WNEW.L vs. EPRA.L
WNEW.L (WisdomTree New Economy Real Estate UCITS ETF USD Dist) and EPRA.L (Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR) are both REIT funds tracking the FTSE EPRA Nareit Global TR USD, from WisdomTree and Amundi respectively. Both are passively managed. Over the past 3 years, WNEW.L returned 16.70%/yr vs 6.12%/yr for EPRA.L. A 0.79 correlation means they provide meaningful diversification when combined. WNEW.L charges 0.45%/yr vs 0.10%/yr for EPRA.L.
Performance
WNEW.L vs. EPRA.L - Performance Comparison
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Returns By Period
In the year-to-date period, WNEW.L achieves a 22.36% return, which is significantly higher than EPRA.L's 6.79% return.
WNEW.L
- 1D
- -1.10%
- 1M
- 7.07%
- YTD
- 22.36%
- 6M
- 20.28%
- 1Y
- 48.84%
- 3Y*
- 16.70%
- 5Y*
- —
- 10Y*
- —
EPRA.L
- 1D
- 0.23%
- 1M
- -0.61%
- YTD
- 6.79%
- 6M
- 6.50%
- 1Y
- 12.77%
- 3Y*
- 6.12%
- 5Y*
- 2.03%
- 10Y*
- —
WNEW.L vs. EPRA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
WNEW.L WisdomTree New Economy Real Estate UCITS ETF USD Dist | 22.36% | 23.24% | -3.45% | 6.97% | -13.16% |
EPRA.L Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR | 6.79% | 3.12% | 1.31% | 4.40% | -10.36% |
Correlation
The correlation between WNEW.L and EPRA.L is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Feb 11, 2022 | 0.79 |
Over the past year, the correlation between WNEW.L and EPRA.L has dropped to 0.40 - well below their long-term average of 0.79, suggesting their price drivers have been diverging.
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Return for Risk
WNEW.L vs. EPRA.L — Risk / Return Rank
WNEW.L
EPRA.L
WNEW.L vs. EPRA.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 Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR (EPRA.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 | EPRA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.29 | ||
| Sortino ratioReturn per unit of downside risk | +1.55 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.22 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 3.81 | 1.42 | +2.39 |
| Martin ratioReturn relative to average drawdown | 9.87 | 5.00 | +4.87 |
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
| WNEW.L | EPRA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.50 | 1.21 | +1.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.15 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.19 | +0.23 |
Drawdowns
WNEW.L vs. EPRA.L - Drawdown Comparison
The maximum WNEW.L drawdown since its inception was -29.88%, smaller than the maximum EPRA.L drawdown of -35.65%. Use the drawdown chart below to compare losses from any high point for WNEW.L and EPRA.L.
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Drawdown Indicators
| WNEW.L | EPRA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.88% | -35.65% | +5.77% |
Max Drawdown (1Y)Largest decline over 1 year | -12.75% | -8.95% | -3.80% |
Max Drawdown (3Y)Largest decline over 3 years | -20.58% | -17.01% | -3.57% |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.59% | — |
Current DrawdownCurrent decline from peak | -2.60% | -3.51% | +0.91% |
Average DrawdownAverage peak-to-trough decline | -14.35% | -9.83% | -4.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.93% | 2.55% | +2.38% |
Volatility
WNEW.L vs. EPRA.L - Volatility Comparison
WisdomTree New Economy Real Estate UCITS ETF USD Dist (WNEW.L) has a higher volatility of 7.58% compared to Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR (EPRA.L) at 3.19%. This indicates that WNEW.L's price experiences larger fluctuations and is considered to be riskier than EPRA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WNEW.L | EPRA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.58% | 3.19% | +4.39% |
Volatility (6M)Calculated over the trailing 6-month period | 13.79% | 8.50% | +5.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.54% | 10.52% | +9.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.21% | 13.74% | +3.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.21% | 15.50% | +1.71% |
WNEW.L vs. EPRA.L - Expense Ratio Comparison
WNEW.L has a 0.45% expense ratio, which is higher than EPRA.L's 0.10% expense ratio.
Dividends
WNEW.L vs. EPRA.L - Dividend Comparison
WNEW.L's dividend yield for the trailing twelve months is around 1.30%, while EPRA.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
EPRA.L Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WNEW.L WisdomTree New Economy Real Estate UCITS ETF USD Dist | 1.30% | 1.70% | 1.83% | 1.23% | 0.72% |
Frequently Asked Questions
WNEW.L and EPRA.L have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EPRA.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EPRA.L is cheaper with a 0.10% expense ratio, compared with 0.45% for WNEW.L.
Both ETFs track FTSE EPRA Nareit Global TR USD. They also come from different issuers: WisdomTree and Amundi. Their fees differ too: 0.45% for WNEW.L and 0.10% for EPRA.L.
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