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RBTX.L vs. WREE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RBTX.L vs. WREE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Automation & Robotics UCITS ETF (RBTX.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.

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Returns By Period

In the year-to-date period, RBTX.L achieves a 30.03% return, which is significantly higher than WREE.L's 7.87% return.


RBTX.L

1D
-1.69%
1M
2.81%
YTD
30.03%
6M
30.38%
1Y
44.96%
3Y*
19.97%
5Y*
11.05%
10Y*

WREE.L

1D
0.00%
1M
-10.01%
YTD
7.87%
6M
7.10%
1Y
84.60%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between RBTX.L and WREE.L is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.45

Correlation (All Time)
Calculated using the full available price history since Apr 22, 2024

0.46

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Return for Risk

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

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

RBTX.L
RBTX.L Risk / Return Rank: 6969
Overall Rank
RBTX.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
RBTX.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
RBTX.L Omega Ratio Rank: 6565
Omega Ratio Rank
RBTX.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
RBTX.L Martin Ratio Rank: 6363
Martin Ratio Rank

WREE.L
WREE.L Risk / Return Rank: 5656
Overall Rank
WREE.L Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
WREE.L Sortino Ratio Rank: 4848
Sortino Ratio Rank
WREE.L Omega Ratio Rank: 6464
Omega Ratio Rank
WREE.L Calmar Ratio Rank: 7272
Calmar Ratio Rank
WREE.L Martin Ratio Rank: 4747
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.

RBTX.L vs. WREE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Automation & Robotics UCITS ETF (RBTX.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


RBTX.LWREE.LDifference
Sharpe ratioReturn per unit of total volatility

+0.51

Sortino ratioReturn per unit of downside risk

+0.66

Omega ratioGain probability vs. loss probability

1.34

1.34

+0.01

Calmar ratioReturn relative to maximum drawdown

3.42

3.15

+0.27

Martin ratioReturn relative to average drawdown

9.95

7.08

+2.87

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

The current RBTX.L Sharpe Ratio is 2.00, which is higher than the WREE.L Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of RBTX.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.


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Drawdowns

RBTX.L vs. WREE.L - Drawdown Comparison

The maximum RBTX.L drawdown since its inception was -33.46%, which is greater than WREE.L's maximum drawdown of -27.50%. Use the drawdown chart below to compare losses from any high point for RBTX.L and WREE.L.


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Drawdown Indicators


RBTX.LWREE.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.46%

-27.50%

-5.96%

Max Drawdown (1Y)

Largest decline over 1 year

-13.10%

-26.87%

+13.77%

Max Drawdown (3Y)

Largest decline over 3 years

-27.28%

Max Drawdown (5Y)

Largest decline over 5 years

-33.46%

Current Drawdown

Current decline from peak

-4.63%

-19.27%

+14.64%

Average Drawdown

Average peak-to-trough decline

-9.56%

-10.34%

+0.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.50%

11.95%

-7.45%

Volatility

RBTX.L vs. WREE.L - Volatility Comparison

The current volatility for iShares Automation & Robotics UCITS ETF (RBTX.L) is 9.03%, while WisdomTree Strategic Metals and Rare Earths Miners UCITS ETF USD Acc (WREE.L) has a volatility of 12.99%. This indicates that RBTX.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


RBTX.LWREE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.03%

12.99%

-3.96%

Volatility (6M)

Calculated over the trailing 6-month period

18.27%

31.70%

-13.43%

Volatility (1Y)

Calculated over the trailing 1-year period

22.40%

57.03%

-34.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.41%

5,362.47%

-5,337.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.52%

5,362.47%

-5,337.95%

RBTX.L vs. WREE.L - Expense Ratio Comparison

RBTX.L has a 0.40% expense ratio, which is lower than WREE.L's 0.50% expense ratio.


Dividends

RBTX.L vs. WREE.L - Dividend Comparison

Neither RBTX.L nor WREE.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


RBTX.L and WREE.L have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

RBTX.L is cheaper with a 0.40% expense ratio, compared with 0.50% for WREE.L.

RBTX.L is categorized as Robotics, while WREE.L is Rare Earth & Strategic Metals. RBTX.L tracks iSTOXX® FactSet Automation & Robotics, 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: 0.40% for RBTX.L and 0.50% for WREE.L.

Portfolio Optimizer

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