WRNW.DE vs. NTSG.DE
WRNW.DE (WisdomTree Renewable Energy UCITS ETF USD Unhedged Acc) and NTSG.DE (WisdomTree Global Efficient Core UCITS ETF USD Accumulating) are both exchange-traded funds - WRNW.DE is a Energy Equities fund tracking the WisdomTree Renewable Energy, while NTSG.DE is a Global Allocation fund tracking the WisdomTree Global Efficient Core Index. Both are passively managed. Over the past year, WRNW.DE returned 107.60% vs 21.07% for NTSG.DE. At a 0.50 correlation, their price movements are largely independent. WRNW.DE charges 0.45%/yr vs 0.25%/yr for NTSG.DE.
Performance
WRNW.DE vs. NTSG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, WRNW.DE achieves a 30.17% return, which is significantly higher than NTSG.DE's 8.92% return.
WRNW.DE
- 1D
- -2.37%
- 1M
- 3.73%
- YTD
- 30.17%
- 6M
- 29.38%
- 1Y
- 107.60%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
NTSG.DE
- 1D
- 0.04%
- 1M
- 4.22%
- YTD
- 8.92%
- 6M
- 7.22%
- 1Y
- 21.07%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WRNW.DE vs. NTSG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
WRNW.DE WisdomTree Renewable Energy UCITS ETF USD Unhedged Acc | 30.17% | 51.49% | -3.49% |
NTSG.DE WisdomTree Global Efficient Core UCITS ETF USD Accumulating | 8.92% | 8.14% | 0.20% |
Correlation
The correlation between WRNW.DE and NTSG.DE is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2024 | 0.50 |
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Return for Risk
WRNW.DE vs. NTSG.DE — Risk / Return Rank
WRNW.DE
NTSG.DE
WRNW.DE vs. NTSG.DE - 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 Global Efficient Core UCITS ETF USD Accumulating (NTSG.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.
| WRNW.DE | NTSG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.68 | ||
| Sortino ratioReturn per unit of downside risk | +1.46 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 1.34 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 7.07 | 3.29 | +3.78 |
| Martin ratioReturn relative to average drawdown | 23.97 | 11.64 | +12.32 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WRNW.DE | NTSG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.54 | 1.86 | +1.68 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.79 | -0.42 |
Drawdowns
WRNW.DE vs. NTSG.DE - Drawdown Comparison
The maximum WRNW.DE drawdown since its inception was -49.14%, which is greater than NTSG.DE's maximum drawdown of -19.64%. Use the drawdown chart below to compare losses from any high point for WRNW.DE and NTSG.DE.
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Drawdown Indicators
| WRNW.DE | NTSG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.14% | -19.64% | -29.50% |
Max Drawdown (1Y)Largest decline over 1 year | -15.04% | -6.26% | -8.78% |
Current DrawdownCurrent decline from peak | -4.04% | -0.09% | -3.95% |
Average DrawdownAverage peak-to-trough decline | -20.88% | -3.69% | -17.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.44% | 1.77% | +2.67% |
Volatility
WRNW.DE vs. NTSG.DE - Volatility Comparison
WisdomTree Renewable Energy UCITS ETF USD Unhedged Acc (WRNW.DE) has a higher volatility of 10.28% compared to WisdomTree Global Efficient Core UCITS ETF USD Accumulating (NTSG.DE) at 3.24%. This indicates that WRNW.DE's price experiences larger fluctuations and is considered to be riskier than NTSG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WRNW.DE | NTSG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.28% | 3.24% | +7.04% |
Volatility (6M)Calculated over the trailing 6-month period | 19.33% | 8.09% | +11.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.01% | 11.12% | +18.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.02% | 14.30% | +11.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.02% | 14.30% | +11.72% |
WRNW.DE vs. NTSG.DE - Expense Ratio Comparison
WRNW.DE has a 0.45% expense ratio, which is higher than NTSG.DE's 0.25% expense ratio.
Dividends
WRNW.DE vs. NTSG.DE - Dividend Comparison
Neither WRNW.DE nor NTSG.DE has paid dividends to shareholders.
Frequently Asked Questions
WRNW.DE and NTSG.DE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, NTSG.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
NTSG.DE is cheaper with a 0.25% expense ratio, compared with 0.45% for WRNW.DE.
WRNW.DE is categorized as Energy Equities, while NTSG.DE is Global Allocation. WRNW.DE tracks WisdomTree Renewable Energy, while NTSG.DE tracks WisdomTree Global Efficient Core Index. Their fees differ too: 0.45% for WRNW.DE and 0.25% for NTSG.DE.
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