WTEU.DE vs. WTI2.DE

Last updated Jul 16, 2026

WTEU.DE (WisdomTree US Equity Income UCITS ETF) and WTI2.DE (WisdomTree Artificial Intelligence UCITS ETF USD Acc) are both exchange-traded funds - WTEU.DE is a Dividend fund tracking the WisdomTree US Equity Income UCITS Index, while WTI2.DE is a Technology Equities fund tracking the Nasdaq CTA Artificial Intelligence. Both are passively managed. Over the past 5 years, WTEU.DE returned 11.50%/yr vs 14.68%/yr for WTI2.DE. At a 0.39 correlation, their price movements are largely independent. WTEU.DE charges 0.29%/yr vs 0.40%/yr for WTI2.DE.

Performance

WTEU.DE vs. WTI2.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 WisdomTree Artificial Intelligence UCITS ETF USD Acc (WTI2.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WTEU.DE achieves a 14.83% return, which is significantly lower than WTI2.DE's 37.94% 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%

WTI2.DE

• 1D: -2.36%
• 1M: -6.99%
• 6M: 31.29%
• YTD: 37.94%
• 1Y: 59.68%
• 3Y*: 25.52%
• 5Y*: 14.68%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

WTEU.DE vs. WTI2.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
WTEU.DE WisdomTree US Equity Income UCITS ETF	14.83%	-0.26%	22.63%	-3.52%	13.33%	34.75%	-14.99%	23.58%	-8.17%
WTI2.DE WisdomTree Artificial Intelligence UCITS ETF USD Acc	37.94%	9.72%	18.67%	52.35%	-38.83%	26.63%	57.60%	32.64%	-8.80%

Correlation

The correlation between WTEU.DE and WTI2.DE is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.01
Correlation (3Y) Calculated over the trailing 3-year period	0.23
Correlation (5Y) Calculated over the trailing 5-year period	0.31
Correlation (All Time) Calculated using the full available price history since Nov 30, 2018	0.39

Over the past year, the correlation between WTEU.DE and WTI2.DE has dropped to 0.01 - well below their long-term average of 0.39, suggesting their price drivers have been diverging.

Return for Risk

WTEU.DE vs. WTI2.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: 87
WTEU.DE Sharpe Ratio Rank: 88
WTEU.DE Sortino Ratio Rank: 89
WTEU.DE Omega Ratio Rank: 83
WTEU.DE Calmar Ratio Rank: 90
WTEU.DE Martin Ratio Rank: 86

WTI2.DE

WTI2.DE Risk / Return Rank: 76
WTI2.DE Sharpe Ratio Rank: 79
WTI2.DE Sortino Ratio Rank: 71
WTI2.DE Omega Ratio Rank: 67
WTI2.DE Calmar Ratio Rank: 87
WTI2.DE Martin Ratio Rank: 78

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. WTI2.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 Artificial Intelligence UCITS ETF USD Acc (WTI2.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	WTI2.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.31	2.01	+0.29
Sortino ratio: Return per unit of downside risk	3.34	2.57	+0.77
Omega ratio: Gain probability vs. loss probability	1.39	1.32	+0.07
Calmar ratio: Return relative to maximum drawdown	4.32	3.94	+0.38
Martin ratio: Return relative to average drawdown	14.20	11.82	+2.38

WTEU.DE vs. WTI2.DE - Sharpe Ratio Comparison

The current WTEU.DE Sharpe Ratio is 2.31, which is comparable to the WTI2.DE Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of WTEU.DE and WTI2.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.

Drawdowns

WTEU.DE vs. WTI2.DE - Drawdown Comparison

The maximum WTEU.DE drawdown since its inception was -36.46%, smaller than the maximum WTI2.DE drawdown of -40.18%. Use the drawdown chart below to compare losses from any high point for WTEU.DE and WTI2.DE.

Drawdown Indicators

	WTEU.DE	WTI2.DE	Difference
Max Drawdown Largest peak-to-trough decline	-36.46%	-40.18%	+3.72%
Max Drawdown (1Y) Largest decline over 1 year	-5.97%	-15.08%	+9.11%
Max Drawdown (3Y) Largest decline over 3 years	-20.72%	-35.27%	+14.55%
Max Drawdown (5Y) Largest decline over 5 years	-20.72%	-40.18%	+19.46%
Max Drawdown (10Y) Largest decline over 10 years	-36.46%	—	—
Current Drawdown Current decline from peak	-0.79%	-9.00%	+8.21%
Average Drawdown Average peak-to-trough decline	-7.96%	-11.10%	+3.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.82%	5.04%	-3.22%

Volatility

WTEU.DE vs. WTI2.DE - Volatility Comparison

The current volatility for WisdomTree US Equity Income UCITS ETF (WTEU.DE) is 3.07%, while WisdomTree Artificial Intelligence UCITS ETF USD Acc (WTI2.DE) has a volatility of 11.66%. This indicates that WTEU.DE experiences smaller price fluctuations and is considered to be less risky than WTI2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WTEU.DE	WTI2.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.07%	11.66%	-8.59%
Volatility (6M) Calculated over the trailing 6-month period	8.36%	22.95%	-14.59%
Volatility (1Y) Calculated over the trailing 1-year period	11.27%	29.52%	-18.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.54%	27.06%	-12.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.52%	27.55%	-10.03%

WTEU.DE vs. WTI2.DE - Expense Ratio Comparison

WTEU.DE has a 0.29% expense ratio, which is lower than WTI2.DE's 0.40% expense ratio.

Dividends

WTEU.DE vs. WTI2.DE - Dividend Comparison

WTEU.DE's dividend yield for the trailing twelve months is around 2.58%, while WTI2.DE has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
WTI2.DE WisdomTree Artificial Intelligence 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%

Frequently Asked Questions

Can I hold both WTEU.DE and WTI2.DE in my portfolio?

WTEU.DE and WTI2.DE have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, WTEU.DE or WTI2.DE?

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.

Which ETF is cheaper, WTEU.DE or WTI2.DE?

WTEU.DE is cheaper with a 0.29% expense ratio, compared with 0.40% for WTI2.DE.

What is the main difference between WTEU.DE and WTI2.DE?

WTEU.DE is categorized as Dividend, while WTI2.DE is Technology Equities. WTEU.DE tracks WisdomTree US Equity Income UCITS Index, while WTI2.DE tracks Nasdaq CTA Artificial Intelligence. Their fees differ too: 0.29% for WTEU.DE and 0.40% for WTI2.DE.