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

Performance

WTIZ.DE vs. WTER.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in WisdomTree Japan Equity UCITS ETF JPY Acc (WTIZ.DE) and WisdomTree New Economy Real Estate UCITS ETF USD Dist (WTER.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, WTIZ.DE achieves a 19.47% return, which is significantly lower than WTER.DE's 22.98% return.


WTIZ.DE

1D
0.18%
1M
2.40%
YTD
19.47%
6M
19.73%
1Y
40.08%
3Y*
20.41%
5Y*
14.48%
10Y*
11.49%

WTER.DE

1D
0.00%
1M
-1.58%
YTD
22.98%
6M
22.62%
1Y
41.79%
3Y*
17.89%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
WTIZ.DE
WisdomTree Japan Equity UCITS ETF JPY Acc
19.47%15.18%17.99%21.50%-6.00%
WTER.DE
WisdomTree New Economy Real Estate UCITS ETF USD Dist
22.98%17.33%0.64%9.42%-18.13%

Correlation

The correlation between WTIZ.DE and WTER.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

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

0.40

Correlation (All Time)
Calculated using the full available price history since Feb 10, 2022

0.41

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Return for Risk

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

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

WTIZ.DE
WTIZ.DE Risk / Return Rank: 7676
Overall Rank
WTIZ.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
WTIZ.DE Sortino Ratio Rank: 7474
Sortino Ratio Rank
WTIZ.DE Omega Ratio Rank: 7373
Omega Ratio Rank
WTIZ.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
WTIZ.DE Martin Ratio Rank: 7575
Martin Ratio Rank

WTER.DE
WTER.DE Risk / Return Rank: 6868
Overall Rank
WTER.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
WTER.DE Sortino Ratio Rank: 7373
Sortino Ratio Rank
WTER.DE Omega Ratio Rank: 6666
Omega Ratio Rank
WTER.DE Calmar Ratio Rank: 7070
Calmar Ratio Rank
WTER.DE Martin Ratio Rank: 5454
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.

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

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Japan Equity UCITS ETF JPY Acc (WTIZ.DE) and WisdomTree New Economy Real Estate UCITS ETF USD Dist (WTER.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.

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.


WTIZ.DEWTER.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

+0.03

Omega ratioGain probability vs. loss probability

1.38

1.35

+0.03

Calmar ratioReturn relative to maximum drawdown

3.79

3.11

+0.68

Martin ratioReturn relative to average drawdown

12.27

8.36

+3.91

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

The current WTIZ.DE Sharpe Ratio is 2.09, which is comparable to the WTER.DE Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of WTIZ.DE and WTER.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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Drawdowns

WTIZ.DE vs. WTER.DE - Drawdown Comparison

The maximum WTIZ.DE drawdown since its inception was -30.64%, smaller than the maximum WTER.DE drawdown of -32.84%. Use the drawdown chart below to compare losses from any high point for WTIZ.DE and WTER.DE.


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Drawdown Indicators


WTIZ.DEWTER.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.64%

-32.84%

+2.20%

Max Drawdown (1Y)

Largest decline over 1 year

-10.52%

-13.49%

+2.97%

Max Drawdown (3Y)

Largest decline over 3 years

-17.17%

-23.51%

+6.34%

Max Drawdown (5Y)

Largest decline over 5 years

-17.17%

Max Drawdown (10Y)

Largest decline over 10 years

-30.64%

Current Drawdown

Current decline from peak

-2.66%

-2.90%

+0.24%

Average Drawdown

Average peak-to-trough decline

-7.07%

-15.81%

+8.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.26%

5.02%

-1.76%

Volatility

WTIZ.DE vs. WTER.DE - Volatility Comparison

WisdomTree Japan Equity UCITS ETF JPY Acc (WTIZ.DE) has a higher volatility of 5.31% compared to WisdomTree New Economy Real Estate UCITS ETF USD Dist (WTER.DE) at 3.91%. This indicates that WTIZ.DE's price experiences larger fluctuations and is considered to be riskier than WTER.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WTIZ.DEWTER.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.31%

3.91%

+1.40%

Volatility (6M)

Calculated over the trailing 6-month period

15.57%

13.86%

+1.71%

Volatility (1Y)

Calculated over the trailing 1-year period

19.07%

20.00%

-0.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.04%

17.61%

-0.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.09%

17.61%

+0.48%

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

WTIZ.DE has a 0.40% expense ratio, which is lower than WTER.DE's 0.45% expense ratio.


Dividends

WTIZ.DE vs. WTER.DE - Dividend Comparison

WTIZ.DE has not paid dividends to shareholders, while WTER.DE's dividend yield for the trailing twelve months is around 1.31%.


PositionTTM2025202420232022
WTER.DE
WisdomTree New Economy Real Estate UCITS ETF USD Dist
1.31%1.75%1.79%1.25%0.76%
WTIZ.DE
WisdomTree Japan Equity UCITS ETF JPY Acc
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


WTIZ.DE and WTER.DE have a correlation of 0.40, 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 WTER.DE.

WTIZ.DE is categorized as Japan Equities, while WTER.DE is REIT. WTIZ.DE tracks WisdomTree Japan Equity, while WTER.DE tracks CenterSquare New Economy Real Estate. Their fees differ too: 0.40% for WTIZ.DE and 0.45% for WTER.DE.

Portfolio Optimizer

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