PortfoliosLab logoPortfoliosLab logo
IWFV.L vs. WREE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWFV.L vs. WREE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Edge MSCI World Value Factor UCITS ETF (IWFV.L) and WisdomTree Strategic Metals and Rare Earths Miners UCITS ETF USD Acc (WREE.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWFV.L vs. WREE.L - Yearly Performance Comparison


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

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IWFV.L vs. WREE.L — Risk / Return Rank

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

IWFV.L
IWFV.L Risk / Return Rank: 9797
Overall Rank
IWFV.L Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
IWFV.L Sortino Ratio Rank: 9898
Sortino Ratio Rank
IWFV.L Omega Ratio Rank: 9797
Omega Ratio Rank
IWFV.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
IWFV.L Martin Ratio Rank: 9696
Martin Ratio Rank

WREE.L
WREE.L Risk / Return Rank: 8282
Overall Rank
WREE.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
WREE.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
WREE.L Omega Ratio Rank: 7575
Omega Ratio Rank
WREE.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
WREE.L Martin Ratio Rank: 8383
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.

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.LWREE.LDifference
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

IWFV.L vs. WREE.L - Sharpe Ratio Comparison

The current IWFV.L Sharpe Ratio is 5.02, which is higher than the WREE.L Sharpe Ratio of 3.03. The chart below compares the historical Sharpe Ratios of IWFV.L and WREE.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.


Loading charts...

Sharpe Ratios by Period


IWFV.LWREE.LDifference

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.


Loading charts...

Drawdown Indicators


IWFV.LWREE.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.71%

-12.62%

+11.91%

Average Drawdown

Average peak-to-trough decline

-4.38%

-8.58%

+4.20%

Ulcer Index

Depth 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.


Loading charts...

Volatility by Period


IWFV.LWREE.LDifference

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.


Tickers have no history of dividend payments

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.

Portfolio Optimizer

Find the right allocation for IWFV.L and WREE.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer