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WTRE vs. URE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WTRE vs. URE - Performance Comparison

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

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WTRE vs. URE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WTRE
WisdomTree New Economy Real Estate ETF
1.81%26.36%-3.27%14.07%-31.68%1.00%-15.74%22.28%-11.21%37.80%
URE
ProShares Ultra Real Estate
1.63%-3.65%0.35%11.58%-49.64%88.24%-28.06%57.86%-13.80%16.56%

Returns By Period

In the year-to-date period, WTRE achieves a 1.81% return, which is significantly higher than URE's 1.63% return. Over the past 10 years, WTRE has outperformed URE with an annualized return of 2.03%, while URE has yielded a comparatively lower 1.86% annualized return.


WTRE

1D
3.82%
1M
-8.71%
YTD
1.81%
6M
-1.28%
1Y
28.07%
3Y*
11.03%
5Y*
-1.21%
10Y*
2.03%

URE

1D
3.10%
1M
-12.81%
YTD
1.63%
6M
-6.43%
1Y
-6.73%
3Y*
3.31%
5Y*
-2.68%
10Y*
1.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WTRE vs. URE - Expense Ratio Comparison

WTRE has a 0.58% expense ratio, which is lower than URE's 0.95% expense ratio.


Return for Risk

WTRE vs. URE — Risk / Return Rank

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

WTRE
WTRE Risk / Return Rank: 6969
Overall Rank
WTRE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
WTRE Sortino Ratio Rank: 7373
Sortino Ratio Rank
WTRE Omega Ratio Rank: 6363
Omega Ratio Rank
WTRE Calmar Ratio Rank: 7676
Calmar Ratio Rank
WTRE Martin Ratio Rank: 5656
Martin Ratio Rank

URE
URE Risk / Return Rank: 88
Overall Rank
URE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
URE Sortino Ratio Rank: 99
Sortino Ratio Rank
URE Omega Ratio Rank: 99
Omega Ratio Rank
URE Calmar Ratio Rank: 99
Calmar Ratio Rank
URE Martin Ratio Rank: 77
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. URE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree New Economy Real Estate ETF (WTRE) and ProShares Ultra Real Estate (URE). 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.


WTREUREDifference

Sharpe ratio

Return per unit of total volatility

1.32

-0.21

+1.53

Sortino ratio

Return per unit of downside risk

1.83

-0.07

+1.90

Omega ratio

Gain probability vs. loss probability

1.23

0.99

+0.24

Calmar ratio

Return relative to maximum drawdown

1.99

-0.21

+2.19

Martin ratio

Return relative to average drawdown

5.37

-0.62

+5.99

WTRE vs. URE - Sharpe Ratio Comparison

The current WTRE Sharpe Ratio is 1.32, which is higher than the URE Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of WTRE and URE, 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


WTREUREDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

-0.21

+1.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

-0.07

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.11

0.05

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

-0.07

+0.09

Correlation

The correlation between WTRE and URE is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

WTRE vs. URE - Dividend Comparison

WTRE's dividend yield for the trailing twelve months is around 2.39%, more than URE's 2.30% yield.


TTM20252024202320222021202020192018201720162015
WTRE
WisdomTree New Economy Real Estate ETF
2.39%2.33%2.69%2.05%1.68%6.47%2.96%7.88%4.49%6.34%5.96%4.58%
URE
ProShares Ultra Real Estate
2.30%2.42%2.09%1.32%1.26%0.58%0.94%1.10%1.53%0.93%0.96%0.81%

Drawdowns

WTRE vs. URE - Drawdown Comparison

The maximum WTRE drawdown since its inception was -74.18%, smaller than the maximum URE drawdown of -97.16%. Use the drawdown chart below to compare losses from any high point for WTRE and URE.


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Drawdown Indicators


WTREUREDifference

Max Drawdown

Largest peak-to-trough decline

-74.18%

-97.16%

+22.98%

Max Drawdown (1Y)

Largest decline over 1 year

-14.22%

-22.93%

+8.71%

Max Drawdown (5Y)

Largest decline over 5 years

-43.87%

-63.66%

+19.79%

Max Drawdown (10Y)

Largest decline over 10 years

-48.47%

-70.49%

+22.02%

Current Drawdown

Current decline from peak

-18.90%

-57.80%

+38.90%

Average Drawdown

Average peak-to-trough decline

-25.15%

-64.63%

+39.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.26%

7.58%

-2.32%

Volatility

WTRE vs. URE - Volatility Comparison

The current volatility for WisdomTree New Economy Real Estate ETF (WTRE) is 8.32%, while ProShares Ultra Real Estate (URE) has a volatility of 9.23%. This indicates that WTRE experiences smaller price fluctuations and is considered to be less risky than URE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WTREUREDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.32%

9.23%

-0.91%

Volatility (6M)

Calculated over the trailing 6-month period

15.72%

19.05%

-3.33%

Volatility (1Y)

Calculated over the trailing 1-year period

21.40%

32.54%

-11.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.98%

37.26%

-18.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.35%

40.50%

-22.15%