WREE.L vs. ARAW.DE

Last updated Apr 2, 2026

Compare and contrast key facts about WisdomTree Strategic Metals and Rare Earths Miners UCITS ETF USD Acc (WREE.L) and abrdn Future Raw Materials UCITS ETF (ARAW.DE).

WREE.L and ARAW.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WREE.L is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Strategic Metals and Rare Earths Miners Index. It was launched on Apr 3, 2024. ARAW.DE is an actively managed fund by abrdn. It was launched on May 9, 2025.

Performance

WREE.L vs. ARAW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in WisdomTree Strategic Metals and Rare Earths Miners UCITS ETF USD Acc (WREE.L) and abrdn Future Raw Materials UCITS ETF (ARAW.DE). The values are adjusted to include any dividend payments, if applicable.

WREE.L vs. ARAW.DE - Yearly Performance Comparison

	2026 (YTD)	2025
WREE.L WisdomTree Strategic Metals and Rare Earths Miners UCITS ETF USD Acc	11.99%	90.52%
ARAW.DE abrdn Future Raw Materials UCITS ETF	17.72%	102.10%

Different Trading Currencies

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

Returns By Period

In the year-to-date period, WREE.L achieves a 11.99% return, which is significantly lower than ARAW.DE's 17.72% return.

WREE.L

• 1D: 1.65%
• 1M: -13.73%
• YTD: 11.99%
• 6M: 31.30%
• 1Y: 114.00%
• 3Y*: —
• 5Y*: —
• 10Y*: —

ARAW.DE

• 1D: 4.99%
• 1M: -10.26%
• YTD: 17.72%
• 6M: 46.77%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

WREE.L vs. ARAW.DE - Expense Ratio Comparison

WREE.L has a 0.50% expense ratio, which is higher than ARAW.DE's 0.45% expense ratio.

WREE.L

WisdomTree Strategic Metals and Rare Earths Miners UCITS ETF USD Acc

ARAW.DE

abrdn Future Raw Materials UCITS ETF

Return for Risk

WREE.L vs. ARAW.DE — Risk / Return Rank

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

WREE.L

WREE.L Risk / Return Rank: 97
WREE.L Sharpe Ratio Rank: 98
WREE.L Sortino Ratio Rank: 97
WREE.L Omega Ratio Rank: 95
WREE.L Calmar Ratio Rank: 97
WREE.L Martin Ratio Rank: 97

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.

WREE.L vs. ARAW.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Strategic Metals and Rare Earths Miners UCITS ETF USD Acc (WREE.L) and abrdn Future Raw Materials UCITS ETF (ARAW.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.

	WREE.L	ARAW.DE	Difference
Sharpe ratio Return per unit of total volatility	3.25	—	—
Sortino ratio Return per unit of downside risk	3.56	—	—
Omega ratio Gain probability vs. loss probability	1.49	—	—
Calmar ratio Return relative to maximum drawdown	5.04	—	—
Martin ratio Return relative to average drawdown	19.53	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	WREE.L	ARAW.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.25	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.44	5.43	-4.00

Correlation

The correlation between WREE.L and ARAW.DE is 0.84, 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

WREE.L vs. ARAW.DE - Dividend Comparison

Neither WREE.L nor ARAW.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

WREE.L vs. ARAW.DE - Drawdown Comparison

The maximum WREE.L drawdown since its inception was -27.50%, which is greater than ARAW.DE's maximum drawdown of -20.83%. Use the drawdown chart below to compare losses from any high point for WREE.L and ARAW.DE.

Drawdown Indicators

	WREE.L	ARAW.DE	Difference
Max Drawdown Largest peak-to-trough decline	-27.50%	-20.41%	-7.09%
Max Drawdown (1Y) Largest decline over 1 year	-23.01%	—	—
Current Drawdown Current decline from peak	-14.34%	-10.61%	-3.73%
Average Drawdown Average peak-to-trough decline	-8.67%	-2.70%	-5.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.93%	—	—

Volatility

Volatility by Period

	WREE.L	ARAW.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.91%	—	—
Volatility (6M) Calculated over the trailing 6-month period	30.87%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	34.90%	30.05%	+4.85%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.48%	30.05%	-0.57%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.48%	30.05%	-0.57%