PortfoliosLab logoPortfoliosLab logo
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.

Loading charts...

Returns By Period

In the year-to-date period, WTRE achieves a 15.62% return, which is significantly higher than BTC-USD's -27.65% return. Over the past 10 years, WTRE has underperformed BTC-USD with an annualized return of 2.55%, while BTC-USD has yielded a comparatively higher 59.80% annualized return.


WTRE

1D
1.59%
1M
0.80%
6M
7.82%
YTD
15.62%
1Y
31.06%
3Y*
15.56%
5Y*
0.88%
10Y*
2.55%
ALL TIME*
1.10%

BTC-USD

1D
-0.30%
1M
0.35%
6M
-19.52%
YTD
-27.65%
1Y
-44.57%
3Y*
29.61%
5Y*
9.77%
10Y*
59.80%
ALL TIME*
87.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

BTC-USD

Bitcoin
$1541.04T$1614.90T$2068.30T
$56.46K$46.37K$72.82K

WTRE vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WTRE
WisdomTree New Economy Real Estate ETF
15.62%26.36%-3.27%14.07%-31.68%1.00%-15.74%22.28%-11.21%37.80%
BTC-USD
Bitcoin
-27.65%-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 historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.36

Correlation (3Y)
Balances recent behavior with more history.

0.24

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.25

Correlation (10Y)
Provides a long-term view across more market conditions.

0.14

Correlation (All Time)
Calculated using the full available price history since Nov 18, 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.

Compare stocks, funds, or ETFs

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


Return for Risk

WTRE vs. BTC-USD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

WTRE
WTRE Risk / Return Rank: 5656
Overall Rank
WTRE Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
WTRE Sortino Ratio Rank: 5959
Sortino Ratio Rank
WTRE Omega Ratio Rank: 5555
Omega Ratio Rank
WTRE Calmar Ratio Rank: 6060
Calmar Ratio Rank
WTRE Martin Ratio Rank: 4444
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 2828
Overall Rank
BTC-USD Sharpe Ratio Rank: 66
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3535
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3535
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 4646
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 1818
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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

+2.54

Sortino ratioReturn per unit of downside risk

+3.62

Omega ratioGain probability vs. loss probability

1.25

0.85

+0.41

Calmar ratioReturn relative to maximum drawdown

2.19

-0.84

+3.03

Martin ratioReturn relative to average drawdown

5.16

-1.29

+6.44

WTRE vs. BTC-USD - Sharpe Ratio Comparison

The current WTRE Sharpe Ratio is 1.50, which is higher than the BTC-USD Sharpe Ratio of -1.03. 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.


Loading charts...

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.


Loading charts...

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

-8.78%

-49.24%

+40.46%

Average Drawdown

Average peak-to-trough decline

-24.83%

-42.74%

+17.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.04%

25.03%

-18.99%

Volatility

WTRE vs. BTC-USD - Volatility Comparison

The current volatility for WisdomTree New Economy Real Estate ETF (WTRE) is 5.51%, while Bitcoin (BTC-USD) has a volatility of 8.46%. 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.


Loading charts...

Volatility by Period


WTREBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.51%

8.46%

-2.95%

Volatility (6M)

Calculated over the trailing 6-month period

15.98%

33.65%

-17.67%

Volatility (1Y)

Calculated over the trailing 1-year period

20.78%

35.87%

-15.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.54%

43.64%

-24.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.46%

56.22%

-37.76%

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 (8.46%) compared to WTRE (5.51%). In terms of maximum drawdown, WTRE dropped -74.18% vs BTC-USD's -85.30%.

WTRE currently has the higher Sharpe Ratio (1.50 vs -1.03), 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

Find the right allocation for WTRE and BTC-USD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer