PortfoliosLab logoPortfoliosLab logo
LMWE.DE vs. WTRE.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LMWE.DE vs. WTRE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor FTSE EPRA/NAREIT Global Developed UCITS ETF Dist (EUR) (LMWE.DE) and WisdomTree New Economy Real Estate UCITS ETF USD Acc (WTRE.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

LMWE.DE vs. WTRE.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
LMWE.DE
Lyxor FTSE EPRA/NAREIT Global Developed UCITS ETF Dist (EUR)
4.18%-2.27%4.83%3.20%-15.05%
WTRE.DE
WisdomTree New Economy Real Estate UCITS ETF USD Acc
5.97%17.67%0.40%10.12%-17.45%

Returns By Period

In the year-to-date period, LMWE.DE achieves a 4.18% return, which is significantly lower than WTRE.DE's 5.97% return.


LMWE.DE

1D
1.09%
1M
-4.21%
YTD
4.18%
6M
3.97%
1Y
3.35%
3Y*
3.63%
5Y*
1.28%
10Y*
2.24%

WTRE.DE

1D
4.09%
1M
-3.35%
YTD
5.97%
6M
0.69%
1Y
27.61%
3Y*
10.85%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


LMWE.DE vs. WTRE.DE - Expense Ratio Comparison

Both LMWE.DE and WTRE.DE have an expense ratio of 0.45%.


Return for Risk

LMWE.DE vs. WTRE.DE — Risk / Return Rank

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

LMWE.DE
LMWE.DE Risk / Return Rank: 1313
Overall Rank
LMWE.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
LMWE.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
LMWE.DE Omega Ratio Rank: 1616
Omega Ratio Rank
LMWE.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
LMWE.DE Martin Ratio Rank: 88
Martin Ratio Rank

WTRE.DE
WTRE.DE Risk / Return Rank: 6363
Overall Rank
WTRE.DE Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
WTRE.DE Sortino Ratio Rank: 6969
Sortino Ratio Rank
WTRE.DE Omega Ratio Rank: 6060
Omega Ratio Rank
WTRE.DE Calmar Ratio Rank: 6969
Calmar Ratio Rank
WTRE.DE Martin Ratio Rank: 4949
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.

LMWE.DE vs. WTRE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor FTSE EPRA/NAREIT Global Developed UCITS ETF Dist (EUR) (LMWE.DE) and WisdomTree New Economy Real Estate UCITS ETF USD Acc (WTRE.DE). 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.


LMWE.DEWTRE.DEDifference

Sharpe ratio

Return per unit of total volatility

0.24

1.29

-1.05

Sortino ratio

Return per unit of downside risk

0.41

1.83

-1.42

Omega ratio

Gain probability vs. loss probability

1.06

1.23

-0.18

Calmar ratio

Return relative to maximum drawdown

-0.15

2.26

-2.41

Martin ratio

Return relative to average drawdown

-0.37

6.00

-6.37

LMWE.DE vs. WTRE.DE - Sharpe Ratio Comparison

The current LMWE.DE Sharpe Ratio is 0.24, which is lower than the WTRE.DE Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of LMWE.DE and WTRE.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


LMWE.DEWTRE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.24

1.29

-1.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.18

+0.22

Correlation

The correlation between LMWE.DE and WTRE.DE is 0.75, 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

LMWE.DE vs. WTRE.DE - Dividend Comparison

LMWE.DE's dividend yield for the trailing twelve months is around 2.50%, while WTRE.DE has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
LMWE.DE
Lyxor FTSE EPRA/NAREIT Global Developed UCITS ETF Dist (EUR)
2.50%2.61%3.75%0.00%4.18%2.22%3.76%3.37%3.76%3.44%3.65%4.01%
WTRE.DE
WisdomTree New Economy Real Estate UCITS ETF USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

LMWE.DE vs. WTRE.DE - Drawdown Comparison

The maximum LMWE.DE drawdown since its inception was -42.37%, which is greater than WTRE.DE's maximum drawdown of -32.32%. Use the drawdown chart below to compare losses from any high point for LMWE.DE and WTRE.DE.


Loading graphics...

Drawdown Indicators


LMWE.DEWTRE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-42.37%

-32.32%

-10.05%

Max Drawdown (1Y)

Largest decline over 1 year

-10.20%

-13.63%

+3.43%

Max Drawdown (5Y)

Largest decline over 5 years

-30.69%

Max Drawdown (10Y)

Largest decline over 10 years

-42.37%

Current Drawdown

Current decline from peak

-14.08%

-6.25%

-7.83%

Average Drawdown

Average peak-to-trough decline

-10.67%

-16.11%

+5.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.21%

5.14%

+2.07%

Volatility

LMWE.DE vs. WTRE.DE - Volatility Comparison

The current volatility for Lyxor FTSE EPRA/NAREIT Global Developed UCITS ETF Dist (EUR) (LMWE.DE) is 4.54%, while WisdomTree New Economy Real Estate UCITS ETF USD Acc (WTRE.DE) has a volatility of 6.88%. This indicates that LMWE.DE experiences smaller price fluctuations and is considered to be less risky than WTRE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


LMWE.DEWTRE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.54%

6.88%

-2.34%

Volatility (6M)

Calculated over the trailing 6-month period

8.08%

14.23%

-6.15%

Volatility (1Y)

Calculated over the trailing 1-year period

15.10%

21.26%

-6.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.24%

17.34%

-2.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.00%

17.34%

-0.34%