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WREE.L vs. H2O.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WREE.L vs. H2O.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 Enapter AG (H2O.DE). 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 H2O.DE is traded in EUR. To make them comparable, the H2O.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 7.84% return, which is significantly higher than H2O.DE's -18.85% return.


WREE.L

1D
0.00%
1M
-14.93%
YTD
7.84%
6M
16.54%
1Y
90.87%
3Y*
5Y*
10Y*

H2O.DE

1D
-0.02%
1M
4.21%
YTD
-18.85%
6M
-29.87%
1Y
-50.92%
3Y*
-51.87%
5Y*
-44.63%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WREE.L vs. H2O.DE - 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%
H2O.DE
Enapter AG
-18.85%-57.56%-21.84%

Correlation

The correlation between WREE.L and H2O.DE is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.09

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

-0.05

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Return for Risk

WREE.L vs. H2O.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: 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

H2O.DE
H2O.DE Risk / Return Rank: 1515
Overall Rank
H2O.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
H2O.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
H2O.DE Omega Ratio Rank: 1616
Omega Ratio Rank
H2O.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
H2O.DE Martin Ratio Rank: 1616
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. H2O.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 Enapter AG (H2O.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.

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.LH2O.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.22

Sortino ratioReturn per unit of downside risk

+3.01

Omega ratioGain probability vs. loss probability

1.36

0.91

+0.45

Calmar ratioReturn relative to maximum drawdown

3.32

-0.77

+4.09

Martin ratioReturn relative to average drawdown

7.72

-1.17

+8.89

WREE.L vs. H2O.DE - Sharpe Ratio Comparison

The current WREE.L Sharpe Ratio is 1.58, which is higher than the H2O.DE Sharpe Ratio of -0.64. The chart below compares the historical Sharpe Ratios of WREE.L and H2O.DE, 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. H2O.DE - Drawdown Comparison

The maximum WREE.L drawdown since its inception was -27.50%, smaller than the maximum H2O.DE drawdown of -97.81%. Use the drawdown chart below to compare losses from any high point for WREE.L and H2O.DE.


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Drawdown Indicators


WREE.LH2O.DEDifference

Max Drawdown

Largest peak-to-trough decline

-27.50%

-97.81%

+70.31%

Max Drawdown (1Y)

Largest decline over 1 year

-26.87%

-63.62%

+36.75%

Max Drawdown (3Y)

Largest decline over 3 years

-91.59%

Max Drawdown (5Y)

Largest decline over 5 years

-96.23%

Current Drawdown

Current decline from peak

-19.29%

-97.28%

+77.99%

Average Drawdown

Average peak-to-trough decline

-10.25%

-66.84%

+56.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.56%

41.98%

-30.42%

Volatility

WREE.L vs. H2O.DE - Volatility Comparison

The current volatility for WisdomTree Strategic Metals and Rare Earths Miners UCITS ETF USD Acc (WREE.L) is 12.90%, while Enapter AG (H2O.DE) has a volatility of 16.54%. This indicates that WREE.L experiences smaller price fluctuations and is considered to be less risky than H2O.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WREE.LH2O.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.90%

16.54%

-3.64%

Volatility (6M)

Calculated over the trailing 6-month period

30.74%

42.27%

-11.53%

Volatility (1Y)

Calculated over the trailing 1-year period

56.33%

77.06%

-20.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5,411.89%

60.70%

+5,351.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5,411.89%

7,401.01%

-1,989.12%

Dividends

WREE.L vs. H2O.DE - Dividend Comparison

Neither WREE.L nor H2O.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


WREE.L and H2O.DE have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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