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DTRE vs. WTRE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DTRE vs. WTRE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Alerian Disruptive Technology Real Estate ETF (DTRE) and WisdomTree New Economy Real Estate ETF (WTRE). The values are adjusted to include any dividend payments, if applicable.

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DTRE vs. WTRE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DTRE
First Trust Alerian Disruptive Technology Real Estate ETF
-0.67%8.32%-9.71%13.89%-26.53%27.43%-8.81%21.84%-4.96%10.88%
WTRE
WisdomTree New Economy Real Estate ETF
2.83%26.36%-3.27%14.07%-31.68%1.00%-15.74%22.28%-11.21%37.80%

Returns By Period

In the year-to-date period, DTRE achieves a -0.67% return, which is significantly lower than WTRE's 2.83% return. Over the past 10 years, DTRE has underperformed WTRE with an annualized return of 1.89%, while WTRE has yielded a comparatively higher 2.14% annualized return.


DTRE

1D
0.33%
1M
-7.42%
YTD
-0.67%
6M
0.77%
1Y
2.23%
3Y*
2.28%
5Y*
-0.79%
10Y*
1.89%

WTRE

1D
1.00%
1M
-8.06%
YTD
2.83%
6M
-1.26%
1Y
28.85%
3Y*
11.40%
5Y*
-1.01%
10Y*
2.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DTRE vs. WTRE - Expense Ratio Comparison

DTRE has a 0.60% expense ratio, which is higher than WTRE's 0.58% expense ratio.


Return for Risk

DTRE vs. WTRE — Risk / Return Rank

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

DTRE
DTRE Risk / Return Rank: 1515
Overall Rank
DTRE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
DTRE Sortino Ratio Rank: 1414
Sortino Ratio Rank
DTRE Omega Ratio Rank: 1414
Omega Ratio Rank
DTRE Calmar Ratio Rank: 1515
Calmar Ratio Rank
DTRE Martin Ratio Rank: 1616
Martin Ratio Rank

WTRE
WTRE Risk / Return Rank: 6767
Overall Rank
WTRE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
WTRE Sortino Ratio Rank: 7171
Sortino Ratio Rank
WTRE Omega Ratio Rank: 6161
Omega Ratio Rank
WTRE Calmar Ratio Rank: 7474
Calmar Ratio Rank
WTRE Martin Ratio Rank: 5454
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.

DTRE vs. WTRE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Alerian Disruptive Technology Real Estate ETF (DTRE) and WisdomTree New Economy Real Estate ETF (WTRE). 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.


DTREWTREDifference

Sharpe ratio

Return per unit of total volatility

0.15

1.35

-1.21

Sortino ratio

Return per unit of downside risk

0.30

1.87

-1.56

Omega ratio

Gain probability vs. loss probability

1.04

1.24

-0.20

Calmar ratio

Return relative to maximum drawdown

0.20

2.06

-1.86

Martin ratio

Return relative to average drawdown

0.72

5.55

-4.83

DTRE vs. WTRE - Sharpe Ratio Comparison

The current DTRE Sharpe Ratio is 0.15, which is lower than the WTRE Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of DTRE and WTRE, 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


DTREWTREDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.15

1.35

-1.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

-0.05

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

0.12

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.02

+0.06

Correlation

The correlation between DTRE and WTRE is 0.73, 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

DTRE vs. WTRE - Dividend Comparison

DTRE's dividend yield for the trailing twelve months is around 3.62%, more than WTRE's 2.36% yield.


TTM20252024202320222021202020192018201720162015
DTRE
First Trust Alerian Disruptive Technology Real Estate ETF
3.62%3.42%3.75%2.56%2.49%2.64%0.79%4.97%3.38%3.07%4.16%1.74%
WTRE
WisdomTree New Economy Real Estate ETF
2.36%2.33%2.69%2.05%1.68%6.47%2.96%7.88%4.49%6.34%5.96%4.58%

Drawdowns

DTRE vs. WTRE - Drawdown Comparison

The maximum DTRE drawdown since its inception was -72.26%, roughly equal to the maximum WTRE drawdown of -74.18%. Use the drawdown chart below to compare losses from any high point for DTRE and WTRE.


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Drawdown Indicators


DTREWTREDifference

Max Drawdown

Largest peak-to-trough decline

-72.26%

-74.18%

+1.92%

Max Drawdown (1Y)

Largest decline over 1 year

-12.06%

-14.22%

+2.16%

Max Drawdown (5Y)

Largest decline over 5 years

-34.62%

-43.87%

+9.25%

Max Drawdown (10Y)

Largest decline over 10 years

-42.79%

-48.47%

+5.68%

Current Drawdown

Current decline from peak

-18.71%

-18.08%

-0.63%

Average Drawdown

Average peak-to-trough decline

-16.94%

-25.15%

+8.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.41%

5.28%

-1.87%

Volatility

DTRE vs. WTRE - Volatility Comparison

The current volatility for First Trust Alerian Disruptive Technology Real Estate ETF (DTRE) is 4.37%, while WisdomTree New Economy Real Estate ETF (WTRE) has a volatility of 8.36%. This indicates that DTRE experiences smaller price fluctuations and is considered to be less risky than WTRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DTREWTREDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.37%

8.36%

-3.99%

Volatility (6M)

Calculated over the trailing 6-month period

8.89%

15.75%

-6.86%

Volatility (1Y)

Calculated over the trailing 1-year period

15.40%

21.41%

-6.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.15%

18.98%

-0.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.47%

18.35%

+0.12%