.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.66% | 1.54% | +1.12% |
Volatility
WTES.DE vs. WTDM.DE - Volatility Comparison
WisdomTree Europe SmallCap Dividend UCITS ETF (WTES.DE) has a higher volatility of 2.81% compared to WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (WTDM.DE) at 2.03%. This indicates that WTES.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
| WTES.DE | WTDM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.81% | 2.03% | +0.78% |
Volatility (6M)Calculated over the trailing 6-month period | 10.05% | 6.55% | +3.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.41% | 9.83% | +2.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.70% | 13.53% | +2.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.14% | 16.07% | +0.07% |
WTES.DE vs. WTDM.DE - Expense Ratio Comparison
WTES.DE has a 0.38% expense ratio, which is higher than WTDM.DE's 0.28% expense ratio.
Dividends
WTES.DE vs. WTDM.DE - Dividend Comparison
WTES.DE's dividend yield for the trailing twelve months is around 3.82%, while WTDM.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WTDM.DE WisdomTree US Quality Dividend Growth UCITS ETF - USD 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 WTDM.DE have a correlation of 0.44, 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 WTES.DE.
WTES.DE tracks WisdomTree Europe SmallCap Dividend UCITS Index Euro, while WTDM.DE tracks WisdomTree U.S. Quality Dividend Growth Index. Their fees differ too: 0.38% for WTES.DE and 0.28% for WTDM.DE.
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