IWFV.L vs. WREE.L
IWFV.L (iShares Edge MSCI World Value Factor UCITS ETF) and WREE.L (WisdomTree Strategic Metals and Rare Earths Miners UCITS ETF USD Acc) are both exchange-traded funds - IWFV.L is a Global Equities fund tracking the MSCI ACWI Value NR USD, while WREE.L is a Commodity Producers Equities fund tracking the WisdomTree Strategic Metals and Rare Earths Miners Index. Both are passively managed. Over the past year, IWFV.L returned 67.80% vs 112.06% for WREE.L. At a 0.46 correlation, their price movements are largely independent. IWFV.L charges 0.30%/yr vs 0.50%/yr for WREE.L.
Performance
IWFV.L vs. WREE.L - Performance Comparison
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Returns By Period
In the year-to-date period, IWFV.L achieves a 34.52% return, which is significantly higher than WREE.L's 16.75% return.
IWFV.L
- 1D
- -0.71%
- 1M
- 13.23%
- YTD
- 34.52%
- 6M
- 37.29%
- 1Y
- 67.80%
- 3Y*
- 26.96%
- 5Y*
- 17.48%
- 10Y*
- 13.69%
WREE.L
- 1D
- -1.12%
- 1M
- -7.90%
- YTD
- 16.75%
- 6M
- 26.79%
- 1Y
- 112.06%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IWFV.L vs. WREE.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
IWFV.L iShares Edge MSCI World Value Factor UCITS ETF | 34.52% | 30.69% | 0.50% |
WREE.L WisdomTree Strategic Metals and Rare Earths Miners UCITS ETF USD Acc | 16.75% | 100.33% | -10.09% |
Correlation
The correlation between IWFV.L and WREE.L is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Apr 11, 2024 | 0.46 |
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Return for Risk
IWFV.L vs. WREE.L — Risk / Return Rank
IWFV.L
WREE.L
IWFV.L vs. WREE.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Value Factor UCITS ETF (IWFV.L) and WisdomTree Strategic Metals and Rare Earths Miners UCITS ETF USD Acc (WREE.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.
| IWFV.L | WREE.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.99 | ||
| Sortino ratioReturn per unit of downside risk | +3.40 | ||
| Omega ratioGain probability vs. loss probability | 1.94 | 1.44 | +0.51 |
| Calmar ratioReturn relative to maximum drawdown | 9.53 | 4.84 | +4.69 |
| Martin ratioReturn relative to average drawdown | 36.85 | 16.54 | +20.31 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IWFV.L | WREE.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 5.02 | 3.03 | +1.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.33 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.91 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 1.36 | -0.57 |
Drawdowns
IWFV.L vs. WREE.L - Drawdown Comparison
The maximum IWFV.L drawdown since its inception was -28.79%, roughly equal to the maximum WREE.L drawdown of -27.50%. Use the drawdown chart below to compare losses from any high point for IWFV.L and WREE.L.
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Drawdown Indicators
| IWFV.L | WREE.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.79% | -27.50% | -1.29% |
Max Drawdown (1Y)Largest decline over 1 year | -7.08% | -23.01% | +15.93% |
Max Drawdown (3Y)Largest decline over 3 years | -13.82% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -13.82% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -28.79% | — | — |
Current DrawdownCurrent decline from peak | -0.71% | -12.62% | +11.91% |
Average DrawdownAverage peak-to-trough decline | -4.38% | -8.58% | +4.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.83% | 6.75% | -4.92% |
Volatility
IWFV.L vs. WREE.L - Volatility Comparison
The current volatility for iShares Edge MSCI World Value Factor UCITS ETF (IWFV.L) is 5.45%, while WisdomTree Strategic Metals and Rare Earths Miners UCITS ETF USD Acc (WREE.L) has a volatility of 13.81%. This indicates that IWFV.L experiences smaller price fluctuations and is considered to be less risky than WREE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IWFV.L | WREE.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.45% | 13.81% | -8.36% |
Volatility (6M)Calculated over the trailing 6-month period | 11.21% | 29.92% | -18.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.44% | 36.84% | -23.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.10% | 30.41% | -17.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.10% | 30.41% | -15.31% |
IWFV.L vs. WREE.L - Expense Ratio Comparison
IWFV.L has a 0.30% expense ratio, which is lower than WREE.L's 0.50% expense ratio.
Dividends
IWFV.L vs. WREE.L - Dividend Comparison
Neither IWFV.L nor WREE.L has paid dividends to shareholders.
Frequently Asked Questions
IWFV.L and WREE.L have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IWFV.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IWFV.L is cheaper with a 0.30% expense ratio, compared with 0.50% for WREE.L.
IWFV.L is categorized as Global Equities, while WREE.L is Commodity Producers Equities. IWFV.L tracks MSCI ACWI Value NR USD, while WREE.L tracks WisdomTree Strategic Metals and Rare Earths Miners Index. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.30% for IWFV.L and 0.50% for WREE.L.
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