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WTER.DE vs. XDRE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WTER.DE vs. XDRE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in WisdomTree New Economy Real Estate UCITS ETF USD Dist (WTER.DE) and Xtrackers Developed Green Real Estate ESG UCITS ETF 1C (XDRE.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, WTER.DE achieves a 23.54% return, which is significantly higher than XDRE.DE's 7.27% return.


WTER.DE

1D
-1.17%
1M
3.30%
YTD
23.54%
6M
20.90%
1Y
43.05%
3Y*
16.33%
5Y*
10Y*

XDRE.DE

1D
0.41%
1M
-0.85%
YTD
7.27%
6M
6.89%
1Y
9.66%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WTER.DE vs. XDRE.DE - Yearly Performance Comparison


Correlation

The correlation between WTER.DE and XDRE.DE is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.50

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2024

0.60

The correlation between WTER.DE and XDRE.DE shifts across timeframes, from 0.50 (1 year) to 0.60 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

WTER.DE vs. XDRE.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WTER.DE
WTER.DE Risk / Return Rank: 6464
Overall Rank
WTER.DE Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
WTER.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
WTER.DE Omega Ratio Rank: 6161
Omega Ratio Rank
WTER.DE Calmar Ratio Rank: 6767
Calmar Ratio Rank
WTER.DE Martin Ratio Rank: 5353
Martin Ratio Rank

XDRE.DE
XDRE.DE Risk / Return Rank: 2626
Overall Rank
XDRE.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
XDRE.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
XDRE.DE Omega Ratio Rank: 2424
Omega Ratio Rank
XDRE.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
XDRE.DE Martin Ratio Rank: 3030
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.

WTER.DE vs. XDRE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree New Economy Real Estate UCITS ETF USD Dist (WTER.DE) and Xtrackers Developed Green Real Estate ESG UCITS ETF 1C (XDRE.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.


WTER.DEXDRE.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.38

Sortino ratioReturn per unit of downside risk

+1.79

Omega ratioGain probability vs. loss probability

1.37

1.15

+0.21

Calmar ratioReturn relative to maximum drawdown

3.28

1.41

+1.88

Martin ratioReturn relative to average drawdown

8.88

4.22

+4.66

WTER.DE vs. XDRE.DE - Sharpe Ratio Comparison

The current WTER.DE Sharpe Ratio is 2.24, which is higher than the XDRE.DE Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of WTER.DE and XDRE.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


WTER.DEXDRE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.24

0.86

+1.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.04

+0.33

Drawdowns

WTER.DE vs. XDRE.DE - Drawdown Comparison

The maximum WTER.DE drawdown since its inception was -32.93%, which is greater than XDRE.DE's maximum drawdown of -20.91%. Use the drawdown chart below to compare losses from any high point for WTER.DE and XDRE.DE.


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Drawdown Indicators


WTER.DEXDRE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.93%

-20.91%

-12.02%

Max Drawdown (1Y)

Largest decline over 1 year

-13.49%

-6.79%

-6.70%

Max Drawdown (3Y)

Largest decline over 3 years

-23.54%

Current Drawdown

Current decline from peak

-2.35%

-2.81%

+0.46%

Average Drawdown

Average peak-to-trough decline

-16.08%

-8.22%

-7.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.00%

2.27%

+2.73%

Volatility

WTER.DE vs. XDRE.DE - Volatility Comparison

WisdomTree New Economy Real Estate UCITS ETF USD Dist (WTER.DE) has a higher volatility of 6.93% compared to Xtrackers Developed Green Real Estate ESG UCITS ETF 1C (XDRE.DE) at 2.92%. This indicates that WTER.DE's price experiences larger fluctuations and is considered to be riskier than XDRE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WTER.DEXDRE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.93%

2.92%

+4.01%

Volatility (6M)

Calculated over the trailing 6-month period

14.11%

8.43%

+5.68%

Volatility (1Y)

Calculated over the trailing 1-year period

19.85%

11.17%

+8.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.61%

14.01%

+3.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.61%

14.01%

+3.60%

WTER.DE vs. XDRE.DE - Expense Ratio Comparison

WTER.DE has a 0.45% expense ratio, which is higher than XDRE.DE's 0.18% expense ratio.


Dividends

WTER.DE vs. XDRE.DE - Dividend Comparison

WTER.DE's dividend yield for the trailing twelve months is around 1.11%, while XDRE.DE has not paid dividends to shareholders.


PositionTTM2025202420232022
WTER.DE
WisdomTree New Economy Real Estate UCITS ETF USD Dist
1.11%1.59%1.65%1.14%0.74%
XDRE.DE
Xtrackers Developed Green Real Estate ESG UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


WTER.DE and XDRE.DE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDRE.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDRE.DE is cheaper with a 0.18% expense ratio, compared with 0.45% for WTER.DE.

WTER.DE tracks CenterSquare New Economy Real Estate, while XDRE.DE tracks Dow Jones Developed Green Real Estate Index. They also come from different issuers: WisdomTree and Xtrackers. Their fees differ too: 0.45% for WTER.DE and 0.18% for XDRE.DE.

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