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WMRIX vs. DPREX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WMRIX vs. DPREX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wilmington Real Asset Fund (WMRIX) and Delaware Global Listed Real Assets Fund (DPREX). The values are adjusted to include any dividend payments, if applicable.

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WMRIX vs. DPREX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WMRIX
Wilmington Real Asset Fund
10.27%12.79%2.57%1.12%-8.03%21.49%-2.19%16.85%-7.21%11.81%
DPREX
Delaware Global Listed Real Assets Fund
6.35%18.95%-1.23%7.01%-7.07%19.08%1.22%30.71%-7.79%1.00%

Returns By Period

In the year-to-date period, WMRIX achieves a 10.27% return, which is significantly higher than DPREX's 6.35% return. Over the past 10 years, WMRIX has underperformed DPREX with an annualized return of 5.44%, while DPREX has yielded a comparatively higher 5.92% annualized return.


WMRIX

1D
0.19%
1M
-1.54%
YTD
10.27%
6M
12.47%
1Y
17.95%
3Y*
9.54%
5Y*
6.81%
10Y*
5.44%

DPREX

1D
0.28%
1M
-3.87%
YTD
6.35%
6M
9.05%
1Y
23.21%
3Y*
9.19%
5Y*
7.03%
10Y*
5.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WMRIX vs. DPREX - Expense Ratio Comparison

WMRIX has a 0.64% expense ratio, which is lower than DPREX's 1.31% expense ratio.


Return for Risk

WMRIX vs. DPREX — Risk / Return Rank

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

WMRIX
WMRIX Risk / Return Rank: 8383
Overall Rank
WMRIX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
WMRIX Sortino Ratio Rank: 8282
Sortino Ratio Rank
WMRIX Omega Ratio Rank: 8282
Omega Ratio Rank
WMRIX Calmar Ratio Rank: 7878
Calmar Ratio Rank
WMRIX Martin Ratio Rank: 9090
Martin Ratio Rank

DPREX
DPREX Risk / Return Rank: 9595
Overall Rank
DPREX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
DPREX Sortino Ratio Rank: 9595
Sortino Ratio Rank
DPREX Omega Ratio Rank: 9494
Omega Ratio Rank
DPREX Calmar Ratio Rank: 9494
Calmar Ratio Rank
DPREX Martin Ratio Rank: 9797
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.

WMRIX vs. DPREX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wilmington Real Asset Fund (WMRIX) and Delaware Global Listed Real Assets Fund (DPREX). 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.


WMRIXDPREXDifference

Sharpe ratio

Return per unit of total volatility

1.63

2.40

-0.77

Sortino ratio

Return per unit of downside risk

2.12

3.15

-1.03

Omega ratio

Gain probability vs. loss probability

1.33

1.49

-0.17

Calmar ratio

Return relative to maximum drawdown

1.86

3.05

-1.19

Martin ratio

Return relative to average drawdown

10.31

16.38

-6.06

WMRIX vs. DPREX - Sharpe Ratio Comparison

The current WMRIX Sharpe Ratio is 1.63, which is lower than the DPREX Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of WMRIX and DPREX, 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


WMRIXDPREXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.63

2.40

-0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.68

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.45

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.42

+0.12

Correlation

The correlation between WMRIX and DPREX is 0.74, 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

WMRIX vs. DPREX - Dividend Comparison

WMRIX's dividend yield for the trailing twelve months is around 6.49%, more than DPREX's 2.70% yield.


TTM20252024202320222021202020192018201720162015
WMRIX
Wilmington Real Asset Fund
6.49%7.15%1.02%3.51%6.07%9.29%1.99%3.03%2.84%2.73%0.00%5.31%
DPREX
Delaware Global Listed Real Assets Fund
2.70%2.60%2.46%1.73%14.25%5.80%1.71%3.87%2.49%3.69%22.78%12.98%

Drawdowns

WMRIX vs. DPREX - Drawdown Comparison

The maximum WMRIX drawdown since its inception was -37.84%, smaller than the maximum DPREX drawdown of -71.95%. Use the drawdown chart below to compare losses from any high point for WMRIX and DPREX.


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Drawdown Indicators


WMRIXDPREXDifference

Max Drawdown

Largest peak-to-trough decline

-37.84%

-71.95%

+34.11%

Max Drawdown (1Y)

Largest decline over 1 year

-9.91%

-7.52%

-2.39%

Max Drawdown (5Y)

Largest decline over 5 years

-22.03%

-19.04%

-2.99%

Max Drawdown (10Y)

Largest decline over 10 years

-31.27%

-31.40%

+0.13%

Current Drawdown

Current decline from peak

-2.56%

-3.87%

+1.31%

Average Drawdown

Average peak-to-trough decline

-7.22%

-10.82%

+3.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.79%

1.40%

+0.39%

Volatility

WMRIX vs. DPREX - Volatility Comparison

Wilmington Real Asset Fund (WMRIX) and Delaware Global Listed Real Assets Fund (DPREX) have volatilities of 2.82% and 2.93%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WMRIXDPREXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.82%

2.93%

-0.11%

Volatility (6M)

Calculated over the trailing 6-month period

7.04%

6.02%

+1.02%

Volatility (1Y)

Calculated over the trailing 1-year period

11.38%

9.68%

+1.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.54%

10.46%

+1.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.48%

13.21%

-0.73%