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

Performance

WTEU.DE vs. UDIV.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 Global X SuperDividend UCITS ETF USD Distributing (UDIV.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, WTEU.DE achieves a 14.83% return, which is significantly higher than UDIV.DE's 10.40% 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%

UDIV.DE

1D
0.00%
1M
1.29%
6M
5.92%
YTD
10.40%
1Y
17.98%
3Y*
12.25%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
WTEU.DE
WisdomTree US Equity Income UCITS ETF
14.83%-0.26%22.63%-3.52%10.82%
UDIV.DE
Global X SuperDividend UCITS ETF USD Distributing
10.40%14.37%5.51%2.25%-22.42%

Correlation

The correlation between WTEU.DE and UDIV.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.48

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

0.54

Correlation (All Time)
Calculated using the full available price history since Feb 17, 2022

0.53

The correlation between WTEU.DE and UDIV.DE has been stable across timeframes, ranging from 0.48 to 0.54 - a consistent structural relationship.

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Return for Risk

WTEU.DE vs. UDIV.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

UDIV.DE
UDIV.DE Risk / Return Rank: 7373
Overall Rank
UDIV.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
UDIV.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
UDIV.DE Omega Ratio Rank: 7070
Omega Ratio Rank
UDIV.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
UDIV.DE Martin Ratio Rank: 7979
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. UDIV.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 Global X SuperDividend UCITS ETF USD Distributing (UDIV.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.DEUDIV.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.52

Sortino ratioReturn per unit of downside risk

+0.90

Omega ratioGain probability vs. loss probability

1.39

1.33

+0.06

Calmar ratioReturn relative to maximum drawdown

4.32

3.87

+0.45

Martin ratioReturn relative to average drawdown

14.20

11.93

+2.27

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

The current WTEU.DE Sharpe Ratio is 2.31, which is comparable to the UDIV.DE Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of WTEU.DE and UDIV.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. UDIV.DE - Drawdown Comparison

The maximum WTEU.DE drawdown since its inception was -36.46%, which is greater than UDIV.DE's maximum drawdown of -30.22%. Use the drawdown chart below to compare losses from any high point for WTEU.DE and UDIV.DE.


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Drawdown Indicators


WTEU.DEUDIV.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.46%

-30.22%

-6.24%

Max Drawdown (1Y)

Largest decline over 1 year

-5.97%

-4.67%

-1.30%

Max Drawdown (3Y)

Largest decline over 3 years

-20.72%

-20.11%

-0.61%

Max Drawdown (5Y)

Largest decline over 5 years

-20.72%

Max Drawdown (10Y)

Largest decline over 10 years

-36.46%

Current Drawdown

Current decline from peak

-0.79%

-0.95%

+0.16%

Average Drawdown

Average peak-to-trough decline

-7.96%

-15.28%

+7.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.82%

1.51%

+0.31%

Volatility

WTEU.DE vs. UDIV.DE - Volatility Comparison

WisdomTree US Equity Income UCITS ETF (WTEU.DE) has a higher volatility of 3.07% compared to Global X SuperDividend UCITS ETF USD Distributing (UDIV.DE) at 2.06%. This indicates that WTEU.DE's price experiences larger fluctuations and is considered to be riskier than UDIV.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.DEUDIV.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.07%

2.06%

+1.01%

Volatility (6M)

Calculated over the trailing 6-month period

8.36%

7.17%

+1.19%

Volatility (1Y)

Calculated over the trailing 1-year period

11.27%

10.13%

+1.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.54%

15.20%

-0.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.52%

15.20%

+2.32%

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

WTEU.DE has a 0.29% expense ratio, which is lower than UDIV.DE's 0.45% expense ratio.


Dividends

WTEU.DE vs. UDIV.DE - Dividend Comparison

WTEU.DE's dividend yield for the trailing twelve months is around 2.58%, less than UDIV.DE's 9.15% yield.


PositionTTM20252024202320222021202020192018201720162015
UDIV.DE
Global X SuperDividend UCITS ETF USD Distributing
9.15%9.75%11.22%12.49%8.93%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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 UDIV.DE have a correlation of 0.48, 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 0.45% for UDIV.DE.

WTEU.DE tracks WisdomTree US Equity Income UCITS Index, while UDIV.DE tracks Solactive Global SuperDividend Index. They also come from different issuers: WisdomTree and Global X. Their fees differ too: 0.29% for WTEU.DE and 0.45% for UDIV.DE.

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