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

Performance

WREE.L vs. XAIX - 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 Xtrackers Artificial Intelligence and Big Data ETF (XAIX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

WREE.L is traded in GBp, while XAIX is traded in USD. To make them comparable, the XAIX 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 14.68% return, which is significantly lower than XAIX's 35.94% return.


WREE.L

1D
0.00%
1M
-5.46%
YTD
14.68%
6M
23.09%
1Y
102.97%
3Y*
5Y*
10Y*

XAIX

1D
3.49%
1M
9.95%
YTD
35.94%
6M
38.22%
1Y
62.98%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WREE.L vs. XAIX - Yearly Performance Comparison


Correlation

The correlation between WREE.L and XAIX is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

Correlation (All Time)
Calculated using the full available price history since Aug 2, 2024

0.28

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. XAIX — 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: 6363
Overall Rank
WREE.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
WREE.L Sortino Ratio Rank: 5454
Sortino Ratio Rank
WREE.L Omega Ratio Rank: 7272
Omega Ratio Rank
WREE.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
WREE.L Martin Ratio Rank: 5555
Martin Ratio Rank

XAIX
XAIX Risk / Return Rank: 8585
Overall Rank
XAIX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
XAIX Sortino Ratio Rank: 8282
Sortino Ratio Rank
XAIX Omega Ratio Rank: 8484
Omega Ratio Rank
XAIX Calmar Ratio Rank: 8686
Calmar Ratio Rank
XAIX Martin Ratio Rank: 8383
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. XAIX - 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 Xtrackers Artificial Intelligence and Big Data ETF (XAIX). 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.LXAIXDifference
Sharpe ratioReturn per unit of total volatility

-1.08

Sortino ratioReturn per unit of downside risk

-1.10

Omega ratioGain probability vs. loss probability

1.39

1.49

-0.10

Calmar ratioReturn relative to maximum drawdown

3.83

4.56

-0.73

Martin ratioReturn relative to average drawdown

8.91

12.93

-4.02

WREE.L vs. XAIX - Sharpe Ratio Comparison

The current WREE.L Sharpe Ratio is 1.82, which is lower than the XAIX Sharpe Ratio of 2.89. The chart below compares the historical Sharpe Ratios of WREE.L and XAIX, 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. XAIX - Drawdown Comparison

The maximum WREE.L drawdown since its inception was -27.50%, which is greater than XAIX's maximum drawdown of -24.97%. Use the drawdown chart below to compare losses from any high point for WREE.L and XAIX.


Loading charts...

Drawdown Indicators


WREE.LXAIXDifference

Max Drawdown

Largest peak-to-trough decline

-27.50%

-24.97%

-2.53%

Max Drawdown (1Y)

Largest decline over 1 year

-26.87%

-13.88%

-12.99%

Current Drawdown

Current decline from peak

-14.17%

-4.33%

-9.84%

Average Drawdown

Average peak-to-trough decline

-10.25%

-4.65%

-5.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.56%

4.89%

+6.67%

Volatility

WREE.L vs. XAIX - Volatility Comparison

WisdomTree Strategic Metals and Rare Earths Miners UCITS ETF USD Acc (WREE.L) has a higher volatility of 14.40% compared to Xtrackers Artificial Intelligence and Big Data ETF (XAIX) at 12.30%. This indicates that WREE.L's price experiences larger fluctuations and is considered to be riskier than XAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


WREE.LXAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.40%

12.30%

+2.10%

Volatility (6M)

Calculated over the trailing 6-month period

31.32%

18.71%

+12.61%

Volatility (1Y)

Calculated over the trailing 1-year period

56.75%

21.91%

+34.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5,406.88%

23.78%

+5,383.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5,406.88%

23.78%

+5,383.10%

WREE.L vs. XAIX - Expense Ratio Comparison

WREE.L has a 0.50% expense ratio, which is higher than XAIX's 0.35% expense ratio.


Dividends

WREE.L vs. XAIX - Dividend Comparison

WREE.L has not paid dividends to shareholders, while XAIX's dividend yield for the trailing twelve months is around 0.40%.


Frequently Asked Questions


WREE.L and XAIX have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XAIX is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XAIX is cheaper with a 0.35% expense ratio, compared with 0.50% for WREE.L.

WREE.L is categorized as Rare Earth & Strategic Metals, while XAIX is Technology Equities. WREE.L tracks WisdomTree Strategic Metals and Rare Earths Miners Index, while XAIX tracks Nasdaq Global Artificial Intelligence and Big Data Index. They also come from different issuers: WisdomTree and Xtrackers. Their fees differ too: 0.50% for WREE.L and 0.35% for XAIX.

Portfolio Optimizer

Find the right allocation for WREE.L and XAIX

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