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WisdomTree Global ex-US Real Estate Fund (DRW)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS97717W3319
CUSIP97717W331
IssuerWisdomTree
Inception DateJun 5, 2007
RegionDeveloped Markets (Broad)
CategoryREIT
Index TrackedWisdomTree Global ex-US Real Estate Index
Asset ClassReal Estate

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

The WisdomTree Global ex-US Real Estate Fund has a high expense ratio of 0.58%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.58%

Share Price Chart


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WisdomTree Global ex-US Real Estate Fund

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in WisdomTree Global ex-US Real Estate Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%Oct 22Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17Dec 24Dec 31Jan 07Jan 14Jan 21Jan 28
14.21%
12.69%
DRW (WisdomTree Global ex-US Real Estate Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period


PeriodReturnBenchmark
Year-To-DateN/A5.90%
1 monthN/A-1.28%
6 monthsN/A15.51%
1 yearN/A21.68%
5 years (annualized)N/A11.74%
10 years (annualized)N/A10.50%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-7.54%-4.39%12.88%7.91%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for WisdomTree Global ex-US Real Estate Fund (DRW) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


DRW
Sharpe ratio
No data
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market0.002.004.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.0010.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.002.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.0012.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.62, compared to the broader market0.0020.0040.0060.0080.007.62

Sharpe Ratio


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00Oct 22Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17Dec 24Dec 31Jan 07Jan 14Jan 21Jan 28
-0.09
1.70
DRW (WisdomTree Global ex-US Real Estate Fund)
Benchmark (^GSPC)

Dividends

Dividend History

WisdomTree Global ex-US Real Estate Fund granted a 2.11% dividend yield in the last twelve months. The annual payout for that period amounted to $0.38 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.38$0.38$0.08$1.58$0.30$2.47$0.97$1.82$1.51$0.98$1.49$1.27

Dividend yield

2.11%2.05%0.50%6.47%1.17%7.88%3.50%5.59%5.96%3.74%5.30%4.62%

Monthly Dividends

The table displays the monthly dividend distributions for WisdomTree Global ex-US Real Estate Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2023$0.00$0.00$0.00$0.00$0.00$0.21$0.00$0.00$0.11$0.00$0.00$0.06
2022$0.00$0.00$0.02$0.00$0.00$0.03$0.00$0.00$0.03$0.00$0.00$0.00
2021$0.00$0.00$0.04$0.00$0.00$0.75$0.00$0.00$0.47$0.00$0.00$0.32
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.30
2019$0.00$0.00$0.09$0.00$0.00$1.46$0.00$0.00$0.35$0.00$0.00$0.57
2018$0.00$0.00$0.07$0.00$0.00$0.72$0.00$0.00$0.19$0.00$0.00$0.00
2017$0.00$0.00$0.00$0.00$0.00$0.83$0.00$0.00$0.22$0.00$0.00$0.77
2016$0.00$0.00$0.00$0.00$0.00$0.31$0.00$0.00$0.33$0.00$0.00$0.87
2015$0.00$0.00$0.00$0.00$0.00$0.20$0.00$0.00$0.23$0.00$0.00$0.54
2014$0.00$0.00$0.08$0.00$0.00$0.36$0.00$0.00$0.36$0.00$0.00$0.69
2013$0.11$0.00$0.00$0.90$0.00$0.00$0.26$0.00$0.00$0.00

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%Oct 22Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17Dec 24Dec 31Jan 07Jan 14Jan 21Jan 28
-38.85%
0
DRW (WisdomTree Global ex-US Real Estate Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the WisdomTree Global ex-US Real Estate Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the WisdomTree Global ex-US Real Estate Fund was 74.18%, occurring on Mar 9, 2009. Recovery took 2103 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-74.18%Nov 1, 2007339Mar 9, 20092103Jul 14, 20172442
-49.87%Jan 17, 2020950Oct 25, 2023
-18.88%Jan 29, 2018188Oct 24, 2018294Dec 26, 2019482
-15.74%Jun 6, 200751Aug 16, 200728Sep 26, 200779
-5.25%Oct 15, 20076Oct 22, 20074Oct 26, 200710

Volatility

Volatility Chart

The current WisdomTree Global ex-US Real Estate Fund volatility is 4.44%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%Oct 22Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17Dec 24Dec 31Jan 07Jan 14Jan 21Jan 28
4.44%
2.67%
DRW (WisdomTree Global ex-US Real Estate Fund)
Benchmark (^GSPC)