WTES.DE vs. WTEF.DE
WTES.DE (WisdomTree Europe SmallCap Dividend UCITS ETF) and WTEF.DE (WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc) are both exchange-traded funds - WTES.DE is a Dividend fund tracking the WisdomTree Europe SmallCap Dividend UCITS Index Euro, while WTEF.DE is a Large Cap Blend Equities fund tracking the WisdomTree US Efficient Core UCITS. Both are passively managed. Over the past year, WTES.DE returned 11.03% vs 20.91% for WTEF.DE. At a 0.42 correlation, their price movements are largely independent. WTES.DE charges 0.38%/yr vs 0.20%/yr for WTEF.DE.
Performance
WTES.DE vs. WTEF.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 WTEF.DE's 11.76% 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%
WTEF.DE
- 1D
- 0.00%
- 1M
- 1.97%
- 6M
- 11.04%
- YTD
- 11.76%
- 1Y
- 20.91%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WTES.DE vs. WTEF.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
WTES.DE WisdomTree Europe SmallCap Dividend UCITS ETF | 7.78% | 17.37% | 5.33% | 16.73% |
WTEF.DE WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc | 11.76% | 3.44% | 28.84% | 12.65% |
Correlation
The correlation between WTES.DE and WTEF.DE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2023 | 0.42 |
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Return for Risk
WTES.DE vs. WTEF.DE — Risk / Return Rank
WTES.DE
WTEF.DE
WTES.DE vs. WTEF.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 Efficient Core UCITS ETF USD Unhedged Acc (WTEF.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 | WTEF.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.16 | ||
| Sortino ratioReturn per unit of downside risk | +0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.27 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.44 | 1.06 | +0.39 |
| Martin ratioReturn relative to average drawdown | 4.54 | 1.87 | +2.67 |
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Drawdowns
WTES.DE vs. WTEF.DE - Drawdown Comparison
The maximum WTES.DE drawdown since its inception was -44.21%, which is greater than WTEF.DE's maximum drawdown of -22.39%. Use the drawdown chart below to compare losses from any high point for WTES.DE and WTEF.DE.
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Drawdown Indicators
| WTES.DE | WTEF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.21% | -22.39% | -21.82% |
Max Drawdown (1Y)Largest decline over 1 year | -8.34% | -19.77% | +11.43% |
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 DrawdownCurrent decline from peak | -0.84% | -4.62% | +3.78% |
Average DrawdownAverage peak-to-trough decline | -7.48% | -6.11% | -1.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.66% | 11.17% | -8.51% |
Volatility
WTES.DE vs. WTEF.DE - Volatility Comparison
WisdomTree Europe SmallCap Dividend UCITS ETF (WTES.DE) and WisdomTree US Efficient Core UCITS ETF USD Unhedged Acc (WTEF.DE) have volatilities of 2.81% and 2.92%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WTES.DE | WTEF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.81% | 2.92% | -0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 10.05% | 9.49% | +0.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.41% | 25.67% | -13.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.70% | 19.82% | -4.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.14% | 19.82% | -3.68% |
WTES.DE vs. WTEF.DE - Expense Ratio Comparison
WTES.DE has a 0.38% expense ratio, which is higher than WTEF.DE's 0.20% expense ratio.
Dividends
WTES.DE vs. WTEF.DE - Dividend Comparison
WTES.DE's dividend yield for the trailing twelve months is around 3.82%, while WTEF.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WTEF.DE WisdomTree US Efficient Core UCITS ETF USD Unhedged 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 WTEF.DE have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WTEF.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WTEF.DE is cheaper with a 0.20% expense ratio, compared with 0.38% for WTES.DE.
WTES.DE is categorized as Dividend, while WTEF.DE is Large Cap Blend Equities. WTES.DE tracks WisdomTree Europe SmallCap Dividend UCITS Index Euro, while WTEF.DE tracks WisdomTree US Efficient Core UCITS. Their fees differ too: 0.38% for WTES.DE and 0.20% for WTEF.DE.
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