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

Correlation

The correlation between WTNR.L and VUAG.L is 0.57, 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.


-0.50.00.51.00.6

Performance

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

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-4.49%
9.54%
WTNR.L
VUAG.L

Key characteristics

Sharpe Ratio

WTNR.L:

0.30

VUAG.L:

1.86

Sortino Ratio

WTNR.L:

0.52

VUAG.L:

2.65

Omega Ratio

WTNR.L:

1.06

VUAG.L:

1.36

Calmar Ratio

WTNR.L:

0.18

VUAG.L:

1.93

Martin Ratio

WTNR.L:

0.91

VUAG.L:

13.02

Ulcer Index

WTNR.L:

4.24%

VUAG.L:

1.65%

Daily Std Dev

WTNR.L:

13.10%

VUAG.L:

11.67%

Max Drawdown

WTNR.L:

-29.28%

VUAG.L:

-25.61%

Current Drawdown

WTNR.L:

-15.55%

VUAG.L:

-2.45%

Returns By Period

The year-to-date returns for both stocks are quite close, with WTNR.L having a 2.14% return and VUAG.L slightly lower at 2.09%.


WTNR.L

YTD

2.14%

1M

-2.28%

6M

-1.32%

1Y

4.76%

5Y*

N/A

10Y*

N/A

VUAG.L

YTD

2.09%

1M

-1.44%

6M

13.17%

1Y

23.85%

5Y*

14.78%

10Y*

N/A

*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. VUAG.L - Expense Ratio Comparison

WTNR.L has a 0.45% expense ratio, which is higher than VUAG.L's 0.07% 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 VUAG.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

WTNR.L vs. VUAG.L — 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 1212
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

VUAG.L
The Risk-Adjusted Performance Rank of VUAG.L is 7777
Overall Rank
The Sharpe Ratio Rank of VUAG.L is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of VUAG.L is 7979
Sortino Ratio Rank
The Omega Ratio Rank of VUAG.L is 7979
Omega Ratio Rank
The Calmar Ratio Rank of VUAG.L is 6363
Calmar Ratio Rank
The Martin Ratio Rank of VUAG.L is 8585
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. VUAG.L - 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 UCITS ETF (USD) Accumulating (VUAG.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.


Sharpe ratio
The chart of Sharpe ratio for WTNR.L, currently valued at 0.27, compared to the broader market0.002.004.000.271.86
The chart of Sortino ratio for WTNR.L, currently valued at 0.48, compared to the broader market-2.000.002.004.006.008.0010.0012.000.482.57
The chart of Omega ratio for WTNR.L, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.001.061.34
The chart of Calmar ratio for WTNR.L, currently valued at 0.16, compared to the broader market0.005.0010.0015.000.162.05
The chart of Martin ratio for WTNR.L, currently valued at 0.60, compared to the broader market0.0020.0040.0060.0080.00100.000.6011.01
WTNR.L
VUAG.L

The current WTNR.L Sharpe Ratio is 0.30, which is lower than the VUAG.L Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of WTNR.L and VUAG.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.


Rolling 12-month Sharpe Ratio0.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.27
1.86
WTNR.L
VUAG.L

Dividends

WTNR.L vs. VUAG.L - Dividend Comparison

Neither WTNR.L nor VUAG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

WTNR.L vs. VUAG.L - Drawdown Comparison

The maximum WTNR.L drawdown since its inception was -29.28%, which is greater than VUAG.L's maximum drawdown of -25.61%. Use the drawdown chart below to compare losses from any high point for WTNR.L and VUAG.L. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-17.01%
-0.40%
WTNR.L
VUAG.L

Volatility

WTNR.L vs. VUAG.L - Volatility Comparison

WisdomTree New Economy Real Estate UCITS ETF USD Acc (WTNR.L) has a higher volatility of 3.98% compared to Vanguard S&P 500 UCITS ETF (USD) Accumulating (VUAG.L) at 3.29%. This indicates that WTNR.L's price experiences larger fluctuations and is considered to be riskier than VUAG.L 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
3.98%
3.29%
WTNR.L
VUAG.L
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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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