PortfoliosLab logoPortfoliosLab logo
WREE.L vs. EWT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WREE.L vs. EWT - 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 iShares MSCI Taiwan ETF (EWT). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

WREE.L is traded in GBp, while EWT is traded in USD. To make them comparable, the EWT 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 7.84% return, which is significantly lower than EWT's 62.35% return.


WREE.L

1D
0.00%
1M
-17.91%
YTD
7.84%
6M
16.54%
1Y
89.23%
3Y*
5Y*
10Y*

EWT

1D
0.25%
1M
9.13%
YTD
62.35%
6M
67.03%
1Y
92.17%
3Y*
32.26%
5Y*
18.70%
10Y*
20.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WREE.L vs. EWT - Yearly Performance Comparison


2026 (YTD)20252024
WREE.L
WisdomTree Strategic Metals and Rare Earths Miners UCITS ETF USD Acc
7.84%100.33%7,349.36%
EWT
iShares MSCI Taiwan ETF
62.35%19.23%15.59%

Correlation

The correlation between WREE.L and EWT is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.34

Correlation (All Time)
Calculated using the full available price history since Apr 22, 2024

0.33

Compare stocks, funds, or ETFs

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


Return for Risk

WREE.L vs. EWT — 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: 5959
Overall Rank
WREE.L Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
WREE.L Sortino Ratio Rank: 5151
Sortino Ratio Rank
WREE.L Omega Ratio Rank: 6969
Omega Ratio Rank
WREE.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
WREE.L Martin Ratio Rank: 5151
Martin Ratio Rank

EWT
EWT Risk / Return Rank: 9494
Overall Rank
EWT Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
EWT Sortino Ratio Rank: 9292
Sortino Ratio Rank
EWT Omega Ratio Rank: 9292
Omega Ratio Rank
EWT Calmar Ratio Rank: 9696
Calmar Ratio Rank
EWT Martin Ratio Rank: 9595
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.

WREE.L vs. EWT - 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 iShares MSCI Taiwan ETF (EWT). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


WREE.LEWTDifference
Sharpe ratioReturn per unit of total volatility

-2.19

Sortino ratioReturn per unit of downside risk

-2.08

Omega ratioGain probability vs. loss probability

1.36

1.65

-0.29

Calmar ratioReturn relative to maximum drawdown

3.32

10.53

-7.21

Martin ratioReturn relative to average drawdown

7.72

29.10

-21.38

WREE.L vs. EWT - Sharpe Ratio Comparison

The current WREE.L Sharpe Ratio is 1.58, which is lower than the EWT Sharpe Ratio of 3.77. The chart below compares the historical Sharpe Ratios of WREE.L and EWT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

WREE.L vs. EWT - Drawdown Comparison

The maximum WREE.L drawdown since its inception was -27.50%, smaller than the maximum EWT drawdown of -49.31%. Use the drawdown chart below to compare losses from any high point for WREE.L and EWT.


Loading charts...

Drawdown Indicators


WREE.LEWTDifference

Max Drawdown

Largest peak-to-trough decline

-27.50%

-49.31%

+21.81%

Max Drawdown (1Y)

Largest decline over 1 year

-26.87%

-8.80%

-18.07%

Max Drawdown (3Y)

Largest decline over 3 years

-26.08%

Max Drawdown (5Y)

Largest decline over 5 years

-28.99%

Max Drawdown (10Y)

Largest decline over 10 years

-28.99%

Current Drawdown

Current decline from peak

-19.29%

-3.90%

-15.39%

Average Drawdown

Average peak-to-trough decline

-10.25%

-9.17%

-1.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.56%

3.18%

+8.38%

Volatility

WREE.L vs. EWT - Volatility Comparison

WisdomTree Strategic Metals and Rare Earths Miners UCITS ETF USD Acc (WREE.L) and iShares MSCI Taiwan ETF (EWT) have volatilities of 12.90% and 12.82%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


WREE.LEWTDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.90%

12.82%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

30.74%

20.61%

+10.13%

Volatility (1Y)

Calculated over the trailing 1-year period

56.33%

24.60%

+31.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5,411.89%

20.87%

+5,391.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5,411.89%

20.77%

+5,391.12%

WREE.L vs. EWT - Expense Ratio Comparison

WREE.L has a 0.50% expense ratio, which is lower than EWT's 0.59% expense ratio.


Dividends

WREE.L vs. EWT - Dividend Comparison

WREE.L has not paid dividends to shareholders, while EWT's dividend yield for the trailing twelve months is around 2.74%.


PositionTTM20252024202320222021202020192018201720162015
EWT
iShares MSCI Taiwan ETF
2.74%4.43%3.32%8.12%18.82%0.55%1.83%2.49%3.16%2.81%2.39%3.12%
WREE.L
WisdomTree Strategic Metals and Rare Earths Miners UCITS ETF USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


WREE.L and EWT have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WREE.L is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WREE.L is cheaper with a 0.50% expense ratio, compared with 0.59% for EWT.

WREE.L is categorized as Commodity Producers Equities, while EWT is Asia Pacific Equities. WREE.L tracks WisdomTree Strategic Metals and Rare Earths Miners Index, while EWT tracks MSCI Taiwan Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.50% for WREE.L and 0.59% for EWT.

Portfolio Optimizer

Find the right allocation for WREE.L and EWT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer