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WRNW.DE vs. RENW.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WRNW.DE vs. RENW.DE - 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 L&G Clean Energy UCITS ETF (RENW.DE). The values are adjusted to include any dividend payments, if applicable.

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WRNW.DE vs. RENW.DE - Yearly Performance Comparison


2026 (YTD)202520242023
WRNW.DE
WisdomTree Renewable Energy UCITS ETF USD Unhedged Acc
8.73%51.49%-23.68%-12.62%
RENW.DE
L&G Clean Energy UCITS ETF
20.87%35.27%-9.64%-11.69%

Returns By Period

In the year-to-date period, WRNW.DE achieves a 8.73% return, which is significantly lower than RENW.DE's 20.87% return.


WRNW.DE

1D
2.03%
1M
-3.53%
YTD
8.73%
6M
15.98%
1Y
83.77%
3Y*
5Y*
10Y*

RENW.DE

1D
3.38%
1M
8.49%
YTD
20.87%
6M
28.43%
1Y
70.73%
3Y*
8.35%
5Y*
3.81%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WRNW.DE vs. RENW.DE - Expense Ratio Comparison

WRNW.DE has a 0.45% expense ratio, which is lower than RENW.DE's 0.49% expense ratio.


Return for Risk

WRNW.DE vs. RENW.DE — 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: 9595
Overall Rank
WRNW.DE Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
WRNW.DE Sortino Ratio Rank: 9595
Sortino Ratio Rank
WRNW.DE Omega Ratio Rank: 9191
Omega Ratio Rank
WRNW.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
WRNW.DE Martin Ratio Rank: 9696
Martin Ratio Rank

RENW.DE
RENW.DE Risk / Return Rank: 9797
Overall Rank
RENW.DE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
RENW.DE Sortino Ratio Rank: 9696
Sortino Ratio Rank
RENW.DE Omega Ratio Rank: 9595
Omega Ratio Rank
RENW.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
RENW.DE Martin Ratio Rank: 9898
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. RENW.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 L&G Clean Energy UCITS ETF (RENW.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.DERENW.DEDifference

Sharpe ratio

Return per unit of total volatility

2.72

2.88

-0.17

Sortino ratio

Return per unit of downside risk

3.23

3.47

-0.24

Omega ratio

Gain probability vs. loss probability

1.41

1.48

-0.07

Calmar ratio

Return relative to maximum drawdown

5.62

6.94

-1.32

Martin ratio

Return relative to average drawdown

17.58

27.27

-9.69

WRNW.DE vs. RENW.DE - Sharpe Ratio Comparison

The current WRNW.DE Sharpe Ratio is 2.72, which is comparable to the RENW.DE Sharpe Ratio of 2.88. The chart below compares the historical Sharpe Ratios of WRNW.DE and RENW.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


WRNW.DERENW.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.72

2.88

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.36

-0.22

Correlation

The correlation between WRNW.DE and RENW.DE is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

WRNW.DE vs. RENW.DE - Dividend Comparison

Neither WRNW.DE nor RENW.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

WRNW.DE vs. RENW.DE - Drawdown Comparison

The maximum WRNW.DE drawdown since its inception was -49.14%, which is greater than RENW.DE's maximum drawdown of -43.93%. Use the drawdown chart below to compare losses from any high point for WRNW.DE and RENW.DE.


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Drawdown Indicators


WRNW.DERENW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-49.14%

-43.93%

-5.21%

Max Drawdown (1Y)

Largest decline over 1 year

-15.04%

-14.24%

-0.80%

Max Drawdown (5Y)

Largest decline over 5 years

-42.30%

Current Drawdown

Current decline from peak

-6.25%

0.00%

-6.25%

Average Drawdown

Average peak-to-trough decline

-22.03%

-17.85%

-4.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.80%

2.59%

+2.21%

Volatility

WRNW.DE vs. RENW.DE - Volatility Comparison

The current volatility for WisdomTree Renewable Energy UCITS ETF USD Unhedged Acc (WRNW.DE) is 7.14%, while L&G Clean Energy UCITS ETF (RENW.DE) has a volatility of 8.04%. This indicates that WRNW.DE experiences smaller price fluctuations and is considered to be less risky than RENW.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.DERENW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.14%

8.04%

-0.90%

Volatility (6M)

Calculated over the trailing 6-month period

23.28%

17.88%

+5.40%

Volatility (1Y)

Calculated over the trailing 1-year period

30.68%

24.68%

+6.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.57%

21.96%

+3.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.57%

22.39%

+3.18%