XSOE.DE vs. WTIZ.DE
XSOE.DE (WisdomTree Emerging Markets ex-State-Owned Enterprises UCITS ETF) and WTIZ.DE (WisdomTree Japan Equity UCITS ETF JPY Acc) are both exchange-traded funds - XSOE.DE is a Emerging Markets Equities fund tracking the WisdomTree Emerging Markets ex-State-Owned Enterprises ESG Screened, while WTIZ.DE is a Japan Equities fund tracking the WisdomTree Japan Equity. Both are passively managed. Over the past 3 years, XSOE.DE returned 18.45%/yr vs 19.46%/yr for WTIZ.DE. At a 0.45 correlation, their price movements are largely independent. XSOE.DE charges 0.32%/yr vs 0.40%/yr for WTIZ.DE.
Performance
XSOE.DE vs. WTIZ.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XSOE.DE achieves a 24.59% return, which is significantly higher than WTIZ.DE's 17.38% return.
XSOE.DE
- 1D
- -1.43%
- 1M
- 6.23%
- YTD
- 24.59%
- 6M
- 26.89%
- 1Y
- 47.18%
- 3Y*
- 18.45%
- 5Y*
- —
- 10Y*
- —
WTIZ.DE
- 1D
- 0.16%
- 1M
- 5.32%
- YTD
- 17.38%
- 6M
- 18.66%
- 1Y
- 33.57%
- 3Y*
- 19.46%
- 5Y*
- 14.12%
- 10Y*
- —
XSOE.DE vs. WTIZ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XSOE.DE WisdomTree Emerging Markets ex-State-Owned Enterprises UCITS ETF | 24.59% | 16.93% | 10.26% | 6.05% | -19.00% | 3.24% |
WTIZ.DE WisdomTree Japan Equity UCITS ETF JPY Acc | 17.38% | 15.16% | 17.99% | 21.47% | -4.73% | 5.53% |
Correlation
The correlation between XSOE.DE and WTIZ.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Aug 24, 2021 | 0.45 |
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Return for Risk
XSOE.DE vs. WTIZ.DE — Risk / Return Rank
XSOE.DE
WTIZ.DE
XSOE.DE vs. WTIZ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets ex-State-Owned Enterprises UCITS ETF (XSOE.DE) and WisdomTree Japan Equity UCITS ETF JPY Acc (WTIZ.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.
| XSOE.DE | WTIZ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.81 | ||
| Sortino ratioReturn per unit of downside risk | +0.92 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.33 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 4.33 | 3.19 | +1.14 |
| Martin ratioReturn relative to average drawdown | 15.99 | 10.27 | +5.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XSOE.DE | WTIZ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.60 | 1.79 | +0.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.82 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.91 | -0.47 |
Drawdowns
XSOE.DE vs. WTIZ.DE - Drawdown Comparison
The maximum XSOE.DE drawdown since its inception was -27.69%, which is greater than WTIZ.DE's maximum drawdown of -17.17%. Use the drawdown chart below to compare losses from any high point for XSOE.DE and WTIZ.DE.
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Drawdown Indicators
| XSOE.DE | WTIZ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.69% | -17.17% | -10.52% |
Max Drawdown (1Y)Largest decline over 1 year | -10.85% | -10.49% | -0.36% |
Max Drawdown (3Y)Largest decline over 3 years | -19.83% | -17.17% | -2.66% |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.17% | — |
Current DrawdownCurrent decline from peak | -2.39% | -0.39% | -2.00% |
Average DrawdownAverage peak-to-trough decline | -12.90% | -3.62% | -9.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.94% | 3.26% | -0.32% |
Volatility
XSOE.DE vs. WTIZ.DE - Volatility Comparison
WisdomTree Emerging Markets ex-State-Owned Enterprises UCITS ETF (XSOE.DE) has a higher volatility of 7.20% compared to WisdomTree Japan Equity UCITS ETF JPY Acc (WTIZ.DE) at 3.61%. This indicates that XSOE.DE's price experiences larger fluctuations and is considered to be riskier than WTIZ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XSOE.DE | WTIZ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.20% | 3.61% | +3.59% |
Volatility (6M)Calculated over the trailing 6-month period | 15.05% | 15.05% | 0.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.10% | 18.70% | -0.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.27% | 16.95% | +0.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.27% | 16.60% | +0.67% |
XSOE.DE vs. WTIZ.DE - Expense Ratio Comparison
XSOE.DE has a 0.32% expense ratio, which is lower than WTIZ.DE's 0.40% expense ratio.
Dividends
XSOE.DE vs. WTIZ.DE - Dividend Comparison
Neither XSOE.DE nor WTIZ.DE has paid dividends to shareholders.
Frequently Asked Questions
XSOE.DE and WTIZ.DE have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XSOE.DE is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XSOE.DE is cheaper with a 0.32% expense ratio, compared with 0.40% for WTIZ.DE.
XSOE.DE is categorized as Emerging Markets Equities, while WTIZ.DE is Japan Equities. XSOE.DE tracks WisdomTree Emerging Markets ex-State-Owned Enterprises ESG Screened, while WTIZ.DE tracks WisdomTree Japan Equity. Their fees differ too: 0.32% for XSOE.DE and 0.40% for WTIZ.DE.
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