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WDEP.L vs. PRUK.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WDEP.L vs. PRUK.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in WisdomTree Europe Defence UCITS ETF EUR Accumulating (WDEP.L) and Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D) (PRUK.L). The values are adjusted to include any dividend payments, if applicable.

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WDEP.L vs. PRUK.L - Yearly Performance Comparison


Returns By Period

In the year-to-date period, WDEP.L achieves a 7.07% return, which is significantly higher than PRUK.L's -5.58% return.


WDEP.L

1D
3.03%
1M
-7.52%
YTD
7.07%
6M
-5.24%
1Y
29.32%
3Y*
5Y*
10Y*

PRUK.L

1D
1.58%
1M
-11.68%
YTD
-5.58%
6M
-3.78%
1Y
13.33%
3Y*
6.18%
5Y*
0.08%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WDEP.L vs. PRUK.L - Expense Ratio Comparison

WDEP.L has a 0.45% expense ratio, which is higher than PRUK.L's 0.05% expense ratio.


Return for Risk

WDEP.L vs. PRUK.L — Risk / Return Rank

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

WDEP.L
WDEP.L Risk / Return Rank: 4242
Overall Rank
WDEP.L Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
WDEP.L Sortino Ratio Rank: 4747
Sortino Ratio Rank
WDEP.L Omega Ratio Rank: 4545
Omega Ratio Rank
WDEP.L Calmar Ratio Rank: 4343
Calmar Ratio Rank
WDEP.L Martin Ratio Rank: 3232
Martin Ratio Rank

PRUK.L
PRUK.L Risk / Return Rank: 4242
Overall Rank
PRUK.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
PRUK.L Sortino Ratio Rank: 4343
Sortino Ratio Rank
PRUK.L Omega Ratio Rank: 4343
Omega Ratio Rank
PRUK.L Calmar Ratio Rank: 3737
Calmar Ratio Rank
PRUK.L Martin Ratio Rank: 4040
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.

WDEP.L vs. PRUK.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Europe Defence UCITS ETF EUR Accumulating (WDEP.L) and Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D) (PRUK.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.


WDEP.LPRUK.LDifference

Sharpe ratio

Return per unit of total volatility

0.84

0.86

-0.02

Sortino ratio

Return per unit of downside risk

1.31

1.23

+0.08

Omega ratio

Gain probability vs. loss probability

1.18

1.17

+0.01

Calmar ratio

Return relative to maximum drawdown

1.14

0.98

+0.16

Martin ratio

Return relative to average drawdown

2.82

3.81

-0.99

WDEP.L vs. PRUK.L - Sharpe Ratio Comparison

The current WDEP.L Sharpe Ratio is 0.84, which is comparable to the PRUK.L Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of WDEP.L and PRUK.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WDEP.LPRUK.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

0.86

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.29

+0.08

Correlation

The correlation between WDEP.L and PRUK.L is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

WDEP.L vs. PRUK.L - Dividend Comparison

WDEP.L has not paid dividends to shareholders, while PRUK.L's dividend yield for the trailing twelve months is around 3.92%.


TTM202520242023202220212020
WDEP.L
WisdomTree Europe Defence UCITS ETF EUR Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PRUK.L
Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D)
3.92%3.70%3.63%3.43%3.50%1.73%0.29%

Drawdowns

WDEP.L vs. PRUK.L - Drawdown Comparison

The maximum WDEP.L drawdown since its inception was -23.44%, smaller than the maximum PRUK.L drawdown of -36.10%. Use the drawdown chart below to compare losses from any high point for WDEP.L and PRUK.L.


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Drawdown Indicators


WDEP.LPRUK.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.44%

-36.10%

+12.66%

Max Drawdown (1Y)

Largest decline over 1 year

-23.44%

-13.05%

-10.39%

Max Drawdown (5Y)

Largest decline over 5 years

-36.10%

Current Drawdown

Current decline from peak

-12.65%

-11.68%

-0.97%

Average Drawdown

Average peak-to-trough decline

-8.01%

-15.10%

+7.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.43%

3.35%

+6.08%

Volatility

WDEP.L vs. PRUK.L - Volatility Comparison

WisdomTree Europe Defence UCITS ETF EUR Accumulating (WDEP.L) has a higher volatility of 10.63% compared to Amundi Prime UK Mid and Small Cap UCITS ETF DR GBP (D) (PRUK.L) at 6.22%. This indicates that WDEP.L's price experiences larger fluctuations and is considered to be riskier than PRUK.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WDEP.LPRUK.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.63%

6.22%

+4.41%

Volatility (6M)

Calculated over the trailing 6-month period

27.86%

9.85%

+18.01%

Volatility (1Y)

Calculated over the trailing 1-year period

34.90%

15.61%

+19.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.82%

16.41%

+20.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.82%

17.37%

+19.45%