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WRNA.DE vs. D5BL.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WRNA.DE vs. D5BL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in WisdomTree BioRevolution UCITS ETF USD Acc (WRNA.DE) and Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE). The values are adjusted to include any dividend payments, if applicable.

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WRNA.DE vs. D5BL.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
WRNA.DE
WisdomTree BioRevolution UCITS ETF USD Acc
5.87%9.13%-10.92%-3.37%-22.01%-0.98%
D5BL.DE
Xtrackers MSCI Europe Value UCITS ETF
4.33%35.78%10.37%14.14%-4.63%3.37%

Returns By Period

In the year-to-date period, WRNA.DE achieves a 5.87% return, which is significantly higher than D5BL.DE's 4.33% return.


WRNA.DE

1D
-0.02%
1M
1.72%
YTD
5.87%
6M
13.26%
1Y
36.01%
3Y*
0.80%
5Y*
10Y*

D5BL.DE

1D
-0.46%
1M
0.37%
YTD
4.33%
6M
14.29%
1Y
28.34%
3Y*
18.33%
5Y*
13.71%
10Y*
10.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WRNA.DE vs. D5BL.DE - Expense Ratio Comparison

WRNA.DE has a 0.45% expense ratio, which is higher than D5BL.DE's 0.15% expense ratio.


Return for Risk

WRNA.DE vs. D5BL.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WRNA.DE
WRNA.DE Risk / Return Rank: 6767
Overall Rank
WRNA.DE Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
WRNA.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
WRNA.DE Omega Ratio Rank: 5353
Omega Ratio Rank
WRNA.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
WRNA.DE Martin Ratio Rank: 6868
Martin Ratio Rank

D5BL.DE
D5BL.DE Risk / Return Rank: 8484
Overall Rank
D5BL.DE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
D5BL.DE Sortino Ratio Rank: 8080
Sortino Ratio Rank
D5BL.DE Omega Ratio Rank: 8383
Omega Ratio Rank
D5BL.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
D5BL.DE Martin Ratio Rank: 8888
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.

WRNA.DE vs. D5BL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree BioRevolution UCITS ETF USD Acc (WRNA.DE) and Xtrackers MSCI Europe Value UCITS ETF (D5BL.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.


WRNA.DED5BL.DEDifference

Sharpe ratio

Return per unit of total volatility

1.17

1.69

-0.52

Sortino ratio

Return per unit of downside risk

1.72

2.18

-0.46

Omega ratio

Gain probability vs. loss probability

1.21

1.34

-0.13

Calmar ratio

Return relative to maximum drawdown

3.14

3.26

-0.12

Martin ratio

Return relative to average drawdown

8.44

12.60

-4.16

WRNA.DE vs. D5BL.DE - Sharpe Ratio Comparison

The current WRNA.DE Sharpe Ratio is 1.17, which is lower than the D5BL.DE Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of WRNA.DE and D5BL.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WRNA.DED5BL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.17

1.69

-0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.24

0.45

-0.70

Correlation

The correlation between WRNA.DE and D5BL.DE is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

WRNA.DE vs. D5BL.DE - Dividend Comparison

Neither WRNA.DE nor D5BL.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

WRNA.DE vs. D5BL.DE - Drawdown Comparison

The maximum WRNA.DE drawdown since its inception was -52.35%, which is greater than D5BL.DE's maximum drawdown of -40.40%. Use the drawdown chart below to compare losses from any high point for WRNA.DE and D5BL.DE.


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Drawdown Indicators


WRNA.DED5BL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-52.35%

-40.40%

-11.95%

Max Drawdown (1Y)

Largest decline over 1 year

-13.42%

-10.95%

-2.47%

Max Drawdown (5Y)

Largest decline over 5 years

-19.58%

Max Drawdown (10Y)

Largest decline over 10 years

-40.40%

Current Drawdown

Current decline from peak

-24.04%

-5.07%

-18.97%

Average Drawdown

Average peak-to-trough decline

-27.39%

-7.30%

-20.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.99%

2.59%

+2.40%

Volatility

WRNA.DE vs. D5BL.DE - Volatility Comparison

WisdomTree BioRevolution UCITS ETF USD Acc (WRNA.DE) has a higher volatility of 7.02% compared to Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) at 6.10%. This indicates that WRNA.DE's price experiences larger fluctuations and is considered to be riskier than D5BL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WRNA.DED5BL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.02%

6.10%

+0.92%

Volatility (6M)

Calculated over the trailing 6-month period

21.16%

10.54%

+10.62%

Volatility (1Y)

Calculated over the trailing 1-year period

30.68%

16.70%

+13.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.33%

15.44%

+8.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.33%

17.76%

+6.57%