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

Performance

XIEE.DE vs. WREE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Europe UCITS ETF (XIEE.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

XIEE.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

The year-to-date returns for both stocks are quite close, with XIEE.DE having a 9.31% return and WREE.L slightly lower at 9.09%.


XIEE.DE

1D
1.84%
1M
4.98%
YTD
9.31%
6M
11.06%
1Y
18.17%
3Y*
14.01%
5Y*
10.04%
10Y*
10.02%

WREE.L

1D
0.00%
1M
-17.59%
YTD
9.09%
6M
18.63%
1Y
86.67%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024
XIEE.DE
Xtrackers MSCI Europe UCITS ETF
9.31%20.33%2.98%
WREE.L
WisdomTree Strategic Metals and Rare Earths Miners UCITS ETF USD Acc
9.09%89.88%7,665.82%

Correlation

The correlation between XIEE.DE and WREE.L is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

Correlation (All Time)
Calculated using the full available price history since Apr 22, 2024

0.42

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Return for Risk

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

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

XIEE.DE
XIEE.DE Risk / Return Rank: 4343
Overall Rank
XIEE.DE Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
XIEE.DE Sortino Ratio Rank: 4242
Sortino Ratio Rank
XIEE.DE Omega Ratio Rank: 4444
Omega Ratio Rank
XIEE.DE Calmar Ratio Rank: 4040
Calmar Ratio Rank
XIEE.DE Martin Ratio Rank: 4848
Martin Ratio Rank

WREE.L
WREE.L Risk / Return Rank: 5959
Overall Rank
WREE.L Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
WREE.L Sortino Ratio Rank: 5151
Sortino Ratio Rank
WREE.L Omega Ratio Rank: 6969
Omega Ratio Rank
WREE.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
WREE.L 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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe UCITS ETF (XIEE.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.

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.


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

-0.22

Sortino ratioReturn per unit of downside risk

-0.25

Omega ratioGain probability vs. loss probability

1.25

1.35

-0.10

Calmar ratioReturn relative to maximum drawdown

1.80

3.15

-1.34

Martin ratioReturn relative to average drawdown

7.32

7.47

-0.15

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

The current XIEE.DE Sharpe Ratio is 1.32, which is comparable to the WREE.L Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of XIEE.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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Drawdowns

XIEE.DE vs. WREE.L - Drawdown Comparison

The maximum XIEE.DE drawdown since its inception was -35.52%, which is greater than WREE.L's maximum drawdown of -27.54%. Use the drawdown chart below to compare losses from any high point for XIEE.DE and WREE.L.


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Drawdown Indicators


XIEE.DEWREE.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.52%

-27.54%

-7.98%

Max Drawdown (1Y)

Largest decline over 1 year

-10.03%

-27.54%

+17.51%

Max Drawdown (3Y)

Largest decline over 3 years

-16.52%

Max Drawdown (5Y)

Largest decline over 5 years

-19.30%

Max Drawdown (10Y)

Largest decline over 10 years

-35.52%

Current Drawdown

Current decline from peak

0.00%

-19.06%

+19.06%

Average Drawdown

Average peak-to-trough decline

-7.24%

-9.51%

+2.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.48%

11.61%

-9.13%

Volatility

XIEE.DE vs. WREE.L - Volatility Comparison

The current volatility for Xtrackers MSCI Europe UCITS ETF (XIEE.DE) is 4.10%, while WisdomTree Strategic Metals and Rare Earths Miners UCITS ETF USD Acc (WREE.L) has a volatility of 13.00%. This indicates that XIEE.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


XIEE.DEWREE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.10%

13.00%

-8.90%

Volatility (6M)

Calculated over the trailing 6-month period

11.65%

31.00%

-19.35%

Volatility (1Y)

Calculated over the trailing 1-year period

13.69%

56.35%

-42.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.30%

5,417.76%

-5,403.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.60%

5,417.76%

-5,400.16%

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

XIEE.DE has a 0.12% expense ratio, which is lower than WREE.L's 0.50% expense ratio.


Dividends

XIEE.DE vs. WREE.L - Dividend Comparison

XIEE.DE's dividend yield for the trailing twelve months is around 2.39%, while WREE.L has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
WREE.L
WisdomTree Strategic Metals and Rare Earths Miners UCITS ETF USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XIEE.DE
Xtrackers MSCI Europe UCITS ETF
2.39%2.49%3.26%2.85%5.70%1.50%3.74%0.30%3.19%0.92%0.09%

Frequently Asked Questions


XIEE.DE and WREE.L have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XIEE.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XIEE.DE is cheaper with a 0.12% expense ratio, compared with 0.50% for WREE.L.

XIEE.DE is categorized as Europe Equities, while WREE.L is Commodity Producers Equities. XIEE.DE tracks MSCI Europe, 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: 0.12% for XIEE.DE and 0.50% for WREE.L.

Portfolio Optimizer

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