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WREE.L vs. EZA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WREE.L vs. EZA - 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 South Africa ETF (EZA). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

WREE.L is traded in GBp, while EZA is traded in USD. To make them comparable, the EZA 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 higher than EZA's -2.31% return.


WREE.L

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

EZA

1D
0.98%
1M
-4.68%
YTD
-2.31%
6M
2.51%
1Y
32.37%
3Y*
20.97%
5Y*
10.64%
10Y*
8.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WREE.L vs. EZA - 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%
EZA
iShares MSCI South Africa ETF
-2.31%62.72%15.29%

Correlation

The correlation between WREE.L and EZA is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.55

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

0.52

The correlation between WREE.L and EZA has been stable across timeframes, ranging from 0.52 to 0.55 - a consistent structural relationship.

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Return for Risk

WREE.L vs. EZA — 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

EZA
EZA Risk / Return Rank: 2929
Overall Rank
EZA Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
EZA Sortino Ratio Rank: 2828
Sortino Ratio Rank
EZA Omega Ratio Rank: 3030
Omega Ratio Rank
EZA Calmar Ratio Rank: 3131
Calmar Ratio Rank
EZA Martin Ratio Rank: 2828
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. EZA - 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 South Africa ETF (EZA). 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.LEZADifference
Sharpe ratioReturn per unit of total volatility

+0.47

Sortino ratioReturn per unit of downside risk

+0.61

Omega ratioGain probability vs. loss probability

1.36

1.21

+0.15

Calmar ratioReturn relative to maximum drawdown

3.32

1.44

+1.88

Martin ratioReturn relative to average drawdown

7.72

3.78

+3.94

WREE.L vs. EZA - Sharpe Ratio Comparison

The current WREE.L Sharpe Ratio is 1.58, which is higher than the EZA Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of WREE.L and EZA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

WREE.L vs. EZA - Drawdown Comparison

The maximum WREE.L drawdown since its inception was -27.50%, smaller than the maximum EZA drawdown of -54.38%. Use the drawdown chart below to compare losses from any high point for WREE.L and EZA.


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Drawdown Indicators


WREE.LEZADifference

Max Drawdown

Largest peak-to-trough decline

-27.50%

-54.38%

+26.88%

Max Drawdown (1Y)

Largest decline over 1 year

-26.87%

-22.51%

-4.36%

Max Drawdown (3Y)

Largest decline over 3 years

-22.51%

Max Drawdown (5Y)

Largest decline over 5 years

-28.58%

Max Drawdown (10Y)

Largest decline over 10 years

-53.90%

Current Drawdown

Current decline from peak

-19.29%

-17.58%

-1.71%

Average Drawdown

Average peak-to-trough decline

-10.25%

-14.35%

+4.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.56%

8.59%

+2.97%

Volatility

WREE.L vs. EZA - Volatility Comparison

WisdomTree Strategic Metals and Rare Earths Miners UCITS ETF USD Acc (WREE.L) has a higher volatility of 12.90% compared to iShares MSCI South Africa ETF (EZA) at 10.43%. This indicates that WREE.L's price experiences larger fluctuations and is considered to be riskier than EZA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WREE.LEZADifference

Volatility (1M)

Calculated over the trailing 1-month period

12.90%

10.43%

+2.47%

Volatility (6M)

Calculated over the trailing 6-month period

30.74%

24.70%

+6.04%

Volatility (1Y)

Calculated over the trailing 1-year period

56.33%

29.13%

+27.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5,411.89%

25.57%

+5,386.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5,411.89%

29.10%

+5,382.79%

WREE.L vs. EZA - Expense Ratio Comparison

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


Dividends

WREE.L vs. EZA - Dividend Comparison

WREE.L has not paid dividends to shareholders, while EZA's dividend yield for the trailing twelve months is around 6.34%.


PositionTTM20252024202320222021202020192018201720162015
EZA
iShares MSCI South Africa ETF
6.34%6.16%7.26%2.84%3.90%2.05%5.51%12.27%3.81%1.55%4.10%3.03%
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 EZA have a correlation of 0.55, 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 EZA.

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

Portfolio Optimizer

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