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5MVW.DE vs. WRNW.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

5MVW.DE vs. WRNW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI World Energy Sector UCITS ETF USD (Dist) (5MVW.DE) and WisdomTree Renewable Energy UCITS ETF USD Unhedged Acc (WRNW.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, 5MVW.DE achieves a 32.79% return, which is significantly higher than WRNW.DE's 30.17% return.


5MVW.DE

1D
-0.61%
1M
3.30%
YTD
32.79%
6M
28.70%
1Y
44.89%
3Y*
15.65%
5Y*
20.31%
10Y*

WRNW.DE

1D
-2.37%
1M
3.73%
YTD
30.17%
6M
29.38%
1Y
107.60%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

5MVW.DE vs. WRNW.DE - Yearly Performance Comparison


2026 (YTD)202520242023
5MVW.DE
iShares MSCI World Energy Sector UCITS ETF USD (Dist)
32.79%2.17%7.57%5.65%
WRNW.DE
WisdomTree Renewable Energy UCITS ETF USD Unhedged Acc
30.17%51.49%-23.68%-12.62%

Correlation

The correlation between 5MVW.DE and WRNW.DE is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.04

Correlation (All Time)
Calculated using the full available price history since Jun 13, 2023

0.18

The correlation between 5MVW.DE and WRNW.DE shifts across timeframes, from -0.04 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

5MVW.DE vs. WRNW.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

5MVW.DE
5MVW.DE Risk / Return Rank: 6060
Overall Rank
5MVW.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
5MVW.DE Sortino Ratio Rank: 5555
Sortino Ratio Rank
5MVW.DE Omega Ratio Rank: 6262
Omega Ratio Rank
5MVW.DE Calmar Ratio Rank: 6161
Calmar Ratio Rank
5MVW.DE Martin Ratio Rank: 5757
Martin Ratio Rank

WRNW.DE
WRNW.DE Risk / Return Rank: 9191
Overall Rank
WRNW.DE Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
WRNW.DE Sortino Ratio Rank: 8989
Sortino Ratio Rank
WRNW.DE Omega Ratio Rank: 8686
Omega Ratio Rank
WRNW.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
WRNW.DE Martin Ratio Rank: 9393
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

5MVW.DE vs. WRNW.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Energy Sector UCITS ETF USD (Dist) (5MVW.DE) and WisdomTree Renewable Energy UCITS ETF USD Unhedged Acc (WRNW.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.


5MVW.DEWRNW.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.44

Sortino ratioReturn per unit of downside risk

-1.44

Omega ratioGain probability vs. loss probability

1.37

1.52

-0.15

Calmar ratioReturn relative to maximum drawdown

2.97

7.07

-4.10

Martin ratioReturn relative to average drawdown

9.81

23.97

-14.16

5MVW.DE vs. WRNW.DE - Sharpe Ratio Comparison

The current 5MVW.DE Sharpe Ratio is 2.10, which is lower than the WRNW.DE Sharpe Ratio of 3.54. The chart below compares the historical Sharpe Ratios of 5MVW.DE and WRNW.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


5MVW.DEWRNW.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.10

3.54

-1.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.37

+0.08

Drawdowns

5MVW.DE vs. WRNW.DE - Drawdown Comparison

The maximum 5MVW.DE drawdown since its inception was -56.87%, which is greater than WRNW.DE's maximum drawdown of -49.14%. Use the drawdown chart below to compare losses from any high point for 5MVW.DE and WRNW.DE.


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Drawdown Indicators


5MVW.DEWRNW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-56.87%

-49.14%

-7.73%

Max Drawdown (1Y)

Largest decline over 1 year

-15.05%

-15.04%

-0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-23.76%

Max Drawdown (5Y)

Largest decline over 5 years

-23.76%

Current Drawdown

Current decline from peak

-7.49%

-4.04%

-3.45%

Average Drawdown

Average peak-to-trough decline

-13.53%

-20.88%

+7.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.56%

4.44%

+0.12%

Volatility

5MVW.DE vs. WRNW.DE - Volatility Comparison

The current volatility for iShares MSCI World Energy Sector UCITS ETF USD (Dist) (5MVW.DE) is 6.76%, while WisdomTree Renewable Energy UCITS ETF USD Unhedged Acc (WRNW.DE) has a volatility of 10.28%. This indicates that 5MVW.DE experiences smaller price fluctuations and is considered to be less risky than WRNW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


5MVW.DEWRNW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.76%

10.28%

-3.52%

Volatility (6M)

Calculated over the trailing 6-month period

18.33%

19.33%

-1.00%

Volatility (1Y)

Calculated over the trailing 1-year period

21.33%

30.01%

-8.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.99%

26.02%

-2.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.20%

26.02%

+3.18%

5MVW.DE vs. WRNW.DE - Expense Ratio Comparison

5MVW.DE has a 0.18% expense ratio, which is lower than WRNW.DE's 0.45% expense ratio.


Dividends

5MVW.DE vs. WRNW.DE - Dividend Comparison

5MVW.DE's dividend yield for the trailing twelve months is around 2.48%, while WRNW.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
5MVW.DE
iShares MSCI World Energy Sector UCITS ETF USD (Dist)
2.48%3.29%3.54%3.64%3.41%3.49%5.08%0.63%
WRNW.DE
WisdomTree Renewable Energy UCITS ETF USD Unhedged Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


5MVW.DE and WRNW.DE have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 5MVW.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

5MVW.DE is cheaper with a 0.18% expense ratio, compared with 0.45% for WRNW.DE.

5MVW.DE tracks MSCI World Energy, while WRNW.DE tracks WisdomTree Renewable Energy. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.18% for 5MVW.DE and 0.45% for WRNW.DE.

Portfolio Optimizer

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