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

Performance

WRNW.DE vs. VMIG.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 Vanguard FTSE 250 UCITS ETF (GBP) Accumulating (VMIG.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 VMIG.L is traded in GBP. To make them comparable, the VMIG.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 higher than VMIG.L's 9.37% return.


WRNW.DE

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

VMIG.L

1D
0.97%
1M
2.81%
6M
4.87%
YTD
9.37%
1Y
14.72%
3Y*
14.07%
5Y*
6.75%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WRNW.DE vs. VMIG.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%
VMIG.L
Vanguard FTSE 250 UCITS ETF (GBP) Accumulating
9.37%7.60%16.36%7.07%

Correlation

The correlation between WRNW.DE and VMIG.L is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.46

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

0.50

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

0.51

The correlation between WRNW.DE and VMIG.L has been stable across timeframes, ranging from 0.46 to 0.51 - a consistent structural relationship.

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Return for Risk

WRNW.DE vs. VMIG.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

VMIG.L
VMIG.L Risk / Return Rank: 3030
Overall Rank
VMIG.L Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
VMIG.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
VMIG.L Omega Ratio Rank: 3131
Omega Ratio Rank
VMIG.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
VMIG.L Martin Ratio Rank: 3131
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. VMIG.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 Vanguard FTSE 250 UCITS ETF (GBP) Accumulating (VMIG.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.DEVMIG.LDifference
Sharpe ratioReturn per unit of total volatility

+0.71

Sortino ratioReturn per unit of downside risk

+0.73

Omega ratioGain probability vs. loss probability

1.29

1.20

+0.09

Calmar ratioReturn relative to maximum drawdown

2.79

1.32

+1.47

Martin ratioReturn relative to average drawdown

8.97

4.80

+4.17

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

The current WRNW.DE Sharpe Ratio is 1.81, which is higher than the VMIG.L Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of WRNW.DE and VMIG.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. VMIG.L - Drawdown Comparison

The maximum WRNW.DE drawdown since its inception was -49.14%, roughly equal to the maximum VMIG.L drawdown of -47.18%. Use the drawdown chart below to compare losses from any high point for WRNW.DE and VMIG.L.


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Drawdown Indicators


WRNW.DEVMIG.LDifference

Max Drawdown

Largest peak-to-trough decline

-49.14%

-47.18%

-1.96%

Max Drawdown (1Y)

Largest decline over 1 year

-20.66%

-10.97%

-9.69%

Max Drawdown (3Y)

Largest decline over 3 years

-49.14%

-17.16%

-31.98%

Max Drawdown (5Y)

Largest decline over 5 years

-30.40%

Current Drawdown

Current decline from peak

-18.48%

0.00%

-18.48%

Average Drawdown

Average peak-to-trough decline

-20.62%

-9.28%

-11.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.42%

3.02%

+3.40%

Volatility

WRNW.DE vs. VMIG.L - Volatility Comparison

WisdomTree Renewable Energy UCITS ETF USD Unhedged Acc (WRNW.DE) has a higher volatility of 10.19% compared to Vanguard FTSE 250 UCITS ETF (GBP) Accumulating (VMIG.L) at 3.37%. This indicates that WRNW.DE's price experiences larger fluctuations and is considered to be riskier than VMIG.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.DEVMIG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.19%

3.37%

+6.82%

Volatility (6M)

Calculated over the trailing 6-month period

22.26%

10.91%

+11.35%

Volatility (1Y)

Calculated over the trailing 1-year period

31.96%

13.22%

+18.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.52%

16.28%

+10.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.52%

19.34%

+7.18%

WRNW.DE vs. VMIG.L - Expense Ratio Comparison

WRNW.DE has a 0.45% expense ratio, which is higher than VMIG.L's 0.10% expense ratio.


Dividends

WRNW.DE vs. VMIG.L - Dividend Comparison

Neither WRNW.DE nor VMIG.L has paid dividends to shareholders.


PositionTTM2025202420232022202120202019
VMIG.L
Vanguard FTSE 250 UCITS ETF (GBP) Accumulating
0.00%0.51%3.22%3.33%3.21%2.55%2.05%1.41%
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%

Frequently Asked Questions


WRNW.DE and VMIG.L have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VMIG.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VMIG.L is cheaper with a 0.10% expense ratio, compared with 0.45% for WRNW.DE.

WRNW.DE is categorized as Energy Equities, while VMIG.L is Europe Equities. WRNW.DE tracks WisdomTree Renewable Energy, while VMIG.L tracks FTSE 250 Ex Investment Trust TR GBP. They also come from different issuers: WisdomTree and Vanguard. Their fees differ too: 0.45% for WRNW.DE and 0.10% for VMIG.L.

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