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WRNW.DE vs. NCLR.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WRNW.DE vs. NCLR.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in WisdomTree Renewable Energy UCITS ETF USD Unhedged Acc (WRNW.DE) and WisdomTree Uranium and Nuclear Energy UCITS ETF (NCLR.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

WRNW.DE is traded in EUR, while NCLR.L is traded in GBp. To make them comparable, the NCLR.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, WRNW.DE achieves a 30.17% return, which is significantly higher than NCLR.L's 3.58% return.


WRNW.DE

1D
-2.37%
1M
-0.05%
YTD
30.17%
6M
31.80%
1Y
105.32%
3Y*
5Y*
10Y*

NCLR.L

1D
0.00%
1M
-15.47%
YTD
3.58%
6M
4.71%
1Y
42.63%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WRNW.DE vs. NCLR.L - Yearly Performance Comparison


Correlation

The correlation between WRNW.DE and NCLR.L is 0.59, 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

0.59

Correlation (All Time)
Calculated using the full available price history since Mar 10, 2025

0.56

The correlation between WRNW.DE and NCLR.L has been stable across timeframes, ranging from 0.56 to 0.59 - a consistent structural relationship.

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Return for Risk

WRNW.DE vs. NCLR.L — Risk / Return Rank

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

WRNW.DE
WRNW.DE Risk / Return Rank: 9191
Overall Rank
WRNW.DE Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
WRNW.DE Sortino Ratio Rank: 8989
Sortino Ratio Rank
WRNW.DE Omega Ratio Rank: 8686
Omega Ratio Rank
WRNW.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
WRNW.DE Martin Ratio Rank: 9393
Martin Ratio Rank

NCLR.L
NCLR.L Risk / Return Rank: 3131
Overall Rank
NCLR.L Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
NCLR.L Sortino Ratio Rank: 3131
Sortino Ratio Rank
NCLR.L Omega Ratio Rank: 3030
Omega Ratio Rank
NCLR.L Calmar Ratio Rank: 3535
Calmar Ratio Rank
NCLR.L Martin Ratio Rank: 2929
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.

WRNW.DE vs. NCLR.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Renewable Energy UCITS ETF USD Unhedged Acc (WRNW.DE) and WisdomTree Uranium and Nuclear Energy UCITS ETF (NCLR.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.


WRNW.DENCLR.LDifference
Sharpe ratioReturn per unit of total volatility

+2.65

Sortino ratioReturn per unit of downside risk

+2.57

Omega ratioGain probability vs. loss probability

1.52

1.17

+0.34

Calmar ratioReturn relative to maximum drawdown

7.07

1.45

+5.61

Martin ratioReturn relative to average drawdown

23.97

3.43

+20.54

WRNW.DE vs. NCLR.L - Sharpe Ratio Comparison

The current WRNW.DE Sharpe Ratio is 3.54, which is higher than the NCLR.L Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of WRNW.DE and NCLR.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

WRNW.DE vs. NCLR.L - Drawdown Comparison

The maximum WRNW.DE drawdown since its inception was -49.14%, which is greater than NCLR.L's maximum drawdown of -28.95%. Use the drawdown chart below to compare losses from any high point for WRNW.DE and NCLR.L.


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Drawdown Indicators


WRNW.DENCLR.LDifference

Max Drawdown

Largest peak-to-trough decline

-49.14%

-28.95%

-20.19%

Max Drawdown (1Y)

Largest decline over 1 year

-15.04%

-28.95%

+13.91%

Max Drawdown (3Y)

Largest decline over 3 years

-49.14%

Current Drawdown

Current decline from peak

-4.04%

-26.84%

+22.80%

Average Drawdown

Average peak-to-trough decline

-20.86%

-8.73%

-12.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.44%

12.30%

-7.86%

Volatility

WRNW.DE vs. NCLR.L - Volatility Comparison

The current volatility for WisdomTree Renewable Energy UCITS ETF USD Unhedged Acc (WRNW.DE) is 10.28%, while WisdomTree Uranium and Nuclear Energy UCITS ETF (NCLR.L) has a volatility of 12.89%. This indicates that WRNW.DE experiences smaller price fluctuations and is considered to be less risky than NCLR.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WRNW.DENCLR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.28%

12.89%

-2.61%

Volatility (6M)

Calculated over the trailing 6-month period

19.33%

35.18%

-15.85%

Volatility (1Y)

Calculated over the trailing 1-year period

30.01%

47.40%

-17.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.01%

47.77%

-21.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.01%

47.77%

-21.76%

WRNW.DE vs. NCLR.L - Expense Ratio Comparison

Both WRNW.DE and NCLR.L have an expense ratio of 0.45%.


Dividends

WRNW.DE vs. NCLR.L - Dividend Comparison

Neither WRNW.DE nor NCLR.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


WRNW.DE and NCLR.L have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.45% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

WRNW.DE and NCLR.L have the same expense ratio: 0.45% per year.

WRNW.DE is categorized as Energy Equities, while NCLR.L is Uranium. WRNW.DE tracks WisdomTree Renewable Energy, while NCLR.L tracks WisdomTree Uranium and Nuclear Energy UCITS Index.

Portfolio Optimizer

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