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German word weh comes from Westrobothnian meg, Proto-Indo-European *uai, and later Proto-Germanic *wai (Woe! alas! (expression of grief).)
meg (Westrobothnian)
Me (first-person accusative and dative singular personal pronoun).
*uai (Proto-Indo-European)
*wai (Proto-Germanic)
Woe! alas! (expression of grief).
wē (Old High German)
weh (German)
Alas! woe! Sore, painful.