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

Performance

WRNW.DE vs. SXRW.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 iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE). The values are adjusted to include any dividend payments, if applicable.

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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 SXRW.DE's 6.50% return.


WRNW.DE

1D
-2.37%
1M
3.73%
YTD
30.17%
6M
29.38%
1Y
107.60%
3Y*
5Y*
10Y*

SXRW.DE

1D
0.14%
1M
-0.73%
YTD
6.50%
6M
9.61%
1Y
18.23%
3Y*
14.51%
5Y*
11.57%
10Y*
8.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
WRNW.DE
WisdomTree Renewable Energy UCITS ETF USD Unhedged Acc
30.17%51.49%-23.68%-12.62%
SXRW.DE
iShares Core FTSE 100 UCITS ETF GBP (Acc)
6.50%20.63%13.57%3.41%

Correlation

The correlation between WRNW.DE and SXRW.DE is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.35

Correlation (All Time)
Calculated using the full available price history since Jun 13, 2023

0.43

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Return for Risk

WRNW.DE vs. SXRW.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: 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

SXRW.DE
SXRW.DE Risk / Return Rank: 4646
Overall Rank
SXRW.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
SXRW.DE Sortino Ratio Rank: 4343
Sortino Ratio Rank
SXRW.DE Omega Ratio Rank: 4444
Omega Ratio Rank
SXRW.DE Calmar Ratio Rank: 4747
Calmar Ratio Rank
SXRW.DE Martin Ratio Rank: 5151
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. SXRW.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 iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.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.DESXRW.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.04

Sortino ratioReturn per unit of downside risk

+1.90

Omega ratioGain probability vs. loss probability

1.52

1.28

+0.24

Calmar ratioReturn relative to maximum drawdown

7.07

2.30

+4.77

Martin ratioReturn relative to average drawdown

23.97

8.40

+15.57

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

The current WRNW.DE Sharpe Ratio is 3.54, which is higher than the SXRW.DE Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of WRNW.DE and SXRW.DE, 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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Sharpe Ratios by Period


WRNW.DESXRW.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.54

1.50

+2.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.50

-0.14

Drawdowns

WRNW.DE vs. SXRW.DE - Drawdown Comparison

The maximum WRNW.DE drawdown since its inception was -49.14%, which is greater than SXRW.DE's maximum drawdown of -40.31%. Use the drawdown chart below to compare losses from any high point for WRNW.DE and SXRW.DE.


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Drawdown Indicators


WRNW.DESXRW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-49.14%

-40.31%

-8.83%

Max Drawdown (1Y)

Largest decline over 1 year

-15.04%

-7.91%

-7.13%

Max Drawdown (3Y)

Largest decline over 3 years

-16.86%

Max Drawdown (5Y)

Largest decline over 5 years

-16.86%

Max Drawdown (10Y)

Largest decline over 10 years

-40.31%

Current Drawdown

Current decline from peak

-4.04%

-2.75%

-1.29%

Average Drawdown

Average peak-to-trough decline

-20.88%

-6.05%

-14.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.44%

2.17%

+2.27%

Volatility

WRNW.DE vs. SXRW.DE - Volatility Comparison

WisdomTree Renewable Energy UCITS ETF USD Unhedged Acc (WRNW.DE) has a higher volatility of 10.28% compared to iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE) at 4.45%. This indicates that WRNW.DE's price experiences larger fluctuations and is considered to be riskier than SXRW.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.DESXRW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.28%

4.45%

+5.83%

Volatility (6M)

Calculated over the trailing 6-month period

19.33%

10.16%

+9.17%

Volatility (1Y)

Calculated over the trailing 1-year period

30.01%

12.13%

+17.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.02%

14.13%

+11.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.02%

16.93%

+9.09%

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

WRNW.DE has a 0.45% expense ratio, which is higher than SXRW.DE's 0.07% expense ratio.


Dividends

WRNW.DE vs. SXRW.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


WRNW.DE and SXRW.DE have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SXRW.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SXRW.DE is cheaper with a 0.07% expense ratio, compared with 0.45% for WRNW.DE.

WRNW.DE is categorized as Energy Equities, while SXRW.DE is Europe Equities. WRNW.DE tracks WisdomTree Renewable Energy, while SXRW.DE tracks FTSE 100. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.45% for WRNW.DE and 0.07% for SXRW.DE.

Portfolio Optimizer

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