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EPRA.L vs. WTNR.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EPRA.L vs. WTNR.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR (EPRA.L) and WisdomTree New Economy Real Estate UCITS ETF USD Acc (WTNR.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EPRA.L achieves a 6.79% return, which is significantly lower than WTNR.L's 22.49% return.


EPRA.L

1D
0.23%
1M
-0.61%
YTD
6.79%
6M
6.50%
1Y
12.77%
3Y*
6.12%
5Y*
2.03%
10Y*

WTNR.L

1D
-0.94%
1M
7.19%
YTD
22.49%
6M
20.45%
1Y
48.63%
3Y*
16.68%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EPRA.L vs. WTNR.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
EPRA.L
Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR
6.79%3.12%1.31%4.40%-8.72%
WTNR.L
WisdomTree New Economy Real Estate UCITS ETF USD Acc
22.49%22.86%-3.23%7.76%-11.51%

Correlation

The correlation between EPRA.L and WTNR.L is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

Correlation (3Y)
Calculated over the trailing 3-year period

0.71

Correlation (All Time)
Calculated using the full available price history since Feb 16, 2022

0.71

Over the past year, the correlation between EPRA.L and WTNR.L has dropped to 0.38 - well below their long-term average of 0.71, suggesting their price drivers have been diverging.

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Return for Risk

EPRA.L vs. WTNR.L — Risk / Return Rank

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

EPRA.L
EPRA.L Risk / Return Rank: 3333
Overall Rank
EPRA.L Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
EPRA.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
EPRA.L Omega Ratio Rank: 3333
Omega Ratio Rank
EPRA.L Calmar Ratio Rank: 2929
Calmar Ratio Rank
EPRA.L Martin Ratio Rank: 3434
Martin Ratio Rank

WTNR.L
WTNR.L Risk / Return Rank: 7171
Overall Rank
WTNR.L Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
WTNR.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
WTNR.L Omega Ratio Rank: 6969
Omega Ratio Rank
WTNR.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
WTNR.L Martin Ratio Rank: 5656
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.

EPRA.L vs. WTNR.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR (EPRA.L) and WisdomTree New Economy Real Estate UCITS ETF USD Acc (WTNR.L). 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.


EPRA.LWTNR.LDifference
Sharpe ratioReturn per unit of total volatility

-1.27

Sortino ratioReturn per unit of downside risk

-1.53

Omega ratioGain probability vs. loss probability

1.22

1.40

-0.19

Calmar ratioReturn relative to maximum drawdown

1.42

3.77

-2.35

Martin ratioReturn relative to average drawdown

5.00

9.73

-4.73

EPRA.L vs. WTNR.L - Sharpe Ratio Comparison

The current EPRA.L Sharpe Ratio is 1.21, which is lower than the WTNR.L Sharpe Ratio of 2.48. The chart below compares the historical Sharpe Ratios of EPRA.L and WTNR.L, 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


EPRA.LWTNR.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

2.48

-1.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.48

-0.29

Drawdowns

EPRA.L vs. WTNR.L - Drawdown Comparison

The maximum EPRA.L drawdown since its inception was -35.65%, which is greater than WTNR.L's maximum drawdown of -29.28%. Use the drawdown chart below to compare losses from any high point for EPRA.L and WTNR.L.


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Drawdown Indicators


EPRA.LWTNR.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.65%

-29.28%

-6.37%

Max Drawdown (1Y)

Largest decline over 1 year

-8.95%

-12.84%

+3.89%

Max Drawdown (3Y)

Largest decline over 3 years

-17.01%

-20.61%

+3.60%

Max Drawdown (5Y)

Largest decline over 5 years

-26.59%

Current Drawdown

Current decline from peak

-3.51%

-2.54%

-0.97%

Average Drawdown

Average peak-to-trough decline

-9.83%

-14.62%

+4.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

4.98%

-2.43%

Volatility

EPRA.L vs. WTNR.L - Volatility Comparison

The current volatility for Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR (EPRA.L) is 3.19%, while WisdomTree New Economy Real Estate UCITS ETF USD Acc (WTNR.L) has a volatility of 7.73%. This indicates that EPRA.L experiences smaller price fluctuations and is considered to be less risky than WTNR.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EPRA.LWTNR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.19%

7.73%

-4.54%

Volatility (6M)

Calculated over the trailing 6-month period

8.50%

13.68%

-5.18%

Volatility (1Y)

Calculated over the trailing 1-year period

10.52%

19.55%

-9.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.74%

18.20%

-4.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.50%

18.20%

-2.70%

EPRA.L vs. WTNR.L - Expense Ratio Comparison

EPRA.L has a 0.10% expense ratio, which is lower than WTNR.L's 0.45% expense ratio.


Dividends

EPRA.L vs. WTNR.L - Dividend Comparison

Neither EPRA.L nor WTNR.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


EPRA.L and WTNR.L have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EPRA.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EPRA.L is cheaper with a 0.10% expense ratio, compared with 0.45% for WTNR.L.

Both ETFs track FTSE EPRA Nareit Global TR USD. They also come from different issuers: Amundi and WisdomTree. Their fees differ too: 0.10% for EPRA.L and 0.45% for WTNR.L.

Portfolio Optimizer

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