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

Performance

WREE.L vs. SPGP.L - 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 Gold Producers UCITS ETF (SPGP.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WREE.L achieves a 7.84% return, which is significantly higher than SPGP.L's -5.80% return.


WREE.L

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

SPGP.L

1D
5.49%
1M
-16.05%
YTD
-5.80%
6M
-4.88%
1Y
52.23%
3Y*
36.39%
5Y*
18.46%
10Y*
13.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WREE.L vs. SPGP.L - 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%
SPGP.L
iShares Gold Producers UCITS ETF
-5.80%137.41%0.31%

Correlation

The correlation between WREE.L and SPGP.L is 0.67, 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

0.67

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

0.57

The correlation between WREE.L and SPGP.L shifts across timeframes, from 0.57 (all time) to 0.67 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

WREE.L vs. SPGP.L — 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

SPGP.L
SPGP.L Risk / Return Rank: 3737
Overall Rank
SPGP.L Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
SPGP.L Sortino Ratio Rank: 3737
Sortino Ratio Rank
SPGP.L Omega Ratio Rank: 3838
Omega Ratio Rank
SPGP.L Calmar Ratio Rank: 3535
Calmar Ratio Rank
SPGP.L Martin Ratio Rank: 3333
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. SPGP.L - 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 Gold Producers UCITS ETF (SPGP.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.

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.LSPGP.LDifference
Sharpe ratioReturn per unit of total volatility

+0.32

Sortino ratioReturn per unit of downside risk

+0.47

Omega ratioGain probability vs. loss probability

1.36

1.22

+0.14

Calmar ratioReturn relative to maximum drawdown

3.32

1.54

+1.78

Martin ratioReturn relative to average drawdown

7.72

4.40

+3.32

WREE.L vs. SPGP.L - Sharpe Ratio Comparison

The current WREE.L Sharpe Ratio is 1.58, which is comparable to the SPGP.L Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of WREE.L and SPGP.L, 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. SPGP.L - Drawdown Comparison

The maximum WREE.L drawdown since its inception was -27.50%, smaller than the maximum SPGP.L drawdown of -86.56%. Use the drawdown chart below to compare losses from any high point for WREE.L and SPGP.L.


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Drawdown Indicators


WREE.LSPGP.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.50%

-86.56%

+59.06%

Max Drawdown (1Y)

Largest decline over 1 year

-26.87%

-33.69%

+6.82%

Max Drawdown (3Y)

Largest decline over 3 years

-33.69%

Max Drawdown (5Y)

Largest decline over 5 years

-34.81%

Max Drawdown (10Y)

Largest decline over 10 years

-43.71%

Current Drawdown

Current decline from peak

-19.29%

-29.46%

+10.17%

Average Drawdown

Average peak-to-trough decline

-10.25%

-60.25%

+50.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.56%

11.81%

-0.25%

Volatility

WREE.L vs. SPGP.L - Volatility Comparison

WisdomTree Strategic Metals and Rare Earths Miners UCITS ETF USD Acc (WREE.L) and iShares Gold Producers UCITS ETF (SPGP.L) have volatilities of 12.90% and 13.22%, 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.


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Volatility by Period


WREE.LSPGP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.90%

13.22%

-0.32%

Volatility (6M)

Calculated over the trailing 6-month period

30.74%

33.40%

-2.66%

Volatility (1Y)

Calculated over the trailing 1-year period

56.33%

41.37%

+14.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5,411.89%

34.91%

+5,376.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5,411.89%

33.95%

+5,377.94%

WREE.L vs. SPGP.L - Expense Ratio Comparison

WREE.L has a 0.50% expense ratio, which is lower than SPGP.L's 0.55% expense ratio.


Dividends

WREE.L vs. SPGP.L - Dividend Comparison

Neither WREE.L nor SPGP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


WREE.L and SPGP.L have a correlation of 0.67, 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 0.55% for SPGP.L.

WREE.L is categorized as Commodity Producers Equities, while SPGP.L is Precious Metals. WREE.L tracks WisdomTree Strategic Metals and Rare Earths Miners Index, while SPGP.L tracks EMIX Global Mining Global Gold TR USD. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.50% for WREE.L and 0.55% for SPGP.L.

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