WisdomTree EnTrnMtlsandRrErthMnrs UCITS ETF USD Acc

10-Year Study

WREE.LSE · · GB · ETF

Executive Summary: WisdomTree EnTrnMtlsandRrErthMnrs UCITS ETF USD Acc has compounded at 51.1% annually over the last 10 years, with a maximum drawdown of 16.5% and an annualized volatility of 83.6%.

1Y CAGR
+159.7%
3Y CAGR
+51.1%
5Y CAGR
+51.1%
10Y CAGR
+51.1%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
16.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.75
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
3.01
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
30.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +100.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 26.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202614.813.9-15.714.4————————26.0%
20256.3-0.5-2.0-3.95.611.58.813.217.05.46.25.9100.3%
2024————1.1-9.6-3.1-4.712.03.51.9-9.4-9.7%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 83.6%. The dominant macroeconomic risk driver is HYG.US, accounting for 23.3% of variance. Idiosyncratic stock-specific factors contribute 1.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-04-0110000
2024-05-0110112.005600280014
2024-06-019139.190292847976
2024-07-018853.576012133939
2024-08-018441.022051102556
2024-09-019455.13942363785
2024-10-019785.322599463307
2024-11-019971.998599929997
2024-12-019031.85159257963
2025-01-019602.146774005367
2025-02-019557.811223894529
2025-03-019362.734803406836
2025-04-018999.183292497957
2025-05-019502.975148757438
2025-06-0110596.196476490491
2025-07-0111523.742853809357
2025-08-0113043.985532609962
2025-09-0115265.429938163576
2025-10-0116092.637965231595
2025-11-0117087.854392719637
2025-12-0118093.571345233926
2026-01-0120775.87212693968
2026-02-0123656.51615914129
2026-03-0119934.66339983666
2026-04-0122804.80690701202
Annual Return Matrix
YearAnnual Return
20251.0033069808298456
20260.2603817384575702
Total Factor Risk
0.8362264129427883
VTI.US Exposure
0.19735457581828864
VEA.US Exposure
0.0695599833402161
VWO.US Exposure
0.056334983347558064
QQQ.US Exposure
-0.007480871096433399
VTV.US Exposure
-0.012258898767965768
IJR.US Exposure
-0.00663253017992227
QUAL.US Exposure
0.005444046594396562
SHV.US Exposure
0.07136324629981854
TLT.US Exposure
-0.0014162045122484536
LQD.US Exposure
0.17956340471472065
HYG.US Exposure
0.23250451579524017
GLD.US Exposure
0.010644202329365077
USO.US Exposure
-0.0030624665140662677
VNQ.US Exposure
0.0003181353081180108
BTC-USD.CC Exposure
0.005333422419240237
CPER.US Exposure
0.007913585740369898
VIX.INDX Exposure
-0.006057339428918616
UUP.US Exposure
-0.0013148338207084156
TIP.US Exposure
0.1892076032675493
Idiosyncratic Exposure
0.012681439345381906
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
83.6%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+9.3%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+36.6%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
3.6% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is WisdomTree EnTrnMtlsandRrErthMnrs UCITS ETF USD Acc a high-risk investment?

WisdomTree EnTrnMtlsandRrErthMnrs UCITS ETF USD Acc (WREE.LSE) has an annualized volatility of 83.6% and experienced a maximum drawdown of 16.5% over the last 10 years. Its primary macro risk driver is HYG.US.

What is the 10-year return of WREE.LSE?

Over the past 10 years, WREE.LSE has generated a Compound Annual Growth Rate (CAGR) of 51.1%. It has had a positive return in 100% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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