WTEU.DE vs. WTES.DE
WTEU.DE (WisdomTree US Equity Income UCITS ETF) and WTES.DE (WisdomTree Europe SmallCap Dividend UCITS ETF) are both Dividend funds from WisdomTree - WTEU.DE tracks the WisdomTree US Equity Income UCITS Index while WTES.DE tracks the WisdomTree Europe SmallCap Dividend UCITS Index Euro. Both are passively managed. Over the past 10 years, WTEU.DE returned 8.14%/yr vs 7.75%/yr for WTES.DE. At a 0.48 correlation, their price movements are largely independent. WTEU.DE charges 0.29%/yr vs 0.38%/yr for WTES.DE.
Performance
WTEU.DE vs. WTES.DE - Performance Comparison
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Returns By Period
In the year-to-date period, WTEU.DE achieves a 17.48% return, which is significantly higher than WTES.DE's 7.11% return. Both investments have delivered pretty close results over the past 10 years, with WTEU.DE having a 8.14% annualized return and WTES.DE not far behind at 7.75%.
WTEU.DE
- 1D
- 0.30%
- 1M
- 6.38%
- 6M
- 12.59%
- YTD
- 17.48%
- 1Y
- 26.10%
- 3Y*
- 15.45%
- 5Y*
- 12.01%
- 10Y*
- 8.14%
WTES.DE
- 1D
- -1.30%
- 1M
- 0.03%
- 6M
- 3.90%
- YTD
- 7.11%
- 1Y
- 10.66%
- 3Y*
- 12.04%
- 5Y*
- 5.73%
- 10Y*
- 7.75%
WTEU.DE vs. WTES.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WTEU.DE WisdomTree US Equity Income UCITS ETF | 17.48% | -0.26% | 22.63% | -3.52% | 13.33% | 34.75% | -14.99% | 23.58% | -4.25% | -2.38% |
WTES.DE WisdomTree Europe SmallCap Dividend UCITS ETF | 7.11% | 17.37% | 5.33% | 10.89% | -15.66% | 27.92% | -4.86% | 31.22% | -18.52% | 16.96% |
Correlation
The correlation between WTEU.DE and WTES.DE is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Feb 26, 2015 | 0.48 |
The correlation between WTEU.DE and WTES.DE shifts across timeframes, from 0.35 (1 year) to 0.48 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
WTEU.DE vs. WTES.DE — Risk / Return Rank
WTEU.DE
WTES.DE
WTEU.DE vs. WTES.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 WisdomTree Europe SmallCap Dividend UCITS ETF (WTES.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.DE | WTES.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.50 | ||
| Sortino ratioReturn per unit of downside risk | +2.11 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.16 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 4.35 | 1.27 | +3.07 |
| Martin ratioReturn relative to average drawdown | 14.30 | 4.00 | +10.30 |
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Drawdowns
WTEU.DE vs. WTES.DE - Drawdown Comparison
The maximum WTEU.DE drawdown since its inception was -36.46%, smaller than the maximum WTES.DE drawdown of -44.21%. Use the drawdown chart below to compare losses from any high point for WTEU.DE and WTES.DE.
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Drawdown Indicators
| WTEU.DE | WTES.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.46% | -44.21% | +7.75% |
Max Drawdown (1Y)Largest decline over 1 year | -5.97% | -8.34% | +2.37% |
Max Drawdown (3Y)Largest decline over 3 years | -20.72% | -13.40% | -7.32% |
Max Drawdown (5Y)Largest decline over 5 years | -20.72% | -26.53% | +5.81% |
Max Drawdown (10Y)Largest decline over 10 years | -36.46% | -44.21% | +7.75% |
Current DrawdownCurrent decline from peak | 0.00% | -1.47% | +1.47% |
Average DrawdownAverage peak-to-trough decline | -7.96% | -7.47% | -0.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 2.66% | -0.84% |
Volatility
WTEU.DE vs. WTES.DE - Volatility Comparison
WisdomTree US Equity Income UCITS ETF (WTEU.DE) and WisdomTree Europe SmallCap Dividend UCITS ETF (WTES.DE) have volatilities of 3.12% and 3.00%, 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
| WTEU.DE | WTES.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.12% | 3.00% | +0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 8.32% | 10.06% | -1.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.24% | 12.45% | -1.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.54% | 15.71% | -1.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.53% | 16.15% | +1.38% |
WTEU.DE vs. WTES.DE - Expense Ratio Comparison
WTEU.DE has a 0.29% expense ratio, which is lower than WTES.DE's 0.38% expense ratio.
Dividends
WTEU.DE vs. WTES.DE - Dividend Comparison
WTEU.DE's dividend yield for the trailing twelve months is around 2.52%, less than WTES.DE's 3.84% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WTES.DE WisdomTree Europe SmallCap Dividend UCITS ETF | 3.84% | 4.67% | 4.81% | 4.47% | 4.24% | 2.04% | 1.78% | 3.33% | 3.67% | 2.58% | 0.40% | 2.47% |
WTEU.DE WisdomTree US Equity Income UCITS ETF | 2.52% | 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 WTES.DE have a correlation of 0.35, 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 0.38% for WTES.DE.
WTEU.DE tracks WisdomTree US Equity Income UCITS Index, while WTES.DE tracks WisdomTree Europe SmallCap Dividend UCITS Index Euro. Their fees differ too: 0.29% for WTEU.DE and 0.38% for WTES.DE.
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