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

Performance

XDND.DE vs. WTEU.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI North America High Dividend Yield UCITS ETF (Acc) (XDND.DE) and WisdomTree US Equity Income UCITS ETF (WTEU.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with XDND.DE having a 16.84% return and WTEU.DE slightly higher at 17.48%. Over the past 10 years, XDND.DE has outperformed WTEU.DE with an annualized return of 9.32%, while WTEU.DE has yielded a comparatively lower 8.14% annualized return.


XDND.DE

1D
0.64%
1M
3.17%
6M
11.32%
YTD
16.84%
1Y
22.89%
3Y*
13.36%
5Y*
9.71%
10Y*
9.32%

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

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


2026 (YTD)202520242023202220212020201920182017
XDND.DE
Xtrackers MSCI North America High Dividend Yield UCITS ETF (Acc)
16.84%0.21%17.37%2.26%0.85%33.35%-8.47%25.76%-0.21%4.27%
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%

Correlation

The correlation between XDND.DE and WTEU.DE is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.87

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

0.87

Correlation (5Y)
Calculated over the trailing 5-year period

0.88

Correlation (10Y)
Calculated over the trailing 10-year period

0.90

Correlation (All Time)
Calculated using the full available price history since Oct 21, 2014

0.89

The correlation between XDND.DE and WTEU.DE has been stable across timeframes, ranging from 0.87 to 0.90 - a consistent structural relationship.

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Return for Risk

XDND.DE vs. WTEU.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XDND.DE
XDND.DE Risk / Return Rank: 9191
Overall Rank
XDND.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
XDND.DE Sortino Ratio Rank: 9292
Sortino Ratio Rank
XDND.DE Omega Ratio Rank: 8989
Omega Ratio Rank
XDND.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
XDND.DE Martin Ratio Rank: 8888
Martin Ratio Rank

WTEU.DE
WTEU.DE Risk / Return Rank: 8989
Overall Rank
WTEU.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
WTEU.DE Sortino Ratio Rank: 9191
Sortino Ratio Rank
WTEU.DE Omega Ratio Rank: 8686
Omega Ratio Rank
WTEU.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
WTEU.DE Martin Ratio Rank: 8989
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.

XDND.DE vs. WTEU.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 Equity Income UCITS ETF (WTEU.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.DEWTEU.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

+0.17

Omega ratioGain probability vs. loss probability

1.42

1.40

+0.02

Calmar ratioReturn relative to maximum drawdown

4.63

4.35

+0.28

Martin ratioReturn relative to average drawdown

14.16

14.30

-0.14

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

The current XDND.DE Sharpe Ratio is 2.43, which is comparable to the WTEU.DE Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of XDND.DE and WTEU.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

XDND.DE vs. WTEU.DE - Drawdown Comparison

The maximum XDND.DE drawdown since its inception was -32.18%, smaller than the maximum WTEU.DE drawdown of -36.46%. Use the drawdown chart below to compare losses from any high point for XDND.DE and WTEU.DE.


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Drawdown Indicators


XDND.DEWTEU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.18%

-36.46%

+4.28%

Max Drawdown (1Y)

Largest decline over 1 year

-4.92%

-5.97%

+1.05%

Max Drawdown (3Y)

Largest decline over 3 years

-18.13%

-20.72%

+2.59%

Max Drawdown (5Y)

Largest decline over 5 years

-18.13%

-20.72%

+2.59%

Max Drawdown (10Y)

Largest decline over 10 years

-32.18%

-36.46%

+4.28%

Current Drawdown

Current decline from peak

-0.02%

0.00%

-0.02%

Average Drawdown

Average peak-to-trough decline

-6.82%

-7.96%

+1.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.61%

1.82%

-0.21%

Volatility

XDND.DE vs. WTEU.DE - Volatility Comparison

The current volatility for Xtrackers MSCI North America High Dividend Yield UCITS ETF (Acc) (XDND.DE) is 2.79%, while WisdomTree US Equity Income UCITS ETF (WTEU.DE) has a volatility of 3.12%. This indicates that XDND.DE experiences smaller price fluctuations and is considered to be less risky than WTEU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDND.DEWTEU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.79%

3.12%

-0.33%

Volatility (6M)

Calculated over the trailing 6-month period

7.07%

8.32%

-1.25%

Volatility (1Y)

Calculated over the trailing 1-year period

9.51%

11.24%

-1.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.52%

14.54%

-2.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.08%

17.53%

-1.45%

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

XDND.DE has a 0.39% expense ratio, which is higher than WTEU.DE's 0.29% expense ratio.


Dividends

XDND.DE vs. WTEU.DE - Dividend Comparison

XDND.DE has not paid dividends to shareholders, while WTEU.DE's dividend yield for the trailing twelve months is around 2.52%.


PositionTTM20252024202320222021202020192018201720162015
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%
XDND.DE
Xtrackers MSCI North America High Dividend Yield UCITS ETF (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


XDND.DE and WTEU.DE have a correlation of 0.87, 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 0.39% for XDND.DE.

XDND.DE tracks MSCI North America High Dividend Yield Index, while WTEU.DE tracks WisdomTree US Equity Income UCITS Index. They also come from different issuers: Xtrackers and WisdomTree. Their fees differ too: 0.39% for XDND.DE and 0.29% for WTEU.DE.

Portfolio Optimizer

Find the right allocation for XDND.DE and WTEU.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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