WRNW.DE vs. WTIZ.DE
WRNW.DE (WisdomTree Renewable Energy UCITS ETF USD Unhedged Acc) and WTIZ.DE (WisdomTree Japan Equity UCITS ETF JPY Acc) are both exchange-traded funds - WRNW.DE is a Energy Equities fund tracking the WisdomTree Renewable Energy, while WTIZ.DE is a Japan Equities fund tracking the WisdomTree Japan Equity. Both are passively managed. Over the past year, WRNW.DE returned 107.60% vs 34.34% for WTIZ.DE. At a 0.39 correlation, their price movements are largely independent. WRNW.DE charges 0.45%/yr vs 0.40%/yr for WTIZ.DE.
Performance
WRNW.DE vs. WTIZ.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 WTIZ.DE's 17.38% return.
WRNW.DE
- 1D
- -2.37%
- 1M
- 3.73%
- YTD
- 30.17%
- 6M
- 29.38%
- 1Y
- 107.60%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WTIZ.DE
- 1D
- 0.16%
- 1M
- 3.74%
- YTD
- 17.38%
- 6M
- 18.93%
- 1Y
- 34.34%
- 3Y*
- 19.46%
- 5Y*
- 14.12%
- 10Y*
- —
WRNW.DE vs. WTIZ.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% |
WTIZ.DE WisdomTree Japan Equity UCITS ETF JPY Acc | 17.38% | 15.16% | 17.99% | 4.77% |
Correlation
The correlation between WRNW.DE and WTIZ.DE is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Jun 13, 2023 | 0.39 |
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Return for Risk
WRNW.DE vs. WTIZ.DE — Risk / Return Rank
WRNW.DE
WTIZ.DE
WRNW.DE vs. WTIZ.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 Japan Equity UCITS ETF JPY Acc (WTIZ.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 | WTIZ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.75 | ||
| Sortino ratioReturn per unit of downside risk | +1.46 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 1.33 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 7.07 | 3.19 | +3.88 |
| Martin ratioReturn relative to average drawdown | 23.97 | 10.27 | +13.69 |
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 | WTIZ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.54 | 1.79 | +1.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.82 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.91 | -0.55 |
Drawdowns
WRNW.DE vs. WTIZ.DE - Drawdown Comparison
The maximum WRNW.DE drawdown since its inception was -49.14%, which is greater than WTIZ.DE's maximum drawdown of -17.17%. Use the drawdown chart below to compare losses from any high point for WRNW.DE and WTIZ.DE.
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Drawdown Indicators
| WRNW.DE | WTIZ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.14% | -17.17% | -31.97% |
Max Drawdown (1Y)Largest decline over 1 year | -15.04% | -10.49% | -4.55% |
Max Drawdown (3Y)Largest decline over 3 years | — | -17.17% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.17% | — |
Current DrawdownCurrent decline from peak | -4.04% | -0.39% | -3.65% |
Average DrawdownAverage peak-to-trough decline | -20.88% | -3.62% | -17.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.44% | 3.26% | +1.18% |
Volatility
WRNW.DE vs. WTIZ.DE - Volatility Comparison
WisdomTree Renewable Energy UCITS ETF USD Unhedged Acc (WRNW.DE) has a higher volatility of 10.28% compared to WisdomTree Japan Equity UCITS ETF JPY Acc (WTIZ.DE) at 3.61%. This indicates that WRNW.DE's price experiences larger fluctuations and is considered to be riskier than WTIZ.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 | WTIZ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.28% | 3.61% | +6.67% |
Volatility (6M)Calculated over the trailing 6-month period | 19.33% | 15.05% | +4.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.01% | 18.70% | +11.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.02% | 16.95% | +9.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.02% | 16.60% | +9.42% |
WRNW.DE vs. WTIZ.DE - Expense Ratio Comparison
WRNW.DE has a 0.45% expense ratio, which is higher than WTIZ.DE's 0.40% expense ratio.
Dividends
WRNW.DE vs. WTIZ.DE - Dividend Comparison
Neither WRNW.DE nor WTIZ.DE has paid dividends to shareholders.
Frequently Asked Questions
WRNW.DE and WTIZ.DE have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WTIZ.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WTIZ.DE is cheaper with a 0.40% expense ratio, compared with 0.45% for WRNW.DE.
WRNW.DE is categorized as Energy Equities, while WTIZ.DE is Japan Equities. WRNW.DE tracks WisdomTree Renewable Energy, while WTIZ.DE tracks WisdomTree Japan Equity. Their fees differ too: 0.45% for WRNW.DE and 0.40% for WTIZ.DE.
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