XDER.L vs. WNEW.L

Last updated Jun 5, 2026

XDER.L (Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C) and WNEW.L (WisdomTree New Economy Real Estate UCITS ETF USD Dist) are both REIT funds - XDER.L tracks the FTSE EPRA Nareit Developed Europe TR EUR while WNEW.L tracks the FTSE EPRA Nareit Global TR USD. Both are passively managed. Over the past 3 years, XDER.L returned 6.56%/yr vs 16.70%/yr for WNEW.L. A 0.56 correlation means they provide meaningful diversification when combined. XDER.L charges 0.33%/yr vs 0.45%/yr for WNEW.L.

Performance

XDER.L vs. WNEW.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (XDER.L) and WisdomTree New Economy Real Estate UCITS ETF USD Dist (WNEW.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XDER.L achieves a -1.79% return, which is significantly lower than WNEW.L's 22.36% return.

XDER.L

• 1D: 0.28%
• 1M: -0.05%
• YTD: -1.79%
• 6M: -0.97%
• 1Y: -0.33%
• 3Y*: 6.56%
• 5Y*: -4.50%
• 10Y*: 0.79%

WNEW.L

• 1D: -1.10%
• 1M: 7.07%
• YTD: 22.36%
• 6M: 20.28%
• 1Y: 48.84%
• 3Y*: 16.70%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

XDER.L vs. WNEW.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
XDER.L Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C	-1.79%	11.17%	-7.99%	13.38%	-29.62%
WNEW.L WisdomTree New Economy Real Estate UCITS ETF USD Dist	22.36%	23.24%	-3.45%	6.97%	-13.16%

Correlation

The correlation between XDER.L and WNEW.L 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	0.51
Correlation (All Time) Calculated using the full available price history since Feb 11, 2022	0.56

The correlation between XDER.L and WNEW.L shifts across timeframes, from 0.37 (1 year) to 0.56 (all time), reflecting how their relationship changes across market environments.

Return for Risk

XDER.L vs. WNEW.L — Risk / Return Rank

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

XDER.L

XDER.L Risk / Return Rank: 9
XDER.L Sharpe Ratio Rank: 9
XDER.L Sortino Ratio Rank: 9
XDER.L Omega Ratio Rank: 9
XDER.L Calmar Ratio Rank: 9
XDER.L Martin Ratio Rank: 9

WNEW.L

WNEW.L Risk / Return Rank: 72
WNEW.L Sharpe Ratio Rank: 78
WNEW.L Sortino Ratio Rank: 76
WNEW.L Omega Ratio Rank: 70
WNEW.L Calmar Ratio Rank: 77
WNEW.L Martin Ratio Rank: 57

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.

XDER.L vs. WNEW.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (XDER.L) and WisdomTree New Economy Real Estate UCITS ETF USD Dist (WNEW.L). 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.

	XDER.L	WNEW.L	Difference
Sharpe ratio: Return per unit of total volatility	-0.02	2.50	-2.52
Sortino ratio: Return per unit of downside risk	0.08	3.35	-3.27
Omega ratio: Gain probability vs. loss probability	1.01	1.41	-0.40
Calmar ratio: Return relative to maximum drawdown	-0.02	3.81	-3.83
Martin ratio: Return relative to average drawdown	-0.05	9.87	-9.92
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XDER.L vs. WNEW.L - Sharpe Ratio Comparison

The current XDER.L Sharpe Ratio is -0.02, which is lower than the WNEW.L Sharpe Ratio of 2.50. The chart below compares the historical Sharpe Ratios of XDER.L and WNEW.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	XDER.L	WNEW.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.02	2.50	-2.52
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.21	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.04	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.31	0.42	-0.12

Drawdowns

XDER.L vs. WNEW.L - Drawdown Comparison

The maximum XDER.L drawdown since its inception was -45.20%, which is greater than WNEW.L's maximum drawdown of -29.88%. Use the drawdown chart below to compare losses from any high point for XDER.L and WNEW.L.

Drawdown Indicators

	XDER.L	WNEW.L	Difference
Max Drawdown Largest peak-to-trough decline	-45.20%	-29.88%	-15.32%
Max Drawdown (1Y) Largest decline over 1 year	-16.58%	-12.75%	-3.83%
Max Drawdown (3Y) Largest decline over 3 years	-19.16%	-20.58%	+1.42%
Max Drawdown (5Y) Largest decline over 5 years	-45.20%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-45.20%	—	—
Current Drawdown Current decline from peak	-27.03%	-2.60%	-24.43%
Average Drawdown Average peak-to-trough decline	-13.36%	-14.35%	+0.99%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.26%	4.93%	+1.33%

Volatility

XDER.L vs. WNEW.L - Volatility Comparison

The current volatility for Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (XDER.L) is 5.38%, while WisdomTree New Economy Real Estate UCITS ETF USD Dist (WNEW.L) has a volatility of 7.58%. This indicates that XDER.L experiences smaller price fluctuations and is considered to be less risky than WNEW.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XDER.L	WNEW.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.38%	7.58%	-2.20%
Volatility (6M) Calculated over the trailing 6-month period	13.22%	13.79%	-0.57%
Volatility (1Y) Calculated over the trailing 1-year period	15.53%	19.54%	-4.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.06%	17.21%	+3.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.77%	17.21%	+1.56%

XDER.L vs. WNEW.L - Expense Ratio Comparison

XDER.L has a 0.33% expense ratio, which is lower than WNEW.L's 0.45% expense ratio.

Dividends

XDER.L vs. WNEW.L - Dividend Comparison

XDER.L has not paid dividends to shareholders, while WNEW.L's dividend yield for the trailing twelve months is around 1.30%.

Position	TTM	2025	2024	2023	2022
WNEW.L WisdomTree New Economy Real Estate UCITS ETF USD Dist	1.30%	1.70%	1.83%	1.23%	0.72%
XDER.L Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both XDER.L and WNEW.L in my portfolio?

XDER.L and WNEW.L 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.

Which ETF is better, XDER.L or WNEW.L?

On fees, XDER.L is cheaper at 0.33% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, XDER.L or WNEW.L?

XDER.L is cheaper with a 0.33% expense ratio, compared with 0.45% for WNEW.L.

What is the main difference between XDER.L and WNEW.L?

XDER.L tracks FTSE EPRA Nareit Developed Europe TR EUR, while WNEW.L tracks FTSE EPRA Nareit Global TR USD. They also come from different issuers: Xtrackers and WisdomTree. Their fees differ too: 0.33% for XDER.L and 0.45% for WNEW.L.