PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
WTNR.L vs. IWDP.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

WTNR.L vs. IWDP.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 USD (Dist) GBP (IWDP.L).

WTNR.L and IWDP.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. IWDP.L is a passively managed fund by iShares that tracks the performance of the FTSE EPRA Nareit Global TR USD. It was launched on Oct 20, 2006. Both WTNR.L and IWDP.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. IWDP.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 USD (Dist) GBP (IWDP.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

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

2026 (YTD)2025202420232022
WTNR.L
WisdomTree New Economy Real Estate UCITS ETF USD Acc		3.80%22.86%-3.23%7.76%-11.51%
IWDP.L
iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP		2.63%1.71%1.22%4.00%-8.61%

Returns By Period

In the year-to-date period, WTNR.L achieves a 3.80% return, which is significantly higher than IWDP.L's 2.63% return.

WTNR.L

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

IWDP.L

1D
0.47%
1M
-6.32%
YTD
2.63%
6M
1.75%
1Y
4.68%
3Y*
4.22%
5Y*
2.30%
10Y*
3.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

WisdomTree New Economy Real Estate UCITS ETF USD Acc

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

Often compared with WTNR.L:
WTNR.L vs. XDEQ.LWTNR.L vs. VOOWTNR.L vs. VUAG.LWTNR.L vs. SPYWTNR.L vs. DPYA.LWTNR.L vs. DPYG.LWTNR.L vs. GBRE.L
Often compared with IWDP.L:
IWDP.L vs. TRET.DEIWDP.L vs. IUSP.LIWDP.L vs. VNQIWDP.L vs. HPRO.LIWDP.L vs. BBOX.LIWDP.L vs. BIRDXIWDP.L vs. ZPRP.DE

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

WTNR.L has a 0.45% expense ratio, which is lower than IWDP.L's 0.59% expense ratio.

IWDP.L
iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP
WTNR.L
WisdomTree New Economy Real Estate UCITS ETF USD Acc

Return for Risk

WTNR.L vs. IWDP.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: 7171
Overall Rank
WTNR.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
WTNR.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
WTNR.L Omega Ratio Rank: 6868
Omega Ratio Rank
WTNR.L Calmar Ratio Rank: 7878
Calmar Ratio Rank
WTNR.L Martin Ratio Rank: 5555
Martin Ratio Rank
IWDP.L
IWDP.L Risk / Return Rank: 2222
Overall Rank
IWDP.L Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
IWDP.L Sortino Ratio Rank: 1919
Sortino Ratio Rank
IWDP.L Omega Ratio Rank: 1919
Omega Ratio Rank
IWDP.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
IWDP.L Martin Ratio Rank: 2424
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.

WTNR.L vs. IWDP.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 USD (Dist) GBP (IWDP.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.LIWDP.LDifference

Sharpe ratio

Return per unit of total volatility

1.50

0.36

+1.14

Sortino ratio

Return per unit of downside risk

2.06

0.56

+1.50

Omega ratio

Gain probability vs. loss probability

1.26

1.07

+0.19

Calmar ratio

Return relative to maximum drawdown

2.38

0.57

+1.81

Martin ratio

Return relative to average drawdown

6.03

1.80

+4.23

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. IWDP.L - Sharpe Ratio Comparison

The current WTNR.L Sharpe Ratio is 1.50, which is higher than the IWDP.L Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of WTNR.L and IWDP.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.

Loading graphics...

Sharpe Ratios by Period

WTNR.LIWDP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

0.36

+1.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.17

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.23

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.26

-0.01

Correlation

The correlation between WTNR.L and IWDP.L is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

WTNR.L vs. IWDP.L - Dividend Comparison

WTNR.L has not paid dividends to shareholders, while IWDP.L's dividend yield for the trailing twelve months is around 3.07%.

TTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%
IWDP.L
iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP		3.07%3.13%3.17%3.14%3.56%2.17%3.11%3.03%3.82%3.05%2.96%2.93%

Drawdowns

WTNR.L vs. IWDP.L - Drawdown Comparison

The maximum WTNR.L drawdown since its inception was -29.28%, smaller than the maximum IWDP.L drawdown of -59.04%. Use the drawdown chart below to compare losses from any high point for WTNR.L and IWDP.L.

Loading graphics...

Drawdown Indicators

WTNR.LIWDP.LDifference

Max Drawdown

Largest peak-to-trough decline

-29.28%

-59.04%

+29.76%

Max Drawdown (1Y)

Largest decline over 1 year

-12.84%

-9.70%

-3.14%

Max Drawdown (5Y)

Largest decline over 5 years

—

-26.31%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-35.66%

—

Current Drawdown

Current decline from peak

-7.64%

-7.22%

-0.42%

Average Drawdown

Average peak-to-trough decline

-15.20%

-11.11%

-4.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.06%

2.73%

+2.33%

Volatility

WTNR.L vs. IWDP.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 USD (Dist) GBP (IWDP.L) at 4.18%. This indicates that WTNR.L's price experiences larger fluctuations and is considered to be riskier than IWDP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading graphics...

Volatility by Period

WTNR.LIWDP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.22%

4.18%

+2.04%

Volatility (6M)

Calculated over the trailing 6-month period

13.67%

8.17%

+5.50%

Volatility (1Y)

Calculated over the trailing 1-year period

20.17%

13.07%

+7.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.92%

13.79%

+4.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.92%

15.58%

+2.34%