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GBRE.L vs. WNEW.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GBRE.L vs. WNEW.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR® Dow Jones Global Real Estate UCITS ETF (GBRE.L) and WisdomTree New Economy Real Estate UCITS ETF USD Dist (WNEW.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

GBRE.L is traded in GBP, while WNEW.L is traded in GBp. To make them comparable, the WNEW.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, GBRE.L achieves a 6.19% return, which is significantly lower than WNEW.L's 22.36% return.


GBRE.L

1D
0.29%
1M
-1.75%
YTD
6.19%
6M
5.11%
1Y
11.03%
3Y*
5.36%
5Y*
2.07%
10Y*
3.81%

WNEW.L

1D
-1.10%
1M
7.07%
YTD
22.36%
6M
20.28%
1Y
48.84%
3Y*
16.70%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GBRE.L vs. WNEW.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
GBRE.L
SPDR® Dow Jones Global Real Estate UCITS ETF
6.19%1.33%0.96%5.25%-10.32%
WNEW.L
WisdomTree New Economy Real Estate UCITS ETF USD Dist
22.36%23.24%-3.45%6.97%-13.16%

Correlation

The correlation between GBRE.L and WNEW.L is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.44

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

0.72

Correlation (All Time)
Calculated using the full available price history since Feb 11, 2022

0.79

Over the past year, the correlation between GBRE.L and WNEW.L has dropped to 0.44 - well below their long-term average of 0.79, suggesting their price drivers have been diverging.

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Return for Risk

GBRE.L vs. WNEW.L — Risk / Return Rank

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

GBRE.L
GBRE.L Risk / Return Rank: 2828
Overall Rank
GBRE.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
GBRE.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
GBRE.L Omega Ratio Rank: 2626
Omega Ratio Rank
GBRE.L Calmar Ratio Rank: 2727
Calmar Ratio Rank
GBRE.L Martin Ratio Rank: 3030
Martin Ratio Rank

WNEW.L
WNEW.L Risk / Return Rank: 7272
Overall Rank
WNEW.L Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
WNEW.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
WNEW.L Omega Ratio Rank: 7070
Omega Ratio Rank
WNEW.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
WNEW.L Martin Ratio Rank: 5757
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.

GBRE.L vs. WNEW.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR® Dow Jones Global Real Estate UCITS ETF (GBRE.L) and WisdomTree New Economy Real Estate UCITS ETF USD Dist (WNEW.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.


GBRE.LWNEW.LDifference
Sharpe ratioReturn per unit of total volatility

-1.51

Sortino ratioReturn per unit of downside risk

-1.92

Omega ratioGain probability vs. loss probability

1.17

1.41

-0.23

Calmar ratioReturn relative to maximum drawdown

1.28

3.81

-2.53

Martin ratioReturn relative to average drawdown

4.35

9.87

-5.52

GBRE.L vs. WNEW.L - Sharpe Ratio Comparison

The current GBRE.L Sharpe Ratio is 0.98, which is lower than the WNEW.L Sharpe Ratio of 2.50. The chart below compares the historical Sharpe Ratios of GBRE.L and WNEW.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


GBRE.LWNEW.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

2.50

-1.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.42

-0.05

Drawdowns

GBRE.L vs. WNEW.L - Drawdown Comparison

The maximum GBRE.L drawdown since its inception was -35.15%, which is greater than WNEW.L's maximum drawdown of -29.88%. Use the drawdown chart below to compare losses from any high point for GBRE.L and WNEW.L.


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Drawdown Indicators


GBRE.LWNEW.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.15%

-29.88%

-5.27%

Max Drawdown (1Y)

Largest decline over 1 year

-8.68%

-12.75%

+4.07%

Max Drawdown (3Y)

Largest decline over 3 years

-17.12%

-20.58%

+3.46%

Max Drawdown (5Y)

Largest decline over 5 years

-27.39%

Max Drawdown (10Y)

Largest decline over 10 years

-35.15%

Current Drawdown

Current decline from peak

-5.92%

-2.60%

-3.32%

Average Drawdown

Average peak-to-trough decline

-9.97%

-14.35%

+4.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

4.93%

-2.37%

Volatility

GBRE.L vs. WNEW.L - Volatility Comparison

The current volatility for SPDR® Dow Jones Global Real Estate UCITS ETF (GBRE.L) is 3.39%, while WisdomTree New Economy Real Estate UCITS ETF USD Dist (WNEW.L) has a volatility of 7.58%. This indicates that GBRE.L experiences smaller price fluctuations and is considered to be less risky than WNEW.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GBRE.LWNEW.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.39%

7.58%

-4.19%

Volatility (6M)

Calculated over the trailing 6-month period

8.79%

13.79%

-5.00%

Volatility (1Y)

Calculated over the trailing 1-year period

11.29%

19.54%

-8.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.37%

17.21%

-2.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.98%

17.21%

-1.23%

GBRE.L vs. WNEW.L - Expense Ratio Comparison

GBRE.L has a 0.40% expense ratio, which is lower than WNEW.L's 0.45% expense ratio.


Dividends

GBRE.L vs. WNEW.L - Dividend Comparison

GBRE.L's dividend yield for the trailing twelve months is around 0.75%, less than WNEW.L's 1.30% yield.


PositionTTM20252024202320222021202020192018201720162015
GBRE.L
SPDR® Dow Jones Global Real Estate UCITS ETF
0.75%1.45%2.73%2.66%2.84%1.79%2.76%3.25%4.30%3.99%2.40%2.09%
WNEW.L
WisdomTree New Economy Real Estate UCITS ETF USD Dist
1.30%1.70%1.83%1.23%0.72%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GBRE.L and WNEW.L have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GBRE.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GBRE.L is cheaper with a 0.40% expense ratio, compared with 0.45% for WNEW.L.

Both ETFs track FTSE EPRA Nareit Global TR USD. They also come from different issuers: State Street and WisdomTree. Their fees differ too: 0.40% for GBRE.L and 0.45% for WNEW.L.

Portfolio Optimizer

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