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

Performance

WRNW.DE vs. NXT.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 Next plc (NXT.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 NXT.L is traded in GBp. To make them comparable, the NXT.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 10.58% return, which is significantly lower than NXT.L's 15.53% return.


WRNW.DE

1D
0.00%
1M
-10.40%
6M
3.15%
YTD
10.58%
1Y
57.39%
3Y*
3.97%
5Y*
10Y*

NXT.L

1D
1.60%
1M
7.53%
6M
12.56%
YTD
15.53%
1Y
29.64%
3Y*
33.09%
5Y*
18.85%
10Y*
14.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
WRNW.DE
WisdomTree Renewable Energy UCITS ETF USD Unhedged Acc
10.58%51.49%-23.68%-11.96%
NXT.L
Next plc
15.53%39.19%25.49%27.94%

Correlation

The correlation between WRNW.DE and NXT.L is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

Correlation (3Y)
Calculated over the trailing 3-year period

0.17

Correlation (All Time)
Calculated using the full available price history since Jun 12, 2023

0.19

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Return for Risk

WRNW.DE vs. NXT.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: 6464
Overall Rank
WRNW.DE Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
WRNW.DE Sortino Ratio Rank: 6262
Sortino Ratio Rank
WRNW.DE Omega Ratio Rank: 5858
Omega Ratio Rank
WRNW.DE Calmar Ratio Rank: 6969
Calmar Ratio Rank
WRNW.DE Martin Ratio Rank: 6262
Martin Ratio Rank

NXT.L
NXT.L Risk / Return Rank: 7878
Overall Rank
NXT.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
NXT.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
NXT.L Omega Ratio Rank: 7676
Omega Ratio Rank
NXT.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
NXT.L Martin Ratio Rank: 7979
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. NXT.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 Next plc (NXT.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.DENXT.LDifference
Sharpe ratioReturn per unit of total volatility

+0.53

Sortino ratioReturn per unit of downside risk

+0.41

Omega ratioGain probability vs. loss probability

1.29

1.25

+0.04

Calmar ratioReturn relative to maximum drawdown

2.79

2.05

+0.74

Martin ratioReturn relative to average drawdown

8.97

5.44

+3.53

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

The current WRNW.DE Sharpe Ratio is 1.81, which is higher than the NXT.L Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of WRNW.DE and NXT.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. NXT.L - Drawdown Comparison

The maximum WRNW.DE drawdown since its inception was -49.14%, smaller than the maximum NXT.L drawdown of -65.45%. Use the drawdown chart below to compare losses from any high point for WRNW.DE and NXT.L.


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Drawdown Indicators


WRNW.DENXT.LDifference

Max Drawdown

Largest peak-to-trough decline

-49.14%

-65.45%

+16.31%

Max Drawdown (1Y)

Largest decline over 1 year

-20.66%

-14.46%

-6.20%

Max Drawdown (3Y)

Largest decline over 3 years

-49.14%

-14.46%

-34.68%

Max Drawdown (5Y)

Largest decline over 5 years

-47.08%

Max Drawdown (10Y)

Largest decline over 10 years

-56.45%

Current Drawdown

Current decline from peak

-18.48%

0.00%

-18.48%

Average Drawdown

Average peak-to-trough decline

-20.62%

-20.49%

-0.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.42%

5.46%

+0.96%

Volatility

WRNW.DE vs. NXT.L - Volatility Comparison

WisdomTree Renewable Energy UCITS ETF USD Unhedged Acc (WRNW.DE) has a higher volatility of 10.19% compared to Next plc (NXT.L) at 5.69%. This indicates that WRNW.DE's price experiences larger fluctuations and is considered to be riskier than NXT.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.DENXT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.19%

5.69%

+4.50%

Volatility (6M)

Calculated over the trailing 6-month period

22.26%

16.94%

+5.32%

Volatility (1Y)

Calculated over the trailing 1-year period

31.96%

23.26%

+8.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.52%

26.84%

-0.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.52%

31.99%

-5.47%

Dividends

WRNW.DE vs. NXT.L - Dividend Comparison

WRNW.DE has not paid dividends to shareholders, while NXT.L's dividend yield for the trailing twelve months is around 4.25%.


PositionTTM20252024202320222021202020192018201720162015
NXT.L
Next plc
4.25%1.79%2.27%2.54%6.08%1.35%0.00%2.39%5.14%4.15%4.37%4.43%
WRNW.DE
WisdomTree Renewable Energy UCITS ETF USD Unhedged Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


WRNW.DE and NXT.L have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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