WNEW.L vs. AREG.L

Last updated Apr 2, 2026

Compare and contrast key facts about WisdomTree New Economy Real Estate UCITS ETF USD Dist (WNEW.L) and abrdn Future Real Estate UCITS ETF (AREG.L).

WNEW.L and AREG.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WNEW.L is a passively managed fund by WisdomTree that tracks the performance of the FTSE EPRA Nareit Global TR USD. It was launched on Feb 7, 2022. AREG.L is an actively managed fund by abrdn. It was launched on Feb 22, 2023.

Performance

WNEW.L vs. AREG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in WisdomTree New Economy Real Estate UCITS ETF USD Dist (WNEW.L) and abrdn Future Real Estate UCITS ETF (AREG.L). The values are adjusted to include any dividend payments, if applicable.

WNEW.L vs. AREG.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024
WNEW.L WisdomTree New Economy Real Estate UCITS ETF USD Dist	3.71%	23.24%	2.04%
AREG.L abrdn Future Real Estate UCITS ETF	2.37%	0.47%	4.44%

Returns By Period

In the year-to-date period, WNEW.L achieves a 3.71% return, which is significantly higher than AREG.L's 2.37% return.

WNEW.L

• 1D: 2.15%
• 1M: -6.12%
• YTD: 3.71%
• 6M: 0.06%
• 1Y: 30.27%
• 3Y*: 9.95%
• 5Y*: —
• 10Y*: —

AREG.L

• 1D: 0.86%
• 1M: -6.69%
• YTD: 2.37%
• 6M: 1.71%
• 1Y: 4.35%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

WNEW.L vs. AREG.L - Expense Ratio Comparison

WNEW.L has a 0.45% expense ratio, which is higher than AREG.L's 0.40% expense ratio.

WNEW.L

WisdomTree New Economy Real Estate UCITS ETF USD Dist

AREG.L

abrdn Future Real Estate UCITS ETF

Return for Risk

WNEW.L vs. AREG.L — Risk / Return Rank

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

WNEW.L

WNEW.L Risk / Return Rank: 71
WNEW.L Sharpe Ratio Rank: 77
WNEW.L Sortino Ratio Rank: 78
WNEW.L Omega Ratio Rank: 68
WNEW.L Calmar Ratio Rank: 77
WNEW.L Martin Ratio Rank: 55

AREG.L

AREG.L Risk / Return Rank: 19
AREG.L Sharpe Ratio Rank: 19
AREG.L Sortino Ratio Rank: 18
AREG.L Omega Ratio Rank: 18
AREG.L Calmar Ratio Rank: 20
AREG.L Martin Ratio Rank: 21

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.

WNEW.L vs. AREG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree New Economy Real Estate UCITS ETF USD Dist (WNEW.L) and abrdn Future Real Estate UCITS ETF (AREG.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.

	WNEW.L	AREG.L	Difference
Sharpe ratio Return per unit of total volatility	1.52	0.32	+1.20
Sortino ratio Return per unit of downside risk	2.11	0.52	+1.59
Omega ratio Gain probability vs. loss probability	1.27	1.07	+0.20
Calmar ratio Return relative to maximum drawdown	2.39	0.49	+1.90
Martin ratio Return relative to average drawdown	6.07	1.65	+4.42
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WNEW.L vs. AREG.L - Sharpe Ratio Comparison

The current WNEW.L Sharpe Ratio is 1.52, which is higher than the AREG.L Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of WNEW.L and AREG.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.

Sharpe Ratios by Period

	WNEW.L	AREG.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.52	0.32	+1.20
Sharpe Ratio (All Time) Calculated using the full available price history	0.20	0.30	-0.10

Correlation

The correlation between WNEW.L and AREG.L is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

WNEW.L vs. AREG.L - Dividend Comparison

WNEW.L's dividend yield for the trailing twelve months is around 1.54%, while AREG.L has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022
WNEW.L WisdomTree New Economy Real Estate UCITS ETF USD Dist	1.54%	1.70%	1.83%	1.23%	0.72%
AREG.L abrdn Future Real Estate UCITS ETF	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

WNEW.L vs. AREG.L - Drawdown Comparison

The maximum WNEW.L drawdown since its inception was -29.88%, which is greater than AREG.L's maximum drawdown of -18.47%. Use the drawdown chart below to compare losses from any high point for WNEW.L and AREG.L.

Drawdown Indicators

	WNEW.L	AREG.L	Difference
Max Drawdown Largest peak-to-trough decline	-29.88%	-18.47%	-11.41%
Max Drawdown (1Y) Largest decline over 1 year	-12.75%	-9.99%	-2.76%
Current Drawdown Current decline from peak	-7.61%	-7.41%	-0.20%
Average Drawdown Average peak-to-trough decline	-14.87%	-5.74%	-9.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.02%	2.81%	+2.21%

Volatility

WNEW.L vs. AREG.L - Volatility Comparison

WisdomTree New Economy Real Estate UCITS ETF USD Dist (WNEW.L) has a higher volatility of 6.45% compared to abrdn Future Real Estate UCITS ETF (AREG.L) at 4.67%. This indicates that WNEW.L's price experiences larger fluctuations and is considered to be riskier than AREG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WNEW.L	AREG.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.45%	4.67%	+1.78%
Volatility (6M) Calculated over the trailing 6-month period	13.74%	8.60%	+5.14%
Volatility (1Y) Calculated over the trailing 1-year period	19.88%	13.56%	+6.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.93%	12.41%	+4.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.93%	12.41%	+4.52%