The England boss has won all 11 of her European championship matches as a manager, including her run to glory in charge of Netherlands five years ago.
Arguably the ultimate test awaits on Monday (AEST) at Wembley, though, when England will tackle eight-time champion Germany.
The fearsome Alexandra Popp leads the Germany attack, having grabbed two brilliant poacher's finishes against France in the semi-final to match Beth Mead's tournament-leading six-goal haul.
Both Popp goals came from crosses, and Wiegman suspects Germany will often look to take a direct route to the heart of England's defence, where Millie Bright and Leah Williamson stand to face their toughest test of the tournament.
"At some point it might be a little physical," Wiegman said on Sunday (AEST). "Germany can play very direct. That's what we expect."
Host England has played some of the most attractive football on its way through to a first European final since 2009, when it was walloped 6-2 by Germany in Helsinki.
Wiegman believes her players can unlock a Germany defence that has conceded just once so far – an unlucky own goal in the France game.
"We did see some things we might want to exploit," Wiegman said, "but we'll see that tomorrow. This is what we expected to come up against, a team playing their best football, and luckily we're playing ours."
Asked whether she considered Germany to be the strongest team in the tournament, Wiegman said: "I think we have a very good team, too, and we don't fear anyone."
England has practised penalties, should it come into play, and Wiegman says the camp has been "pretty calm" ahead of the sellout game that is set to see the biggest crowd at any European championship match, men's or women's.
Wiegman said she understood why the game was being spoken of as "a fairytale fixture", given the footballing rivalry between the nations, but she is plainly not interested in such narratives.
Captain Williamson was reminded that Monday (AEST) would mark 10 years since Great Britain beat Brazil 1-0 at Wembley in an London 2012 Olympic Games match, with Steph Houghton scoring the only goal that day.
Houghton went on to become England's skipper in 2014, and Williamson inherited the armband ahead of this tournament, marking a major step in her career, one she cannot have envisaged when she was in the crowd as a 15-year-old for that Brazil game.
Williamson said her parents "put women's football in front of my face" by taking her to Wembley for the Olympics match, and she predicted this weekend's final would be an occasion to match it.
England will have the overwhelming majority of supporters, but Germany boss Martina Voss-Tecklenburg is convinced her side can come out on top.
"We don't want to lose it, but in life you lose games and you have to cope with that. If the opponent is better tomorrow then we'll congratulate them fairly, but we're not planning to lose," Voss-Tecklenburg said.
Germany winger Svenja Huth, whose deliveries were converted to deadly effect by Popp in the France game, is aware of the "hype" surrounding the team back home as a potential ninth European title comes into view.
Huth stressed she and Germany would not be distracted by fervent English support.
Speaking at Wembley, Huth added: "The stadium is very impressive even when it is empty. So 90,000 people will be there tomorrow. Most of them will probably be against us and we are aware of that and it can be something good and nice as well."