XDND.DE vs. WTDM.DE
XDND.DE (Xtrackers MSCI North America High Dividend Yield UCITS ETF (Acc)) and WTDM.DE (WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc) are both Dividend funds - XDND.DE tracks the MSCI North America High Dividend Yield Index while WTDM.DE tracks the WisdomTree U.S. Quality Dividend Growth Index. Both are passively managed. Over the past 10 years, XDND.DE returned 9.54%/yr vs 13.27%/yr for WTDM.DE. Their correlation of 0.87 suggests significant overlap in exposure. XDND.DE charges 0.39%/yr vs 0.28%/yr for WTDM.DE.
Performance
XDND.DE vs. WTDM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDND.DE achieves a 15.70% return, which is significantly higher than WTDM.DE's 9.19% return. Over the past 10 years, XDND.DE has underperformed WTDM.DE with an annualized return of 9.54%, while WTDM.DE has yielded a comparatively higher 13.27% annualized return.
XDND.DE
- 1D
- 0.33%
- 1M
- 3.13%
- 6M
- 16.23%
- YTD
- 15.70%
- 1Y
- 21.96%
- 3Y*
- 12.11%
- 5Y*
- 9.67%
- 10Y*
- 9.54%
WTDM.DE
- 1D
- 0.40%
- 1M
- 1.44%
- 6M
- 9.74%
- YTD
- 9.19%
- 1Y
- 17.64%
- 3Y*
- 13.05%
- 5Y*
- 12.16%
- 10Y*
- 13.27%
XDND.DE vs. WTDM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDND.DE Xtrackers MSCI North America High Dividend Yield UCITS ETF (Acc) | 15.70% | 0.21% | 17.37% | 2.26% | 0.85% | 33.35% | -8.47% | 25.76% | -0.21% | 4.27% |
WTDM.DE WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc | 9.19% | 0.90% | 24.88% | 14.95% | -3.38% | 36.01% | 2.42% | 32.88% | -2.37% | 11.34% |
Correlation
The correlation between XDND.DE and WTDM.DE is 0.59, 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 | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Jun 3, 2016 | 0.87 |
Over the past year, the correlation between XDND.DE and WTDM.DE has dropped to 0.59 - well below their long-term average of 0.87, suggesting their price drivers have been diverging.
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Return for Risk
XDND.DE vs. WTDM.DE — Risk / Return Rank
XDND.DE
WTDM.DE
XDND.DE vs. WTDM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI North America High Dividend Yield UCITS ETF (Acc) (XDND.DE) and WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (WTDM.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.
| XDND.DE | WTDM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.51 | ||
| Sortino ratioReturn per unit of downside risk | +0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.33 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 4.44 | 3.21 | +1.23 |
| Martin ratioReturn relative to average drawdown | 13.43 | 11.39 | +2.04 |
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Drawdowns
XDND.DE vs. WTDM.DE - Drawdown Comparison
The maximum XDND.DE drawdown since its inception was -32.18%, roughly equal to the maximum WTDM.DE drawdown of -31.18%. Use the drawdown chart below to compare losses from any high point for XDND.DE and WTDM.DE.
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Drawdown Indicators
| XDND.DE | WTDM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.18% | -31.18% | -1.00% |
Max Drawdown (1Y)Largest decline over 1 year | -4.92% | -5.46% | +0.54% |
Max Drawdown (3Y)Largest decline over 3 years | -18.13% | -20.58% | +2.45% |
Max Drawdown (5Y)Largest decline over 5 years | -18.13% | -20.58% | +2.45% |
Max Drawdown (10Y)Largest decline over 10 years | -32.18% | -31.18% | -1.00% |
Current DrawdownCurrent decline from peak | 0.00% | -0.06% | +0.06% |
Average DrawdownAverage peak-to-trough decline | -6.84% | -4.56% | -2.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.63% | 1.55% | +0.08% |
Volatility
XDND.DE vs. WTDM.DE - Volatility Comparison
Xtrackers MSCI North America High Dividend Yield UCITS ETF (Acc) (XDND.DE) and WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (WTDM.DE) have volatilities of 2.40% and 2.37%, 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
| XDND.DE | WTDM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.40% | 2.37% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 6.96% | 6.63% | +0.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.57% | 9.93% | -0.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.51% | 13.55% | -1.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.07% | 16.08% | -0.01% |
XDND.DE vs. WTDM.DE - Expense Ratio Comparison
XDND.DE has a 0.39% expense ratio, which is higher than WTDM.DE's 0.28% expense ratio.
Dividends
XDND.DE vs. WTDM.DE - Dividend Comparison
Neither XDND.DE nor WTDM.DE has paid dividends to shareholders.
Frequently Asked Questions
XDND.DE and WTDM.DE have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WTDM.DE is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WTDM.DE is cheaper with a 0.28% expense ratio, compared with 0.39% for XDND.DE.
XDND.DE tracks MSCI North America High Dividend Yield Index, while WTDM.DE tracks WisdomTree U.S. Quality Dividend Growth Index. They also come from different issuers: Xtrackers and WisdomTree. Their fees differ too: 0.39% for XDND.DE and 0.28% for WTDM.DE.
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