WTNR.L vs. DPYG.L

Last updated Apr 2, 2026

Compare and contrast key facts about WisdomTree New Economy Real Estate UCITS ETF USD Acc (WTNR.L) and iShares Developed Markets Property Yield UCITS ETF GBP Hedged (Dist) (DPYG.L).

WTNR.L and DPYG.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WTNR.L is a passively managed fund by WisdomTree that tracks the performance of the FTSE EPRA Nareit Global TR USD. It was launched on Feb 7, 2022. DPYG.L is a passively managed fund by iShares that tracks the performance of the FTSE EPRA/NAREIT Developed Dividend+ (GBP Hedged). It was launched on Mar 5, 2018. Both WTNR.L and DPYG.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

WTNR.L vs. DPYG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in WisdomTree New Economy Real Estate UCITS ETF USD Acc (WTNR.L) and iShares Developed Markets Property Yield UCITS ETF GBP Hedged (Dist) (DPYG.L). The values are adjusted to include any dividend payments, if applicable.

WTNR.L vs. DPYG.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
WTNR.L WisdomTree New Economy Real Estate UCITS ETF USD Acc	3.80%	22.86%	-3.23%	7.76%	-11.51%
DPYG.L iShares Developed Markets Property Yield UCITS ETF GBP Hedged (Dist)	0.71%	7.38%	2.06%	9.46%	-17.69%

Different Trading Currencies

WTNR.L is traded in GBp, while DPYG.L is traded in GBP. To make them comparable, the DPYG.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, WTNR.L achieves a 3.80% return, which is significantly higher than DPYG.L's 0.71% return.

WTNR.L

• 1D: 2.29%
• 1M: -6.30%
• YTD: 3.80%
• 6M: -0.07%
• 1Y: 30.30%
• 3Y*: 9.94%
• 5Y*: —
• 10Y*: —

DPYG.L

• 1D: -0.07%
• 1M: -7.39%
• YTD: 0.71%
• 6M: 0.24%
• 1Y: 5.87%
• 3Y*: 6.61%
• 5Y*: 1.85%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

WTNR.L vs. DPYG.L - Expense Ratio Comparison

WTNR.L has a 0.45% expense ratio, which is lower than DPYG.L's 0.64% expense ratio.

DPYG.L

iShares Developed Markets Property Yield UCITS ETF GBP Hedged (Dist)

WTNR.L

WisdomTree New Economy Real Estate UCITS ETF USD Acc

Return for Risk

WTNR.L vs. DPYG.L — Risk / Return Rank

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

WTNR.L

WTNR.L Risk / Return Rank: 71
WTNR.L Sharpe Ratio Rank: 77
WTNR.L Sortino Ratio Rank: 76
WTNR.L Omega Ratio Rank: 68
WTNR.L Calmar Ratio Rank: 78
WTNR.L Martin Ratio Rank: 55

DPYG.L

DPYG.L Risk / Return Rank: 23
DPYG.L Sharpe Ratio Rank: 24
DPYG.L Sortino Ratio Rank: 22
DPYG.L Omega Ratio Rank: 23
DPYG.L Calmar Ratio Rank: 22
DPYG.L Martin Ratio Rank: 24

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.

WTNR.L vs. DPYG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree New Economy Real Estate UCITS ETF USD Acc (WTNR.L) and iShares Developed Markets Property Yield UCITS ETF GBP Hedged (Dist) (DPYG.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.

	WTNR.L	DPYG.L	Difference
Sharpe ratio Return per unit of total volatility	1.50	0.44	+1.06
Sortino ratio Return per unit of downside risk	2.06	0.67	+1.39
Omega ratio Gain probability vs. loss probability	1.26	1.10	+0.17
Calmar ratio Return relative to maximum drawdown	2.38	0.51	+1.86
Martin ratio Return relative to average drawdown	6.03	2.07	+3.96
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WTNR.L vs. DPYG.L - Sharpe Ratio Comparison

The current WTNR.L Sharpe Ratio is 1.50, which is higher than the DPYG.L Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of WTNR.L and DPYG.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	WTNR.L	DPYG.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.50	0.44	+1.06
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.12	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.25	0.16	+0.09

Correlation

The correlation between WTNR.L and DPYG.L is 0.67, 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

WTNR.L vs. DPYG.L - Dividend Comparison

WTNR.L has not paid dividends to shareholders, while DPYG.L's dividend yield for the trailing twelve months is around 3.00%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
WTNR.L WisdomTree New Economy Real Estate UCITS ETF USD Acc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
DPYG.L iShares Developed Markets Property Yield UCITS ETF GBP Hedged (Dist)	3.00%	3.02%	3.11%	3.00%	3.71%	2.13%	2.98%	2.95%	2.99%

Drawdowns

WTNR.L vs. DPYG.L - Drawdown Comparison

The maximum WTNR.L drawdown since its inception was -29.28%, smaller than the maximum DPYG.L drawdown of -42.55%. Use the drawdown chart below to compare losses from any high point for WTNR.L and DPYG.L.

Drawdown Indicators

	WTNR.L	DPYG.L	Difference
Max Drawdown Largest peak-to-trough decline	-29.28%	-42.55%	+13.27%
Max Drawdown (1Y) Largest decline over 1 year	-12.84%	-11.48%	-1.36%
Max Drawdown (5Y) Largest decline over 5 years	—	-31.83%	—
Current Drawdown Current decline from peak	-7.64%	-8.31%	+0.67%
Average Drawdown Average peak-to-trough decline	-15.20%	-11.98%	-3.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.06%	2.84%	+2.22%

Volatility

WTNR.L vs. DPYG.L - Volatility Comparison

WisdomTree New Economy Real Estate UCITS ETF USD Acc (WTNR.L) has a higher volatility of 6.22% compared to iShares Developed Markets Property Yield UCITS ETF GBP Hedged (Dist) (DPYG.L) at 4.47%. This indicates that WTNR.L's price experiences larger fluctuations and is considered to be riskier than DPYG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WTNR.L	DPYG.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.22%	4.47%	+1.75%
Volatility (6M) Calculated over the trailing 6-month period	13.67%	7.75%	+5.92%
Volatility (1Y) Calculated over the trailing 1-year period	20.17%	14.24%	+5.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.92%	15.08%	+2.84%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.92%	17.51%	+0.41%