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WTNR.L vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WTNR.L and VOO is 0.42, 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.


-0.50.00.51.00.4

Performance

WTNR.L vs. VOO - 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 Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-3.39%
10.75%
WTNR.L
VOO

Key characteristics

Sharpe Ratio

WTNR.L:

0.35

VOO:

1.98

Sortino Ratio

WTNR.L:

0.60

VOO:

2.65

Omega Ratio

WTNR.L:

1.07

VOO:

1.36

Calmar Ratio

WTNR.L:

0.21

VOO:

2.98

Martin Ratio

WTNR.L:

1.12

VOO:

12.44

Ulcer Index

WTNR.L:

4.15%

VOO:

2.02%

Daily Std Dev

WTNR.L:

13.24%

VOO:

12.69%

Max Drawdown

WTNR.L:

-29.28%

VOO:

-33.99%

Current Drawdown

WTNR.L:

-14.73%

VOO:

0.00%

Returns By Period

In the year-to-date period, WTNR.L achieves a 3.14% return, which is significantly lower than VOO's 4.06% return.


WTNR.L

YTD

3.14%

1M

1.08%

6M

-0.63%

1Y

4.47%

5Y*

N/A

10Y*

N/A

VOO

YTD

4.06%

1M

2.87%

6M

10.75%

1Y

23.12%

5Y*

14.36%

10Y*

13.30%

*Annualized

Compare stocks, funds, or ETFs

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


WTNR.L vs. VOO - Expense Ratio Comparison

WTNR.L has a 0.45% expense ratio, which is higher than VOO's 0.03% expense ratio.


WTNR.L
WisdomTree New Economy Real Estate UCITS ETF USD Acc
Expense ratio chart for WTNR.L: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

WTNR.L vs. VOO — Risk-Adjusted Performance Rank

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

WTNR.L
The Risk-Adjusted Performance Rank of WTNR.L is 1313
Overall Rank
The Sharpe Ratio Rank of WTNR.L is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of WTNR.L is 1313
Sortino Ratio Rank
The Omega Ratio Rank of WTNR.L is 1212
Omega Ratio Rank
The Calmar Ratio Rank of WTNR.L is 1313
Calmar Ratio Rank
The Martin Ratio Rank of WTNR.L is 1414
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8080
Overall Rank
The Sharpe Ratio Rank of VOO is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 7777
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7979
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8080
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8383
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

WTNR.L vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree New Economy Real Estate UCITS ETF USD Acc (WTNR.L) and Vanguard S&P 500 ETF (VOO). 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.


Sharpe ratio
The chart of Sharpe ratio for WTNR.L, currently valued at 0.29, compared to the broader market0.002.004.000.291.75
The chart of Sortino ratio for WTNR.L, currently valued at 0.51, compared to the broader market0.005.0010.000.512.35
The chart of Omega ratio for WTNR.L, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.001.061.33
The chart of Calmar ratio for WTNR.L, currently valued at 0.17, compared to the broader market0.005.0010.0015.0020.000.172.58
The chart of Martin ratio for WTNR.L, currently valued at 0.65, compared to the broader market0.0020.0040.0060.0080.00100.000.6510.73
WTNR.L
VOO

The current WTNR.L Sharpe Ratio is 0.35, which is lower than the VOO Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of WTNR.L and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.29
1.75
WTNR.L
VOO

Dividends

WTNR.L vs. VOO - Dividend Comparison

WTNR.L has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.20%.


TTM20242023202220212020201920182017201620152014
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%
VOO
Vanguard S&P 500 ETF
1.20%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

WTNR.L vs. VOO - Drawdown Comparison

The maximum WTNR.L drawdown since its inception was -29.28%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for WTNR.L and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-16.75%
0
WTNR.L
VOO

Volatility

WTNR.L vs. VOO - Volatility Comparison

WisdomTree New Economy Real Estate UCITS ETF USD Acc (WTNR.L) has a higher volatility of 4.12% compared to Vanguard S&P 500 ETF (VOO) at 3.12%. This indicates that WTNR.L's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
4.12%
3.12%
WTNR.L
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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