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WTRE.DE vs. LMWE.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WTRE.DE vs. LMWE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in WisdomTree New Economy Real Estate UCITS ETF USD Acc (WTRE.DE) and Lyxor FTSE EPRA/NAREIT Global Developed UCITS ETF Dist (EUR) (LMWE.DE). The values are adjusted to include any dividend payments, if applicable.

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WTRE.DE vs. LMWE.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
WTRE.DE
WisdomTree New Economy Real Estate UCITS ETF USD Acc
4.05%17.67%0.40%10.12%-17.45%
LMWE.DE
Lyxor FTSE EPRA/NAREIT Global Developed UCITS ETF Dist (EUR)
3.06%-2.27%4.83%3.20%-15.05%

Returns By Period

In the year-to-date period, WTRE.DE achieves a 4.05% return, which is significantly higher than LMWE.DE's 3.06% return.


WTRE.DE

1D
2.20%
1M
-6.19%
YTD
4.05%
6M
-0.20%
1Y
24.99%
3Y*
10.23%
5Y*
10Y*

LMWE.DE

1D
0.84%
1M
-6.31%
YTD
3.06%
6M
2.12%
1Y
1.81%
3Y*
3.54%
5Y*
1.06%
10Y*
2.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WTRE.DE vs. LMWE.DE - Expense Ratio Comparison

Both WTRE.DE and LMWE.DE have an expense ratio of 0.45%.


Return for Risk

WTRE.DE vs. LMWE.DE — Risk / Return Rank

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

WTRE.DE
WTRE.DE Risk / Return Rank: 5757
Overall Rank
WTRE.DE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
WTRE.DE Sortino Ratio Rank: 6262
Sortino Ratio Rank
WTRE.DE Omega Ratio Rank: 5454
Omega Ratio Rank
WTRE.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
WTRE.DE Martin Ratio Rank: 4343
Martin Ratio Rank

LMWE.DE
LMWE.DE Risk / Return Rank: 1212
Overall Rank
LMWE.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
LMWE.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
LMWE.DE Omega Ratio Rank: 1414
Omega Ratio Rank
LMWE.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
LMWE.DE Martin Ratio Rank: 88
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.

WTRE.DE vs. LMWE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree New Economy Real Estate UCITS ETF USD Acc (WTRE.DE) and Lyxor FTSE EPRA/NAREIT Global Developed UCITS ETF Dist (EUR) (LMWE.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.


WTRE.DELMWE.DEDifference

Sharpe ratio

Return per unit of total volatility

1.19

0.13

+1.05

Sortino ratio

Return per unit of downside risk

1.68

0.27

+1.41

Omega ratio

Gain probability vs. loss probability

1.21

1.04

+0.18

Calmar ratio

Return relative to maximum drawdown

1.86

-0.21

+2.07

Martin ratio

Return relative to average drawdown

4.76

-0.53

+5.29

WTRE.DE vs. LMWE.DE - Sharpe Ratio Comparison

The current WTRE.DE Sharpe Ratio is 1.19, which is higher than the LMWE.DE Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of WTRE.DE and LMWE.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WTRE.DELMWE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

0.13

+1.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.39

-0.24

Correlation

The correlation between WTRE.DE and LMWE.DE is 0.75, 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

WTRE.DE vs. LMWE.DE - Dividend Comparison

WTRE.DE has not paid dividends to shareholders, while LMWE.DE's dividend yield for the trailing twelve months is around 2.53%.


TTM20252024202320222021202020192018201720162015
WTRE.DE
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%
LMWE.DE
Lyxor FTSE EPRA/NAREIT Global Developed UCITS ETF Dist (EUR)
2.53%2.61%3.75%0.00%4.18%2.22%3.76%3.37%3.76%3.44%3.65%4.01%

Drawdowns

WTRE.DE vs. LMWE.DE - Drawdown Comparison

The maximum WTRE.DE drawdown since its inception was -32.32%, smaller than the maximum LMWE.DE drawdown of -42.37%. Use the drawdown chart below to compare losses from any high point for WTRE.DE and LMWE.DE.


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Drawdown Indicators


WTRE.DELMWE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.32%

-42.37%

+10.05%

Max Drawdown (1Y)

Largest decline over 1 year

-13.87%

-13.08%

-0.79%

Max Drawdown (5Y)

Largest decline over 5 years

-30.69%

Max Drawdown (10Y)

Largest decline over 10 years

-42.37%

Current Drawdown

Current decline from peak

-7.94%

-15.00%

+7.06%

Average Drawdown

Average peak-to-trough decline

-16.11%

-10.67%

-5.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.31%

7.21%

-1.90%

Volatility

WTRE.DE vs. LMWE.DE - Volatility Comparison

WisdomTree New Economy Real Estate UCITS ETF USD Acc (WTRE.DE) has a higher volatility of 6.16% compared to Lyxor FTSE EPRA/NAREIT Global Developed UCITS ETF Dist (EUR) (LMWE.DE) at 4.35%. This indicates that WTRE.DE's price experiences larger fluctuations and is considered to be riskier than LMWE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WTRE.DELMWE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.16%

4.35%

+1.81%

Volatility (6M)

Calculated over the trailing 6-month period

13.90%

8.04%

+5.86%

Volatility (1Y)

Calculated over the trailing 1-year period

21.01%

15.06%

+5.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.26%

15.23%

+2.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.26%

17.00%

+0.26%