Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 01/29/2024.
| Name | Inception | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR |
|---|---|---|---|---|---|---|---|---|
| DRW (WisdomTree Global ex-US Real Estate Fund) | -1.35% | NA | 0.46% | -8.34% | -6.99% | 0.32% | 5.22% | NA |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DRW (WisdomTree Global ex-US Real Estate Fund) | 06/05/2007 | 01/29/2024 |
The return data shown below all have the same latest date: 01/29/2024.
AR inception is since 06/05/2007.
AR inception is since 06/05/2007.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.57 | 0.46 | -8.34 | -6.99 | 0.32 | 5.22 | NA | -1.35 | -2.86 | 14.07 | -32.39 | 1.00 | -17.24 | 22.28 | -11.98 | 36.69 | 2.38 | -3.78 | 7.72 | -3.82 | 39.28 | -14.41 | 17.75 | 43.33 | -56.84 | -1.47 |
| Sharpe Ratio | NA | -0.27 | -0.54 | -0.41 | -0.04 | NA | NA | -0.09 | -2.23 | 0.51 | -1.42 | 0.08 | -0.57 | 1.87 | -0.90 | 3.75 | 0.13 | -0.24 | 0.69 | -0.25 | 2.23 | -0.48 | 0.73 | 1.22 | -1.33 | -0.20 |
| Standard Deviation(%) | NA | 18.68 | 19.06 | 20.76 | 17.72 | NA | NA | 22.94 | 15.97 | 19.31 | 23.88 | 11.83 | 30.75 | 11.17 | 14.84 | 9.66 | 17.17 | 15.72 | 11.16 | 15.38 | 17.79 | 30.30 | 24.28 | 35.45 | 43.20 | 26.26 |
| Draw Down(%) | NA | 21.54 | 44.45 | 49.91 | 49.91 | NA | NA | 74.18 | 5.13 | 21.54 | 39.14 | 11.72 | 39.66 | 9.91 | 19.60 | 3.98 | 12.52 | 19.22 | 9.67 | 18.40 | 10.42 | 26.09 | 18.25 | 38.19 | 65.53 | 15.74 |
| Yield(%) | 0.00 | 2.07 | 2.69 | 3.15 | 4.44 | 7.96 | 2.33 | 2.92 | 0.00 | 2.27 | 0.34 | 6.21 | 0.95 | 8.99 | 2.96 | 7.18 | 5.88 | 3.48 | 5.53 | 4.17 | 9.36 | 5.07 | 9.66 | 11.88 | 1.30 | 3.75 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DRW (WisdomTree Global ex-US Real Estate Fund) |
-17.32%
Dec 2019 - Dec 2022 |
-9.47%
Dec 2017 - Dec 2022 |
-2.38%
Oct 2013 - Oct 2023 |
-2.91%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DRW (WisdomTree Global ex-US Real Estate Fund) |
30.50%
Feb 2009 - Feb 2012 |
20.69%
Feb 2009 - Feb 2014 |
13.66%
Feb 2009 - Feb 2019 |
4.67%
Nov 2008 - Nov 2023 |
Annualized Rolling Returns Comparison Chart