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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 14.67% return, which is significantly higher than BTC-USD's -26.96% return. Over the past 10 years, WTRE has underperformed BTC-USD with an annualized return of 2.76%, while BTC-USD has yielded a comparatively higher 57.94% annualized return.


WTRE

1D
0.55%
1M
-5.60%
6M
9.04%
YTD
14.67%
1Y
29.05%
3Y*
14.79%
5Y*
0.52%
10Y*
2.76%

BTC-USD

1D
0.21%
1M
0.58%
6M
-29.67%
YTD
-26.96%
1Y
-45.60%
3Y*
26.63%
5Y*
14.32%
10Y*
57.94%
*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
14.67%26.36%-3.27%14.07%-31.68%1.00%-15.74%22.28%-11.21%37.80%
BTC-USD
Bitcoin
-26.96%-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 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.37

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

0.24

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

0.25

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

0.14

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2012

0.09

Over the past year, WTRE and BTC-USD have become more correlated (0.37) 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: 4646
Overall Rank
WTRE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
WTRE Sortino Ratio Rank: 4747
Sortino Ratio Rank
WTRE Omega Ratio Rank: 4444
Omega Ratio Rank
WTRE Calmar Ratio Rank: 4949
Calmar Ratio Rank
WTRE Martin Ratio Rank: 4040
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 2121
Overall Rank
BTC-USD Sharpe Ratio Rank: 66
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 2929
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 2727
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 3838
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 55
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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


WTREBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+2.43

Sortino ratioReturn per unit of downside risk

+3.51

Omega ratioGain probability vs. loss probability

1.23

0.84

+0.39

Calmar ratioReturn relative to maximum drawdown

1.96

-0.86

+2.82

Martin ratioReturn relative to average drawdown

5.04

-1.40

+6.44

WTRE vs. BTC-USD - Sharpe Ratio Comparison

The current WTRE Sharpe Ratio is 1.36, which is higher than the BTC-USD Sharpe Ratio of -1.07. 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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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%

-53.08%

+38.86%

Max Drawdown (3Y)

Largest decline over 3 years

-22.14%

-53.08%

+30.94%

Max Drawdown (5Y)

Largest decline over 5 years

-42.52%

-76.67%

+34.15%

Max Drawdown (10Y)

Largest decline over 10 years

-48.47%

-83.80%

+35.33%

Current Drawdown

Current decline from peak

-9.52%

-48.76%

+39.24%

Average Drawdown

Average peak-to-trough decline

-24.88%

-42.54%

+17.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.52%

29.22%

-23.70%

Volatility

WTRE vs. BTC-USD - Volatility Comparison

The current volatility for WisdomTree New Economy Real Estate ETF (WTRE) is 4.23%, while Bitcoin (BTC-USD) has a volatility of 8.77%. 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

4.23%

8.77%

-4.54%

Volatility (6M)

Calculated over the trailing 6-month period

15.97%

34.92%

-18.95%

Volatility (1Y)

Calculated over the trailing 1-year period

20.44%

35.53%

-15.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.42%

43.94%

-24.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.39%

56.32%

-37.93%

Frequently Asked Questions


WTRE and BTC-USD have a correlation of 0.37, 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 (8.77%) compared to WTRE (4.23%). In terms of maximum drawdown, WTRE dropped -74.18% vs BTC-USD's -85.30%.

WTRE currently has the higher Sharpe Ratio (1.36 vs -1.07), 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.

Portfolio Optimizer

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