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VWCE.DE vs. WREE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VWCE.DE vs. WREE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard FTSE All-World UCITS ETF (VWCE.DE) 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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Different Trading Currencies

VWCE.DE is traded in EUR, while WREE.L is traded in GBp. To make them comparable, the WREE.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, VWCE.DE achieves a 13.19% return, which is significantly lower than WREE.L's 15.91% return.


VWCE.DE

1D
1.32%
1M
3.24%
YTD
13.19%
6M
14.70%
1Y
28.01%
3Y*
17.53%
5Y*
12.15%
10Y*

WREE.L

1D
0.00%
1M
-4.44%
YTD
15.91%
6M
25.26%
1Y
100.19%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VWCE.DE vs. WREE.L - Yearly Performance Comparison


2026 (YTD)20252024
VWCE.DE
Vanguard FTSE All-World UCITS ETF
13.19%9.16%16.57%
WREE.L
WisdomTree Strategic Metals and Rare Earths Miners UCITS ETF USD Acc
15.91%89.88%7,665.82%

Correlation

The correlation between VWCE.DE 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

0.44

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Return for Risk

VWCE.DE vs. WREE.L — Risk / Return Rank

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

VWCE.DE
VWCE.DE Risk / Return Rank: 8585
Overall Rank
VWCE.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
VWCE.DE Sortino Ratio Rank: 8484
Sortino Ratio Rank
VWCE.DE Omega Ratio Rank: 8484
Omega Ratio Rank
VWCE.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
VWCE.DE Martin Ratio Rank: 8989
Martin Ratio Rank

WREE.L
WREE.L Risk / Return Rank: 6363
Overall Rank
WREE.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
WREE.L Sortino Ratio Rank: 5454
Sortino Ratio Rank
WREE.L Omega Ratio Rank: 7272
Omega Ratio Rank
WREE.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
WREE.L Martin Ratio Rank: 5555
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.

VWCE.DE vs. WREE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World UCITS ETF (VWCE.DE) 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.


VWCE.DEWREE.LDifference
Sharpe ratioReturn per unit of total volatility

+0.63

Sortino ratioReturn per unit of downside risk

+0.97

Omega ratioGain probability vs. loss probability

1.44

1.38

+0.06

Calmar ratioReturn relative to maximum drawdown

4.26

3.64

+0.62

Martin ratioReturn relative to average drawdown

17.48

8.63

+8.85

VWCE.DE vs. WREE.L - Sharpe Ratio Comparison

The current VWCE.DE Sharpe Ratio is 2.40, which is higher than the WREE.L Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of VWCE.DE 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

VWCE.DE vs. WREE.L - Drawdown Comparison

The maximum VWCE.DE drawdown since its inception was -33.43%, which is greater than WREE.L's maximum drawdown of -27.54%. Use the drawdown chart below to compare losses from any high point for VWCE.DE and WREE.L.


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Drawdown Indicators


VWCE.DEWREE.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.43%

-27.54%

-5.89%

Max Drawdown (1Y)

Largest decline over 1 year

-6.55%

-27.54%

+20.99%

Max Drawdown (3Y)

Largest decline over 3 years

-21.07%

Max Drawdown (5Y)

Largest decline over 5 years

-21.07%

Current Drawdown

Current decline from peak

-0.17%

-14.00%

+13.83%

Average Drawdown

Average peak-to-trough decline

-4.68%

-9.51%

+4.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.60%

11.61%

-10.01%

Volatility

VWCE.DE vs. WREE.L - Volatility Comparison

The current volatility for Vanguard FTSE All-World UCITS ETF (VWCE.DE) is 3.44%, while WisdomTree Strategic Metals and Rare Earths Miners UCITS ETF USD Acc (WREE.L) has a volatility of 14.31%. This indicates that VWCE.DE 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


VWCE.DEWREE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.44%

14.31%

-10.87%

Volatility (6M)

Calculated over the trailing 6-month period

8.60%

31.56%

-22.96%

Volatility (1Y)

Calculated over the trailing 1-year period

11.66%

56.76%

-45.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.80%

5,412.74%

-5,398.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.16%

5,412.74%

-5,396.58%

VWCE.DE vs. WREE.L - Expense Ratio Comparison

VWCE.DE has a 0.19% expense ratio, which is lower than WREE.L's 0.50% expense ratio.


Dividends

VWCE.DE vs. WREE.L - Dividend Comparison

Neither VWCE.DE nor WREE.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


VWCE.DE 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, VWCE.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VWCE.DE is cheaper with a 0.19% expense ratio, compared with 0.50% for WREE.L.

VWCE.DE is categorized as Global Equities, while WREE.L is Rare Earth & Strategic Metals. VWCE.DE tracks FTSE All-World Index, while WREE.L tracks WisdomTree Strategic Metals and Rare Earths Miners Index. They also come from different issuers: Vanguard and WisdomTree. Their fees differ too: 0.19% for VWCE.DE and 0.50% for WREE.L.

Portfolio Optimizer

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