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

Performance

WRNW.DE vs. WTEI.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 WisdomTree Emerging Markets Equity Income UCITS ETF (WTEI.DE). The values are adjusted to include any dividend payments, if applicable.

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WRNW.DE vs. WTEI.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%
WTEI.DE
WisdomTree Emerging Markets Equity Income UCITS ETF
6.62%7.76%11.91%5.44%

Returns By Period

In the year-to-date period, WRNW.DE achieves a 8.73% return, which is significantly higher than WTEI.DE's 6.62% return.


WRNW.DE

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

WTEI.DE

1D
0.96%
1M
-1.48%
YTD
6.62%
6M
9.57%
1Y
13.70%
3Y*
13.13%
5Y*
8.68%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

WRNW.DE has a 0.45% expense ratio, which is lower than WTEI.DE's 0.46% expense ratio.


Return for Risk

WRNW.DE vs. WTEI.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

WTEI.DE
WTEI.DE Risk / Return Rank: 5353
Overall Rank
WTEI.DE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
WTEI.DE Sortino Ratio Rank: 4646
Sortino Ratio Rank
WTEI.DE Omega Ratio Rank: 4545
Omega Ratio Rank
WTEI.DE Calmar Ratio Rank: 5858
Calmar Ratio Rank
WTEI.DE Martin Ratio Rank: 6767
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. WTEI.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 WisdomTree Emerging Markets Equity Income UCITS ETF (WTEI.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.DEWTEI.DEDifference

Sharpe ratio

Return per unit of total volatility

2.72

0.95

+1.76

Sortino ratio

Return per unit of downside risk

3.23

1.33

+1.90

Omega ratio

Gain probability vs. loss probability

1.41

1.19

+0.23

Calmar ratio

Return relative to maximum drawdown

5.62

1.63

+3.99

Martin ratio

Return relative to average drawdown

17.58

7.47

+10.11

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

The current WRNW.DE Sharpe Ratio is 2.72, which is higher than the WTEI.DE Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of WRNW.DE and WTEI.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.DEWTEI.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.72

0.95

+1.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.77

-0.64

Correlation

The correlation between WRNW.DE and WTEI.DE is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

WRNW.DE vs. WTEI.DE - Dividend Comparison

WRNW.DE has not paid dividends to shareholders, while WTEI.DE's dividend yield for the trailing twelve months is around 4.43%.


TTM20252024202320222021202020192018201720162015
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%
WTEI.DE
WisdomTree Emerging Markets Equity Income UCITS ETF
4.43%4.52%7.52%6.96%7.43%3.95%4.97%0.00%0.00%0.00%0.00%0.00%

Drawdowns

WRNW.DE vs. WTEI.DE - Drawdown Comparison

The maximum WRNW.DE drawdown since its inception was -49.14%, which is greater than WTEI.DE's maximum drawdown of -16.73%. Use the drawdown chart below to compare losses from any high point for WRNW.DE and WTEI.DE.


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Drawdown Indicators


WRNW.DEWTEI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-49.14%

-16.73%

-32.41%

Max Drawdown (1Y)

Largest decline over 1 year

-15.04%

-12.42%

-2.62%

Max Drawdown (5Y)

Largest decline over 5 years

-16.73%

Current Drawdown

Current decline from peak

-6.25%

-3.27%

-2.98%

Average Drawdown

Average peak-to-trough decline

-22.03%

-4.10%

-17.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.80%

1.90%

+2.90%

Volatility

WRNW.DE vs. WTEI.DE - Volatility Comparison

WisdomTree Renewable Energy UCITS ETF USD Unhedged Acc (WRNW.DE) has a higher volatility of 7.14% compared to WisdomTree Emerging Markets Equity Income UCITS ETF (WTEI.DE) at 4.31%. This indicates that WRNW.DE's price experiences larger fluctuations and is considered to be riskier than WTEI.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.DEWTEI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.14%

4.31%

+2.83%

Volatility (6M)

Calculated over the trailing 6-month period

23.28%

9.39%

+13.89%

Volatility (1Y)

Calculated over the trailing 1-year period

30.68%

14.32%

+16.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.57%

13.76%

+11.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.57%

13.91%

+11.66%