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DPREX vs. WMRIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DPREX vs. WMRIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Delaware Global Listed Real Assets Fund (DPREX) and Wilmington Real Asset Fund (WMRIX). The values are adjusted to include any dividend payments, if applicable.

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DPREX vs. WMRIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DPREX
Delaware Global Listed Real Assets Fund
6.35%18.95%-1.23%7.01%-7.07%19.08%1.22%30.71%-7.79%1.00%
WMRIX
Wilmington Real Asset Fund
10.27%12.79%2.57%1.12%-8.03%21.49%-2.19%16.85%-7.21%11.81%

Returns By Period

In the year-to-date period, DPREX achieves a 6.35% return, which is significantly lower than WMRIX's 10.27% return. Over the past 10 years, DPREX has outperformed WMRIX with an annualized return of 5.92%, while WMRIX has yielded a comparatively lower 5.44% annualized return.


DPREX

1D
0.28%
1M
-3.87%
YTD
6.35%
6M
9.05%
1Y
23.21%
3Y*
9.19%
5Y*
7.03%
10Y*
5.92%

WMRIX

1D
0.19%
1M
-1.54%
YTD
10.27%
6M
12.47%
1Y
17.95%
3Y*
9.54%
5Y*
6.81%
10Y*
5.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DPREX vs. WMRIX - Expense Ratio Comparison

DPREX has a 1.31% expense ratio, which is higher than WMRIX's 0.64% expense ratio.


Return for Risk

DPREX vs. WMRIX — Risk / Return Rank

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

DPREX
DPREX Risk / Return Rank: 9595
Overall Rank
DPREX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
DPREX Sortino Ratio Rank: 9595
Sortino Ratio Rank
DPREX Omega Ratio Rank: 9494
Omega Ratio Rank
DPREX Calmar Ratio Rank: 9494
Calmar Ratio Rank
DPREX Martin Ratio Rank: 9797
Martin Ratio Rank

WMRIX
WMRIX Risk / Return Rank: 8383
Overall Rank
WMRIX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
WMRIX Sortino Ratio Rank: 8282
Sortino Ratio Rank
WMRIX Omega Ratio Rank: 8282
Omega Ratio Rank
WMRIX Calmar Ratio Rank: 7878
Calmar Ratio Rank
WMRIX Martin Ratio Rank: 9090
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.

DPREX vs. WMRIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Delaware Global Listed Real Assets Fund (DPREX) and Wilmington Real Asset Fund (WMRIX). 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.


DPREXWMRIXDifference

Sharpe ratio

Return per unit of total volatility

2.40

1.63

+0.77

Sortino ratio

Return per unit of downside risk

3.15

2.12

+1.03

Omega ratio

Gain probability vs. loss probability

1.49

1.33

+0.17

Calmar ratio

Return relative to maximum drawdown

3.05

1.86

+1.19

Martin ratio

Return relative to average drawdown

16.38

10.31

+6.06

DPREX vs. WMRIX - Sharpe Ratio Comparison

The current DPREX Sharpe Ratio is 2.40, which is higher than the WMRIX Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of DPREX and WMRIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DPREXWMRIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.40

1.63

+0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.59

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.44

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.54

-0.12

Correlation

The correlation between DPREX and WMRIX is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

DPREX vs. WMRIX - Dividend Comparison

DPREX's dividend yield for the trailing twelve months is around 2.70%, less than WMRIX's 6.49% yield.


TTM20252024202320222021202020192018201720162015
DPREX
Delaware Global Listed Real Assets Fund
2.70%2.60%2.46%1.73%14.25%5.80%1.71%3.87%2.49%3.69%22.78%12.98%
WMRIX
Wilmington Real Asset Fund
6.49%7.15%1.02%3.51%6.07%9.29%1.99%3.03%2.84%2.73%0.00%5.31%

Drawdowns

DPREX vs. WMRIX - Drawdown Comparison

The maximum DPREX drawdown since its inception was -71.95%, which is greater than WMRIX's maximum drawdown of -37.84%. Use the drawdown chart below to compare losses from any high point for DPREX and WMRIX.


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Drawdown Indicators


DPREXWMRIXDifference

Max Drawdown

Largest peak-to-trough decline

-71.95%

-37.84%

-34.11%

Max Drawdown (1Y)

Largest decline over 1 year

-7.52%

-9.91%

+2.39%

Max Drawdown (5Y)

Largest decline over 5 years

-19.04%

-22.03%

+2.99%

Max Drawdown (10Y)

Largest decline over 10 years

-31.40%

-31.27%

-0.13%

Current Drawdown

Current decline from peak

-3.87%

-2.56%

-1.31%

Average Drawdown

Average peak-to-trough decline

-10.82%

-7.22%

-3.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.40%

1.79%

-0.39%

Volatility

DPREX vs. WMRIX - Volatility Comparison

Delaware Global Listed Real Assets Fund (DPREX) and Wilmington Real Asset Fund (WMRIX) have volatilities of 2.93% and 2.82%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DPREXWMRIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.93%

2.82%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

6.02%

7.04%

-1.02%

Volatility (1Y)

Calculated over the trailing 1-year period

9.68%

11.38%

-1.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.46%

11.54%

-1.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.21%

12.48%

+0.73%