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XDG7.DE vs. WREE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDG7.DE vs. WREE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Global SDG 7 Affordable and Clean Energy UCITS ETF 1C (XDG7.DE) and WisdomTree Strategic Metals and Rare Earths Miners UCITS ETF USD Acc (WREE.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XDG7.DE is traded in EUR, while WREE.L is traded in GBp. To make them comparable, the WREE.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, XDG7.DE achieves a 34.27% return, which is significantly higher than WREE.L's 17.79% return.


XDG7.DE

1D
-2.33%
1M
2.34%
YTD
34.27%
6M
33.11%
1Y
73.03%
3Y*
4.63%
5Y*
10Y*

WREE.L

1D
-1.21%
1M
-8.07%
YTD
17.79%
6M
28.07%
1Y
106.52%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDG7.DE vs. WREE.L - Yearly Performance Comparison


Correlation

The correlation between XDG7.DE and WREE.L is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.51

Correlation (All Time)
Calculated using the full available price history since Apr 11, 2024

0.55

The correlation between XDG7.DE and WREE.L has been stable across timeframes, ranging from 0.51 to 0.55 - a consistent structural relationship.

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Return for Risk

XDG7.DE vs. WREE.L — Risk / Return Rank

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

XDG7.DE
XDG7.DE Risk / Return Rank: 7676
Overall Rank
XDG7.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
XDG7.DE Sortino Ratio Rank: 7373
Sortino Ratio Rank
XDG7.DE Omega Ratio Rank: 8989
Omega Ratio Rank
XDG7.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
XDG7.DE Martin Ratio Rank: 6262
Martin Ratio Rank

WREE.L
WREE.L Risk / Return Rank: 8282
Overall Rank
WREE.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
WREE.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
WREE.L Omega Ratio Rank: 7575
Omega Ratio Rank
WREE.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
WREE.L Martin Ratio Rank: 8383
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.

XDG7.DE vs. WREE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Global SDG 7 Affordable and Clean Energy UCITS ETF 1C (XDG7.DE) and WisdomTree Strategic Metals and Rare Earths Miners UCITS ETF USD Acc (WREE.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.


XDG7.DEWREE.LDifference
Sharpe ratioReturn per unit of total volatility

-0.45

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

1.56

1.42

+0.14

Calmar ratioReturn relative to maximum drawdown

4.19

4.69

-0.50

Martin ratioReturn relative to average drawdown

10.86

15.61

-4.75

XDG7.DE vs. WREE.L - Sharpe Ratio Comparison

The current XDG7.DE Sharpe Ratio is 2.40, which is comparable to the WREE.L Sharpe Ratio of 2.86. The chart below compares the historical Sharpe Ratios of XDG7.DE and WREE.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.


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Sharpe Ratios by Period


XDG7.DEWREE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.40

2.86

-0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

1.31

-1.25

Drawdowns

XDG7.DE vs. WREE.L - Drawdown Comparison

The maximum XDG7.DE drawdown since its inception was -48.68%, which is greater than WREE.L's maximum drawdown of -26.45%. Use the drawdown chart below to compare losses from any high point for XDG7.DE and WREE.L.


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Drawdown Indicators


XDG7.DEWREE.LDifference

Max Drawdown

Largest peak-to-trough decline

-48.68%

-26.45%

-22.23%

Max Drawdown (1Y)

Largest decline over 1 year

-17.21%

-22.60%

+5.39%

Max Drawdown (3Y)

Largest decline over 3 years

-43.66%

Current Drawdown

Current decline from peak

-2.95%

-12.60%

+9.65%

Average Drawdown

Average peak-to-trough decline

-26.59%

-7.91%

-18.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.64%

6.80%

-0.16%

Volatility

XDG7.DE vs. WREE.L - Volatility Comparison

The current volatility for Xtrackers MSCI Global SDG 7 Affordable and Clean Energy UCITS ETF 1C (XDG7.DE) is 7.88%, while WisdomTree Strategic Metals and Rare Earths Miners UCITS ETF USD Acc (WREE.L) has a volatility of 13.88%. This indicates that XDG7.DE experiences smaller price fluctuations and is considered to be less risky than WREE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDG7.DEWREE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.88%

13.88%

-6.00%

Volatility (6M)

Calculated over the trailing 6-month period

13.49%

30.22%

-16.73%

Volatility (1Y)

Calculated over the trailing 1-year period

30.00%

37.17%

-7.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.08%

30.93%

-6.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.08%

30.93%

-6.85%

XDG7.DE vs. WREE.L - Expense Ratio Comparison

XDG7.DE has a 0.35% expense ratio, which is lower than WREE.L's 0.50% expense ratio.


Dividends

XDG7.DE vs. WREE.L - Dividend Comparison

Neither XDG7.DE nor WREE.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XDG7.DE and WREE.L have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDG7.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDG7.DE is cheaper with a 0.35% expense ratio, compared with 0.50% for WREE.L.

XDG7.DE is categorized as Energy Equities, while WREE.L is Commodity Producers Equities. XDG7.DE tracks MSCI ACWI IMI SDG 7 Affordable and Clean Energy Select, while WREE.L tracks WisdomTree Strategic Metals and Rare Earths Miners Index. They also come from different issuers: Xtrackers and WisdomTree. Their fees differ too: 0.35% for XDG7.DE and 0.50% for WREE.L.

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