WNDY.DE vs. WDNR.DE
WNDY.DE (Global X Wind Energy UCITS ETF USD Accumulating) and WDNR.DE (Amundi Global BioEnergy ESG Screened UCITS ETF EUR Acc) are both Energy Equities funds - WNDY.DE tracks the Solactive Wind Energy while WDNR.DE tracks the Bloomberg BioEnergy ESG. Both are passively managed. Over the past 3 years, WNDY.DE returned -0.54%/yr vs 8.76%/yr for WDNR.DE. At a 0.30 correlation, their price movements are largely independent. WNDY.DE charges 0.50%/yr vs 0.35%/yr for WDNR.DE.
Performance
WNDY.DE vs. WDNR.DE - Performance Comparison
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Returns By Period
In the year-to-date period, WNDY.DE achieves a 17.83% return, which is significantly lower than WDNR.DE's 32.56% return.
WNDY.DE
- 1D
- -2.17%
- 1M
- -7.39%
- YTD
- 17.83%
- 6M
- 17.94%
- 1Y
- 39.82%
- 3Y*
- -0.54%
- 5Y*
- —
- 10Y*
- —
WDNR.DE
- 1D
- -1.19%
- 1M
- 2.71%
- YTD
- 32.56%
- 6M
- 30.08%
- 1Y
- 52.59%
- 3Y*
- 8.76%
- 5Y*
- 15.63%
- 10Y*
- 6.68%
WNDY.DE vs. WDNR.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
WNDY.DE Global X Wind Energy UCITS ETF USD Accumulating | 17.83% | 17.05% | -14.98% | -22.01% | -8.38% |
WDNR.DE Amundi Global BioEnergy ESG Screened UCITS ETF EUR Acc | 32.56% | 10.93% | -16.29% | -1.60% | 27.94% |
Correlation
The correlation between WNDY.DE and WDNR.DE is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Feb 10, 2022 | 0.30 |
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Return for Risk
WNDY.DE vs. WDNR.DE — Risk / Return Rank
WNDY.DE
WDNR.DE
WNDY.DE vs. WDNR.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Wind Energy UCITS ETF USD Accumulating (WNDY.DE) and Amundi Global BioEnergy ESG Screened UCITS ETF EUR Acc (WDNR.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.
| WNDY.DE | WDNR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.05 | ||
| Sortino ratioReturn per unit of downside risk | -1.33 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.52 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 4.67 | 5.91 | -1.24 |
| Martin ratioReturn relative to average drawdown | 14.81 | 24.02 | -9.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WNDY.DE | WDNR.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.96 | 3.01 | -1.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.71 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.28 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.19 | 0.25 | -0.44 |
Drawdowns
WNDY.DE vs. WDNR.DE - Drawdown Comparison
The maximum WNDY.DE drawdown since its inception was -52.12%, smaller than the maximum WDNR.DE drawdown of -62.27%. Use the drawdown chart below to compare losses from any high point for WNDY.DE and WDNR.DE.
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Drawdown Indicators
| WNDY.DE | WDNR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.12% | -62.27% | +10.15% |
Max Drawdown (1Y)Largest decline over 1 year | -8.45% | -8.85% | +0.40% |
Max Drawdown (3Y)Largest decline over 3 years | -37.87% | -34.75% | -3.12% |
Max Drawdown (5Y)Largest decline over 5 years | — | -40.22% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -61.84% | — |
Current DrawdownCurrent decline from peak | -23.24% | -1.19% | -22.05% |
Average DrawdownAverage peak-to-trough decline | -30.02% | -16.70% | -13.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 2.18% | +0.49% |
Volatility
WNDY.DE vs. WDNR.DE - Volatility Comparison
Global X Wind Energy UCITS ETF USD Accumulating (WNDY.DE) has a higher volatility of 5.39% compared to Amundi Global BioEnergy ESG Screened UCITS ETF EUR Acc (WDNR.DE) at 4.95%. This indicates that WNDY.DE's price experiences larger fluctuations and is considered to be riskier than WDNR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WNDY.DE | WDNR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.39% | 4.95% | +0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 14.34% | 13.82% | +0.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.15% | 17.36% | +2.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.04% | 22.68% | -1.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.04% | 27.02% | -5.98% |
WNDY.DE vs. WDNR.DE - Expense Ratio Comparison
WNDY.DE has a 0.50% expense ratio, which is higher than WDNR.DE's 0.35% expense ratio.
Dividends
WNDY.DE vs. WDNR.DE - Dividend Comparison
Neither WNDY.DE nor WDNR.DE has paid dividends to shareholders.
Frequently Asked Questions
WNDY.DE and WDNR.DE have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WDNR.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WDNR.DE is cheaper with a 0.35% expense ratio, compared with 0.50% for WNDY.DE.
WNDY.DE tracks Solactive Wind Energy, while WDNR.DE tracks Bloomberg BioEnergy ESG. They also come from different issuers: Global X and Amundi. Their fees differ too: 0.50% for WNDY.DE and 0.35% for WDNR.DE.
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