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WTRE vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

WTRE vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree New Economy Real Estate ETF (WTRE) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WTRE achieves a 24.95% return, which is significantly higher than BTC-USD's -27.60% return. Over the past 10 years, WTRE has underperformed BTC-USD with an annualized return of 3.95%, while BTC-USD has yielded a comparatively higher 59.71% annualized return.


WTRE

1D
1.30%
1M
7.09%
YTD
24.95%
6M
23.42%
1Y
45.37%
3Y*
19.57%
5Y*
2.07%
10Y*
3.95%

BTC-USD

1D
-1.08%
1M
-21.71%
YTD
-27.60%
6M
-31.22%
1Y
-39.53%
3Y*
35.01%
5Y*
12.25%
10Y*
59.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WTRE vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WTRE
WisdomTree New Economy Real Estate ETF
24.95%26.36%-3.27%14.07%-31.68%1.00%-15.74%22.28%-11.21%37.80%
BTC-USD
Bitcoin
-27.60%-6.27%120.76%155.82%-64.23%59.40%304.57%94.10%-73.37%1,324.24%

Correlation

The correlation between WTRE and BTC-USD is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.36

Correlation (3Y)
Calculated over the trailing 3-year period

0.23

Correlation (5Y)
Calculated over the trailing 5-year period

0.24

Correlation (10Y)
Calculated over the trailing 10-year period

0.14

Correlation (All Time)
Calculated using the full available price history since Sep 20, 2012

0.09

Over the past year, WTRE and BTC-USD have become more correlated (0.36) than their long-term average of 0.09, meaning their price movements have been converging.

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Return for Risk

WTRE vs. BTC-USD — Risk / Return Rank

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

WTRE
WTRE Risk / Return Rank: 6262
Overall Rank
WTRE Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
WTRE Sortino Ratio Rank: 6363
Sortino Ratio Rank
WTRE Omega Ratio Rank: 6060
Omega Ratio Rank
WTRE Calmar Ratio Rank: 6565
Calmar Ratio Rank
WTRE Martin Ratio Rank: 5252
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 3030
Overall Rank
BTC-USD Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3434
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3232
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 4848
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 2121
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 vs. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree New Economy Real Estate ETF (WTRE) and Bitcoin (BTC-USD). 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.


WTREBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+3.17

Sortino ratioReturn per unit of downside risk

+4.20

Omega ratioGain probability vs. loss probability

1.36

0.87

+0.49

Calmar ratioReturn relative to maximum drawdown

3.21

-0.80

+4.00

Martin ratioReturn relative to average drawdown

8.89

-1.39

+10.29

WTRE vs. BTC-USD - Sharpe Ratio Comparison

The current WTRE Sharpe Ratio is 2.24, which is higher than the BTC-USD Sharpe Ratio of -0.92. The chart below compares the historical Sharpe Ratios of WTRE and BTC-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


WTREBTC-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.24

-0.92

+3.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.23

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.21

0.88

-0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

1.13

-1.06

Drawdowns

WTRE vs. BTC-USD - Drawdown Comparison

The maximum WTRE drawdown since its inception was -74.18%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for WTRE and BTC-USD.


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Drawdown Indicators


WTREBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-74.18%

-85.30%

+11.12%

Max Drawdown (1Y)

Largest decline over 1 year

-14.22%

-49.65%

+35.43%

Max Drawdown (3Y)

Largest decline over 3 years

-22.14%

-49.65%

+27.51%

Max Drawdown (5Y)

Largest decline over 5 years

-43.87%

-76.67%

+32.80%

Max Drawdown (10Y)

Largest decline over 10 years

-48.47%

-83.80%

+35.33%

Current Drawdown

Current decline from peak

-1.41%

-49.21%

+47.80%

Average Drawdown

Average peak-to-trough decline

-24.98%

-42.28%

+17.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.12%

33.87%

-28.75%

Volatility

WTRE vs. BTC-USD - Volatility Comparison

The current volatility for WisdomTree New Economy Real Estate ETF (WTRE) is 6.61%, while Bitcoin (BTC-USD) has a volatility of 10.14%. This indicates that WTRE experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WTREBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.61%

10.14%

-3.53%

Volatility (6M)

Calculated over the trailing 6-month period

15.86%

34.17%

-18.31%

Volatility (1Y)

Calculated over the trailing 1-year period

20.45%

35.51%

-15.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.32%

44.98%

-25.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.49%

56.69%

-38.20%

Frequently Asked Questions


WTRE and BTC-USD have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTC-USD has higher volatility (10.14%) compared to WTRE (6.61%). In terms of maximum drawdown, WTRE dropped -74.18% vs BTC-USD's -85.30%.

WTRE currently has the higher Sharpe Ratio (2.24 vs -0.92), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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