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XDRE.DE vs. WTRE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDRE.DE vs. WTRE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Developed Green Real Estate ESG UCITS ETF 1C (XDRE.DE) and WisdomTree New Economy Real Estate UCITS ETF USD Acc (WTRE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XDRE.DE achieves a 7.27% return, which is significantly lower than WTRE.DE's 23.44% return.


XDRE.DE

1D
0.41%
1M
0.53%
YTD
7.27%
6M
6.71%
1Y
9.60%
3Y*
5Y*
10Y*

WTRE.DE

1D
-1.20%
1M
6.75%
YTD
23.44%
6M
21.24%
1Y
44.31%
3Y*
16.45%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDRE.DE vs. WTRE.DE - Yearly Performance Comparison


Correlation

The correlation between XDRE.DE and WTRE.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2024

0.60

The correlation between XDRE.DE and WTRE.DE shifts across timeframes, from 0.49 (1 year) to 0.60 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XDRE.DE vs. WTRE.DE — Risk / Return Rank

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

XDRE.DE
XDRE.DE Risk / Return Rank: 2626
Overall Rank
XDRE.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
XDRE.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
XDRE.DE Omega Ratio Rank: 2424
Omega Ratio Rank
XDRE.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
XDRE.DE Martin Ratio Rank: 3030
Martin Ratio Rank

WTRE.DE
WTRE.DE Risk / Return Rank: 6363
Overall Rank
WTRE.DE Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
WTRE.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
WTRE.DE Omega Ratio Rank: 6060
Omega Ratio Rank
WTRE.DE Calmar Ratio Rank: 6666
Calmar Ratio Rank
WTRE.DE Martin Ratio Rank: 5151
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.

XDRE.DE vs. WTRE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Developed Green Real Estate ESG UCITS ETF 1C (XDRE.DE) and WisdomTree New Economy Real Estate UCITS ETF USD Acc (WTRE.DE). 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.


XDRE.DEWTRE.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.38

Sortino ratioReturn per unit of downside risk

-1.76

Omega ratioGain probability vs. loss probability

1.15

1.36

-0.21

Calmar ratioReturn relative to maximum drawdown

1.41

3.24

-1.83

Martin ratioReturn relative to average drawdown

4.22

8.61

-4.40

XDRE.DE vs. WTRE.DE - Sharpe Ratio Comparison

The current XDRE.DE Sharpe Ratio is 0.86, which is lower than the WTRE.DE Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of XDRE.DE and WTRE.DE, 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


XDRE.DEWTRE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

2.23

-1.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

0.38

-0.34

Drawdowns

XDRE.DE vs. WTRE.DE - Drawdown Comparison

The maximum XDRE.DE drawdown since its inception was -20.91%, smaller than the maximum WTRE.DE drawdown of -32.32%. Use the drawdown chart below to compare losses from any high point for XDRE.DE and WTRE.DE.


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Drawdown Indicators


XDRE.DEWTRE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.91%

-32.32%

+11.41%

Max Drawdown (1Y)

Largest decline over 1 year

-6.79%

-13.63%

+6.84%

Max Drawdown (3Y)

Largest decline over 3 years

-23.53%

Current Drawdown

Current decline from peak

-2.81%

-2.46%

-0.35%

Average Drawdown

Average peak-to-trough decline

-8.22%

-15.54%

+7.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.27%

5.13%

-2.86%

Volatility

XDRE.DE vs. WTRE.DE - Volatility Comparison

The current volatility for Xtrackers Developed Green Real Estate ESG UCITS ETF 1C (XDRE.DE) is 2.92%, while WisdomTree New Economy Real Estate UCITS ETF USD Acc (WTRE.DE) has a volatility of 6.78%. This indicates that XDRE.DE experiences smaller price fluctuations and is considered to be less risky than WTRE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDRE.DEWTRE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.92%

6.78%

-3.86%

Volatility (6M)

Calculated over the trailing 6-month period

8.43%

13.94%

-5.51%

Volatility (1Y)

Calculated over the trailing 1-year period

11.17%

19.83%

-8.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.01%

17.54%

-3.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.01%

17.54%

-3.53%

XDRE.DE vs. WTRE.DE - Expense Ratio Comparison

XDRE.DE has a 0.18% expense ratio, which is lower than WTRE.DE's 0.45% expense ratio.


Dividends

XDRE.DE vs. WTRE.DE - Dividend Comparison

Neither XDRE.DE nor WTRE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XDRE.DE and WTRE.DE have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDRE.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDRE.DE is cheaper with a 0.18% expense ratio, compared with 0.45% for WTRE.DE.

XDRE.DE tracks Dow Jones Developed Green Real Estate Index, while WTRE.DE tracks CenterSquare New Economy Real Estate. They also come from different issuers: Xtrackers and WisdomTree. Their fees differ too: 0.18% for XDRE.DE and 0.45% for WTRE.DE.

Portfolio Optimizer

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