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WTRE vs. PPTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WTRE vs. PPTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree New Economy Real Estate ETF (WTRE) and US Diversified Real Estate ETF (PPTY). 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 20.22% return, which is significantly higher than PPTY's 12.29% return.


WTRE

1D
-0.50%
1M
-1.78%
YTD
20.22%
6M
19.71%
1Y
38.96%
3Y*
19.12%
5Y*
1.53%
10Y*
3.97%

PPTY

1D
0.66%
1M
1.48%
YTD
12.29%
6M
12.58%
1Y
12.90%
3Y*
10.79%
5Y*
2.74%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WTRE vs. PPTY - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
WTRE
WisdomTree New Economy Real Estate ETF
20.22%26.36%-3.27%14.07%-31.68%1.00%-15.74%22.28%-9.86%
PPTY
US Diversified Real Estate ETF
12.29%-3.47%9.85%12.66%-26.10%40.36%-7.25%30.19%4.86%

Correlation

The correlation between WTRE and PPTY is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.41

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

0.71

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

0.74

Correlation (All Time)
Calculated using the full available price history since Mar 27, 2018

0.64

Over the past year, the correlation between WTRE and PPTY has dropped to 0.41 - well below their long-term average of 0.64, suggesting their price drivers have been diverging.

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Return for Risk

WTRE vs. PPTY — Risk / Return Rank

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

WTRE
WTRE Risk / Return Rank: 5353
Overall Rank
WTRE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
WTRE Sortino Ratio Rank: 5353
Sortino Ratio Rank
WTRE Omega Ratio Rank: 5050
Omega Ratio Rank
WTRE Calmar Ratio Rank: 5757
Calmar Ratio Rank
WTRE Martin Ratio Rank: 4646
Martin Ratio Rank

PPTY
PPTY Risk / Return Rank: 2828
Overall Rank
PPTY Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
PPTY Sortino Ratio Rank: 2525
Sortino Ratio Rank
PPTY Omega Ratio Rank: 2424
Omega Ratio Rank
PPTY Calmar Ratio Rank: 3333
Calmar Ratio Rank
PPTY Martin Ratio Rank: 3333
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. PPTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree New Economy Real Estate ETF (WTRE) and US Diversified Real Estate ETF (PPTY). 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.


WTREPPTYDifference
Sharpe ratioReturn per unit of total volatility

+0.97

Sortino ratioReturn per unit of downside risk

+1.16

Omega ratioGain probability vs. loss probability

1.31

1.16

+0.15

Calmar ratioReturn relative to maximum drawdown

2.75

1.60

+1.15

Martin ratioReturn relative to average drawdown

7.50

4.63

+2.87

WTRE vs. PPTY - Sharpe Ratio Comparison

The current WTRE Sharpe Ratio is 1.89, which is higher than the PPTY Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of WTRE and PPTY, 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. PPTY - Drawdown Comparison

The maximum WTRE drawdown since its inception was -74.18%, which is greater than PPTY's maximum drawdown of -41.69%. Use the drawdown chart below to compare losses from any high point for WTRE and PPTY.


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Drawdown Indicators


WTREPPTYDifference

Max Drawdown

Largest peak-to-trough decline

-74.18%

-41.69%

-32.49%

Max Drawdown (1Y)

Largest decline over 1 year

-14.22%

-8.09%

-6.13%

Max Drawdown (3Y)

Largest decline over 3 years

-22.14%

-21.06%

-1.08%

Max Drawdown (5Y)

Largest decline over 5 years

-42.54%

-32.37%

-10.17%

Max Drawdown (10Y)

Largest decline over 10 years

-48.47%

Current Drawdown

Current decline from peak

-5.14%

-2.05%

-3.09%

Average Drawdown

Average peak-to-trough decline

-24.93%

-11.28%

-13.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.21%

2.79%

+2.42%

Volatility

WTRE vs. PPTY - Volatility Comparison

WisdomTree New Economy Real Estate ETF (WTRE) has a higher volatility of 6.26% compared to US Diversified Real Estate ETF (PPTY) at 4.76%. This indicates that WTRE's price experiences larger fluctuations and is considered to be riskier than PPTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WTREPPTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.26%

4.76%

+1.50%

Volatility (6M)

Calculated over the trailing 6-month period

16.11%

10.03%

+6.08%

Volatility (1Y)

Calculated over the trailing 1-year period

20.74%

14.13%

+6.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.40%

18.59%

+0.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.52%

21.90%

-3.38%

WTRE vs. PPTY - Expense Ratio Comparison

WTRE has a 0.58% expense ratio, which is higher than PPTY's 0.49% expense ratio.


Dividends

WTRE vs. PPTY - Dividend Comparison

WTRE's dividend yield for the trailing twelve months is around 2.02%, less than PPTY's 2.59% yield.


PositionTTM20252024202320222021202020192018201720162015
PPTY
US Diversified Real Estate ETF
2.59%3.04%3.29%4.08%4.29%2.87%3.43%3.30%1.97%0.00%0.00%0.00%
WTRE
WisdomTree New Economy Real Estate ETF
2.02%2.33%2.69%2.05%1.68%6.47%2.96%7.88%4.49%6.34%5.96%4.58%

Frequently Asked Questions


WTRE and PPTY have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WTRE has higher volatility (6.26%) compared to PPTY (4.76%). In terms of maximum drawdown, WTRE dropped -74.18% vs PPTY's -41.69%.

On 5-year performance, PPTY leads with 2.74% vs 1.53% for WTRE. On fees, PPTY is cheaper at 0.49% per year. On volatility, PPTY has been the lower-risk option at 4.76%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, PPTY has performed better with a 2.74% return vs 1.53%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PPTY is cheaper with a 0.49% expense ratio, compared with 0.58% for WTRE.

PPTY has the higher dividend yield at 2.59%, compared with 2.02% for WTRE.

WTRE tracks CenterSquare New Economy Real Estate Index, while PPTY tracks USREX - U.S. Diversified Real Estate Index. They also come from different issuers: WisdomTree and Vident. Their fees differ too: 0.58% for WTRE and 0.49% for PPTY.

WTRE currently has the higher Sharpe Ratio (1.89 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.

Portfolio Optimizer

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