XD5E.DE vs. WTEE.DE
XD5E.DE (Xtrackers MSCI EMU UCITS ETF 1D) and WTEE.DE (WisdomTree Europe Equity Income UCITS ETF) are both Europe Equities funds - XD5E.DE tracks the MSCI EMU NR EUR while WTEE.DE tracks the WisdomTree Europe Equity Income. Both are passively managed. Over the past 5 years, XD5E.DE returned 10.59%/yr vs 12.46%/yr for WTEE.DE. A 0.73 correlation means they provide meaningful diversification when combined. XD5E.DE charges 0.12%/yr vs 0.29%/yr for WTEE.DE.
Performance
XD5E.DE vs. WTEE.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XD5E.DE achieves a 8.92% return, which is significantly lower than WTEE.DE's 13.70% return.
XD5E.DE
- 1D
- 0.52%
- 1M
- 1.86%
- YTD
- 8.92%
- 6M
- 10.72%
- 1Y
- 17.76%
- 3Y*
- 16.06%
- 5Y*
- 10.59%
- 10Y*
- 10.03%
WTEE.DE
- 1D
- -0.26%
- 1M
- 0.42%
- YTD
- 13.70%
- 6M
- 16.59%
- 1Y
- 26.04%
- 3Y*
- 17.15%
- 5Y*
- 12.46%
- 10Y*
- —
XD5E.DE vs. WTEE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XD5E.DE Xtrackers MSCI EMU UCITS ETF 1D | 8.92% | 24.71% | 9.50% | 18.86% | -11.92% | 22.17% | 11.24% |
WTEE.DE WisdomTree Europe Equity Income UCITS ETF | 13.70% | 28.40% | 2.20% | 15.07% | 0.05% | 18.73% | 6.60% |
Correlation
The correlation between XD5E.DE and WTEE.DE is 0.70, 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 | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Aug 19, 2020 | 0.73 |
The correlation between XD5E.DE and WTEE.DE has been stable across timeframes, ranging from 0.70 to 0.75 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XD5E.DE vs. WTEE.DE — Risk / Return Rank
XD5E.DE
WTEE.DE
XD5E.DE vs. WTEE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI EMU UCITS ETF 1D (XD5E.DE) and WisdomTree Europe Equity Income UCITS ETF (WTEE.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.
| XD5E.DE | WTEE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.11 | ||
| Sortino ratioReturn per unit of downside risk | -1.30 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.43 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | 3.80 | -2.05 |
| Martin ratioReturn relative to average drawdown | 6.40 | 14.72 | -8.32 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| XD5E.DE | WTEE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 2.35 | -1.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.93 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 1.08 | -0.53 |
Drawdowns
XD5E.DE vs. WTEE.DE - Drawdown Comparison
The maximum XD5E.DE drawdown since its inception was -38.04%, which is greater than WTEE.DE's maximum drawdown of -16.45%. Use the drawdown chart below to compare losses from any high point for XD5E.DE and WTEE.DE.
Loading charts...
Drawdown Indicators
| XD5E.DE | WTEE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.04% | -16.45% | -21.59% |
Max Drawdown (1Y)Largest decline over 1 year | -10.26% | -6.78% | -3.48% |
Max Drawdown (3Y)Largest decline over 3 years | -15.30% | -14.12% | -1.18% |
Max Drawdown (5Y)Largest decline over 5 years | -24.56% | -16.45% | -8.11% |
Max Drawdown (10Y)Largest decline over 10 years | -38.04% | — | — |
Current DrawdownCurrent decline from peak | -0.44% | -1.96% | +1.52% |
Average DrawdownAverage peak-to-trough decline | -5.74% | -2.65% | -3.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 1.75% | +1.07% |
Volatility
XD5E.DE vs. WTEE.DE - Volatility Comparison
Xtrackers MSCI EMU UCITS ETF 1D (XD5E.DE) has a higher volatility of 4.54% compared to WisdomTree Europe Equity Income UCITS ETF (WTEE.DE) at 3.73%. This indicates that XD5E.DE's price experiences larger fluctuations and is considered to be riskier than WTEE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XD5E.DE | WTEE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.54% | 3.73% | +0.81% |
Volatility (6M)Calculated over the trailing 6-month period | 11.91% | 8.73% | +3.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.52% | 10.94% | +3.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.13% | 14.50% | +1.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.03% | 14.99% | +2.04% |
XD5E.DE vs. WTEE.DE - Expense Ratio Comparison
XD5E.DE has a 0.12% expense ratio, which is lower than WTEE.DE's 0.29% expense ratio.
Dividends
XD5E.DE vs. WTEE.DE - Dividend Comparison
XD5E.DE's dividend yield for the trailing twelve months is around 2.42%, less than WTEE.DE's 4.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WTEE.DE WisdomTree Europe Equity Income UCITS ETF | 4.55% | 5.37% | 6.81% | 5.61% | 5.35% | 4.64% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XD5E.DE Xtrackers MSCI EMU UCITS ETF 1D | 2.42% | 2.54% | 2.86% | 2.74% | 4.66% | 1.41% | 2.94% | 2.59% | 1.89% | 2.51% | 0.73% | 0.36% |
Frequently Asked Questions
XD5E.DE and WTEE.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XD5E.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XD5E.DE is cheaper with a 0.12% expense ratio, compared with 0.29% for WTEE.DE.
XD5E.DE tracks MSCI EMU NR EUR, while WTEE.DE tracks WisdomTree Europe Equity Income. They also come from different issuers: Xtrackers and WisdomTree. Their fees differ too: 0.12% for XD5E.DE and 0.29% for WTEE.DE.
Find the right allocation for XD5E.DE and WTEE.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer