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WTEU.DE vs. IQQD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WTEU.DE vs. IQQD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in WisdomTree US Equity Income UCITS ETF (WTEU.DE) and iShares UK Dividend UCITS ETF GBP Distributing (IQQD.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with WTEU.DE having a 14.83% return and IQQD.DE slightly higher at 14.92%. Over the past 10 years, WTEU.DE has outperformed IQQD.DE with an annualized return of 7.94%, while IQQD.DE has yielded a comparatively lower 7.05% annualized return.


WTEU.DE

1D
-0.60%
1M
3.45%
6M
11.01%
YTD
14.83%
1Y
24.32%
3Y*
15.10%
5Y*
11.50%
10Y*
7.94%

IQQD.DE

1D
1.02%
1M
4.24%
6M
12.70%
YTD
14.92%
1Y
30.31%
3Y*
22.38%
5Y*
13.12%
10Y*
7.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WTEU.DE vs. IQQD.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WTEU.DE
WisdomTree US Equity Income UCITS ETF
14.83%-0.26%22.63%-3.52%13.33%34.75%-14.99%23.58%-4.25%-2.38%
IQQD.DE
iShares UK Dividend UCITS ETF GBP Distributing
14.92%26.39%16.75%8.08%-7.53%30.74%-21.22%27.14%-15.15%1.82%

Correlation

The correlation between WTEU.DE and IQQD.DE is 0.53, 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

0.53

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

0.53

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

0.55

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

0.55

Correlation (All Time)
Calculated using the full available price history since Oct 21, 2014

0.57

The correlation between WTEU.DE and IQQD.DE has been stable across timeframes, ranging from 0.53 to 0.57 - a consistent structural relationship.

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Return for Risk

WTEU.DE vs. IQQD.DE — Risk / Return Rank

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

WTEU.DE
WTEU.DE Risk / Return Rank: 8787
Overall Rank
WTEU.DE Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
WTEU.DE Sortino Ratio Rank: 8989
Sortino Ratio Rank
WTEU.DE Omega Ratio Rank: 8383
Omega Ratio Rank
WTEU.DE Calmar Ratio Rank: 9090
Calmar Ratio Rank
WTEU.DE Martin Ratio Rank: 8686
Martin Ratio Rank

IQQD.DE
IQQD.DE Risk / Return Rank: 8585
Overall Rank
IQQD.DE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
IQQD.DE Sortino Ratio Rank: 8787
Sortino Ratio Rank
IQQD.DE Omega Ratio Rank: 8989
Omega Ratio Rank
IQQD.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
IQQD.DE Martin Ratio Rank: 7878
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.

WTEU.DE vs. IQQD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree US Equity Income UCITS ETF (WTEU.DE) and iShares UK Dividend UCITS ETF GBP Distributing (IQQD.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.


WTEU.DEIQQD.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.09

Sortino ratioReturn per unit of downside risk

+0.13

Omega ratioGain probability vs. loss probability

1.39

1.45

-0.05

Calmar ratioReturn relative to maximum drawdown

4.32

3.34

+0.98

Martin ratioReturn relative to average drawdown

14.20

11.80

+2.40

WTEU.DE vs. IQQD.DE - Sharpe Ratio Comparison

The current WTEU.DE Sharpe Ratio is 2.31, which is comparable to the IQQD.DE Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of WTEU.DE and IQQD.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

WTEU.DE vs. IQQD.DE - Drawdown Comparison

The maximum WTEU.DE drawdown since its inception was -36.46%, smaller than the maximum IQQD.DE drawdown of -71.98%. Use the drawdown chart below to compare losses from any high point for WTEU.DE and IQQD.DE.


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Drawdown Indicators


WTEU.DEIQQD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.46%

-71.98%

+35.52%

Max Drawdown (1Y)

Largest decline over 1 year

-5.97%

-9.04%

+3.07%

Max Drawdown (3Y)

Largest decline over 3 years

-20.72%

-14.05%

-6.67%

Max Drawdown (5Y)

Largest decline over 5 years

-20.72%

-23.55%

+2.83%

Max Drawdown (10Y)

Largest decline over 10 years

-36.46%

-49.91%

+13.45%

Current Drawdown

Current decline from peak

-0.79%

0.00%

-0.79%

Average Drawdown

Average peak-to-trough decline

-7.96%

-24.34%

+16.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.82%

2.56%

-0.74%

Volatility

WTEU.DE vs. IQQD.DE - Volatility Comparison

The current volatility for WisdomTree US Equity Income UCITS ETF (WTEU.DE) is 3.07%, while iShares UK Dividend UCITS ETF GBP Distributing (IQQD.DE) has a volatility of 3.35%. This indicates that WTEU.DE experiences smaller price fluctuations and is considered to be less risky than IQQD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WTEU.DEIQQD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.07%

3.35%

-0.28%

Volatility (6M)

Calculated over the trailing 6-month period

8.36%

10.42%

-2.06%

Volatility (1Y)

Calculated over the trailing 1-year period

11.27%

12.60%

-1.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.54%

15.15%

-0.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.52%

18.64%

-1.12%

WTEU.DE vs. IQQD.DE - Expense Ratio Comparison

WTEU.DE has a 0.29% expense ratio, which is lower than IQQD.DE's 0.40% expense ratio.


Dividends

WTEU.DE vs. IQQD.DE - Dividend Comparison

WTEU.DE's dividend yield for the trailing twelve months is around 2.58%, less than IQQD.DE's 4.59% yield.


PositionTTM20252024202320222021202020192018201720162015
IQQD.DE
iShares UK Dividend UCITS ETF GBP Distributing
4.59%4.93%5.74%5.40%6.59%5.55%4.02%5.50%7.02%5.30%5.09%5.76%
WTEU.DE
WisdomTree US Equity Income UCITS ETF
2.58%2.96%2.85%3.48%2.97%2.78%3.82%2.20%3.11%2.77%2.66%2.47%

Frequently Asked Questions


WTEU.DE and IQQD.DE have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WTEU.DE is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WTEU.DE is cheaper with a 0.29% expense ratio, compared with 0.40% for IQQD.DE.

WTEU.DE tracks WisdomTree US Equity Income UCITS Index, while IQQD.DE tracks FTSE UK Dividend+ Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.29% for WTEU.DE and 0.40% for IQQD.DE.

Portfolio Optimizer

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