XZEM.DE vs. WTD8.DE
XZEM.DE (Xtrackers MSCI Emerging Markets ESG UCITS ETF 1C) and WTD8.DE (WisdomTree Emerging Markets Equity Income UCITS ETF Acc) are both Emerging Markets Equities funds - XZEM.DE tracks the MSCI Emerging Markets Low Carbon SRI Leaders while WTD8.DE tracks the WisdomTree Emerging Markets Equity Income. Both are passively managed. Over the past 5 years, XZEM.DE returned 3.14%/yr vs 10.72%/yr for WTD8.DE. A 0.74 correlation means they provide meaningful diversification when combined. XZEM.DE charges 0.25%/yr vs 0.46%/yr for WTD8.DE.
Performance
XZEM.DE vs. WTD8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XZEM.DE achieves a 11.70% return, which is significantly lower than WTD8.DE's 19.39% return.
XZEM.DE
- 1D
- -1.27%
- 1M
- -0.90%
- YTD
- 11.70%
- 6M
- 10.81%
- 1Y
- 26.52%
- 3Y*
- 14.21%
- 5Y*
- 3.14%
- 10Y*
- —
WTD8.DE
- 1D
- -0.85%
- 1M
- 3.43%
- YTD
- 19.39%
- 6M
- 18.68%
- 1Y
- 26.90%
- 3Y*
- 15.87%
- 5Y*
- 10.72%
- 10Y*
- —
XZEM.DE vs. WTD8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
XZEM.DE Xtrackers MSCI Emerging Markets ESG UCITS ETF 1C | 11.70% | 16.53% | 16.91% | 0.19% | -14.31% | -4.19% | 6.11% | 9.91% |
WTD8.DE WisdomTree Emerging Markets Equity Income UCITS ETF Acc | 19.39% | 7.57% | 11.50% | 17.20% | -7.38% | 23.16% | -15.39% | 8.50% |
Correlation
The correlation between XZEM.DE and WTD8.DE is 0.73, 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 | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Oct 21, 2019 | 0.74 |
The correlation between XZEM.DE and WTD8.DE has been stable across timeframes, ranging from 0.73 to 0.74 - a consistent structural relationship.
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Return for Risk
XZEM.DE vs. WTD8.DE — Risk / Return Rank
XZEM.DE
WTD8.DE
XZEM.DE vs. WTD8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Emerging Markets ESG UCITS ETF 1C (XZEM.DE) and WisdomTree Emerging Markets Equity Income UCITS ETF Acc (WTD8.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.
| XZEM.DE | WTD8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.69 | ||
| Sortino ratioReturn per unit of downside risk | -1.03 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.40 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.57 | 4.38 | -1.81 |
| Martin ratioReturn relative to average drawdown | 8.36 | 15.35 | -6.99 |
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
| XZEM.DE | WTD8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.60 | 2.29 | -0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.78 | -0.62 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.57 | -0.29 |
Drawdowns
XZEM.DE vs. WTD8.DE - Drawdown Comparison
The maximum XZEM.DE drawdown since its inception was -37.16%, which is greater than WTD8.DE's maximum drawdown of -34.98%. Use the drawdown chart below to compare losses from any high point for XZEM.DE and WTD8.DE.
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Drawdown Indicators
| XZEM.DE | WTD8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.16% | -34.98% | -2.18% |
Max Drawdown (1Y)Largest decline over 1 year | -10.55% | -6.15% | -4.40% |
Max Drawdown (3Y)Largest decline over 3 years | -20.90% | -16.79% | -4.11% |
Max Drawdown (5Y)Largest decline over 5 years | -32.73% | -17.08% | -15.65% |
Current DrawdownCurrent decline from peak | -3.21% | -1.72% | -1.49% |
Average DrawdownAverage peak-to-trough decline | -16.68% | -5.99% | -10.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.25% | 1.76% | +1.49% |
Volatility
XZEM.DE vs. WTD8.DE - Volatility Comparison
Xtrackers MSCI Emerging Markets ESG UCITS ETF 1C (XZEM.DE) has a higher volatility of 5.92% compared to WisdomTree Emerging Markets Equity Income UCITS ETF Acc (WTD8.DE) at 4.68%. This indicates that XZEM.DE's price experiences larger fluctuations and is considered to be riskier than WTD8.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XZEM.DE | WTD8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.92% | 4.68% | +1.24% |
Volatility (6M)Calculated over the trailing 6-month period | 13.59% | 9.35% | +4.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.03% | 11.77% | +5.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.53% | 13.54% | +4.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.72% | 16.08% | +4.64% |
XZEM.DE vs. WTD8.DE - Expense Ratio Comparison
XZEM.DE has a 0.25% expense ratio, which is lower than WTD8.DE's 0.46% expense ratio.
Dividends
XZEM.DE vs. WTD8.DE - Dividend Comparison
Neither XZEM.DE nor WTD8.DE has paid dividends to shareholders.
Frequently Asked Questions
XZEM.DE and WTD8.DE have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XZEM.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XZEM.DE is cheaper with a 0.25% expense ratio, compared with 0.46% for WTD8.DE.
XZEM.DE tracks MSCI Emerging Markets Low Carbon SRI Leaders, while WTD8.DE tracks WisdomTree Emerging Markets Equity Income. They also come from different issuers: Xtrackers and WisdomTree. Their fees differ too: 0.25% for XZEM.DE and 0.46% for WTD8.DE.
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