WRNW.DE vs. SXRW.DE
WRNW.DE (WisdomTree Renewable Energy UCITS ETF USD Unhedged Acc) and SXRW.DE (iShares Core FTSE 100 UCITS ETF GBP (Acc)) are both exchange-traded funds - WRNW.DE is a Energy Equities fund tracking the WisdomTree Renewable Energy, while SXRW.DE is a Europe Equities fund tracking the FTSE 100. Both are passively managed. Over the past year, WRNW.DE returned 107.60% vs 18.23% for SXRW.DE. At a 0.43 correlation, their price movements are largely independent. WRNW.DE charges 0.45%/yr vs 0.07%/yr for SXRW.DE.
Performance
WRNW.DE vs. SXRW.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 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%
WRNW.DE vs. SXRW.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
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
WRNW.DE
SXRW.DE
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.DE | SXRW.DE | Difference | |
|---|---|---|---|
| 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 |
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 | SXRW.DE | Difference | |
|---|---|---|---|
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.DE | SXRW.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -4.04% | -2.75% | -1.29% |
Average DrawdownAverage peak-to-trough decline | -20.88% | -6.05% | -14.83% |
Ulcer IndexDepth 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.DE | SXRW.DE | Difference | |
|---|---|---|---|
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.
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.
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