PortfoliosLab logoPortfoliosLab logo
WNEW.L vs. DPYE.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WNEW.L vs. DPYE.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 iShares Developed Markets Property Yield UCITS ETF EUR Hedged (Acc) (DPYE.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

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


2026 (YTD)2025202420232022
WNEW.L
WisdomTree New Economy Real Estate UCITS ETF USD Dist
3.71%23.24%-3.45%6.97%-13.16%
DPYE.L
iShares Developed Markets Property Yield UCITS ETF EUR Hedged (Acc)
1.77%11.12%-3.84%5.89%-15.64%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, WNEW.L achieves a 3.71% return, which is significantly higher than DPYE.L's 1.77% return.


WNEW.L

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

DPYE.L

1D
1.33%
1M
-6.19%
YTD
1.77%
6M
1.00%
1Y
10.28%
3Y*
5.33%
5Y*
1.43%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

WNEW.L has a 0.45% expense ratio, which is lower than DPYE.L's 0.64% expense ratio.


Return for Risk

WNEW.L vs. DPYE.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: 7171
Overall Rank
WNEW.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
WNEW.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
WNEW.L Omega Ratio Rank: 6868
Omega Ratio Rank
WNEW.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
WNEW.L Martin Ratio Rank: 5555
Martin Ratio Rank

DPYE.L
DPYE.L Risk / Return Rank: 2121
Overall Rank
DPYE.L Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
DPYE.L Sortino Ratio Rank: 2020
Sortino Ratio Rank
DPYE.L Omega Ratio Rank: 2121
Omega Ratio Rank
DPYE.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
DPYE.L Martin Ratio Rank: 2323
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.

WNEW.L vs. DPYE.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 iShares Developed Markets Property Yield UCITS ETF EUR Hedged (Acc) (DPYE.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.LDPYE.LDifference

Sharpe ratio

Return per unit of total volatility

1.52

0.73

+0.78

Sortino ratio

Return per unit of downside risk

2.11

1.10

+1.01

Omega ratio

Gain probability vs. loss probability

1.27

1.15

+0.12

Calmar ratio

Return relative to maximum drawdown

2.39

1.00

+1.39

Martin ratio

Return relative to average drawdown

6.07

3.62

+2.45

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

The current WNEW.L Sharpe Ratio is 1.52, which is higher than the DPYE.L Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of WNEW.L and DPYE.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.


Loading graphics...

Sharpe Ratios by Period


WNEW.LDPYE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.52

0.73

+0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.11

+0.09

Correlation

The correlation between WNEW.L and DPYE.L is 0.75, 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

WNEW.L vs. DPYE.L - Dividend Comparison

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


TTM2025202420232022
WNEW.L
WisdomTree New Economy Real Estate UCITS ETF USD Dist
1.54%1.70%1.83%1.23%0.72%
DPYE.L
iShares Developed Markets Property Yield UCITS ETF EUR Hedged (Acc)
0.00%0.00%0.00%0.00%0.00%

Drawdowns

WNEW.L vs. DPYE.L - Drawdown Comparison

The maximum WNEW.L drawdown since its inception was -29.88%, smaller than the maximum DPYE.L drawdown of -36.42%. Use the drawdown chart below to compare losses from any high point for WNEW.L and DPYE.L.


Loading graphics...

Drawdown Indicators


WNEW.LDPYE.LDifference

Max Drawdown

Largest peak-to-trough decline

-29.88%

-41.46%

+11.58%

Max Drawdown (1Y)

Largest decline over 1 year

-12.75%

-11.21%

-1.54%

Max Drawdown (5Y)

Largest decline over 5 years

-33.12%

Current Drawdown

Current decline from peak

-7.61%

-11.85%

+4.24%

Average Drawdown

Average peak-to-trough decline

-14.87%

-12.86%

-2.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.02%

2.77%

+2.25%

Volatility

WNEW.L vs. DPYE.L - Volatility Comparison

WisdomTree New Economy Real Estate UCITS ETF USD Dist (WNEW.L) has a higher volatility of 6.45% compared to iShares Developed Markets Property Yield UCITS ETF EUR Hedged (Acc) (DPYE.L) at 4.70%. This indicates that WNEW.L's price experiences larger fluctuations and is considered to be riskier than DPYE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


WNEW.LDPYE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.45%

4.70%

+1.75%

Volatility (6M)

Calculated over the trailing 6-month period

13.74%

8.36%

+5.38%

Volatility (1Y)

Calculated over the trailing 1-year period

19.88%

13.97%

+5.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.93%

15.23%

+1.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.93%

17.25%

-0.32%