CAP.PA vs. WPEA.PA
CAP.PA (Capgemini SE) is a stock, while WPEA.PA (iShares MSCI World Swap PEA UCITS ETF) is Global Equities fund tracking the MSCI World NET TR EUR Index. Over the past year, CAP.PA returned -26.96% vs 23.62% for WPEA.PA. At a 0.34 correlation, their price movements are largely independent.
Performance
CAP.PA vs. WPEA.PA - Performance Comparison
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Returns By Period
In the year-to-date period, CAP.PA achieves a -24.39% return, which is significantly lower than WPEA.PA's 11.02% return.
CAP.PA
- 1D
- 6.61%
- 1M
- 1.99%
- YTD
- -24.39%
- 6M
- -24.63%
- 1Y
- -26.96%
- 3Y*
- -12.45%
- 5Y*
- -5.15%
- 10Y*
- 3.73%
WPEA.PA
- 1D
- -0.06%
- 1M
- 4.84%
- YTD
- 11.02%
- 6M
- 11.28%
- 1Y
- 23.62%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CAP.PA vs. WPEA.PA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
CAP.PA Capgemini SE | -24.39% | -7.98% | -23.42% |
WPEA.PA iShares MSCI World Swap PEA UCITS ETF | 11.02% | 6.89% | 14.51% |
Correlation
The correlation between CAP.PA and WPEA.PA is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Apr 3, 2024 | 0.34 |
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Return for Risk
CAP.PA vs. WPEA.PA — Risk / Return Rank
CAP.PA
WPEA.PA
CAP.PA vs. WPEA.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Capgemini SE (CAP.PA) and iShares MSCI World Swap PEA UCITS ETF (WPEA.PA). 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.
| CAP.PA | WPEA.PA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.91 | ||
| Sortino ratioReturn per unit of downside risk | -3.97 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.40 | -0.52 |
| Calmar ratioReturn relative to maximum drawdown | -0.71 | 3.57 | -4.28 |
| Martin ratioReturn relative to average drawdown | -1.19 | 14.20 | -15.39 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CAP.PA | WPEA.PA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.77 | 2.14 | -2.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.17 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.13 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 1.03 | -0.90 |
Drawdowns
CAP.PA vs. WPEA.PA - Drawdown Comparison
The maximum CAP.PA drawdown since its inception was -96.22%, which is greater than WPEA.PA's maximum drawdown of -21.59%. Use the drawdown chart below to compare losses from any high point for CAP.PA and WPEA.PA.
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Drawdown Indicators
| CAP.PA | WPEA.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.22% | -21.59% | -74.63% |
Max Drawdown (1Y)Largest decline over 1 year | -37.65% | -6.53% | -31.12% |
Max Drawdown (3Y)Largest decline over 3 years | -55.89% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -55.89% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -55.89% | — | — |
Current DrawdownCurrent decline from peak | -53.25% | -0.37% | -52.88% |
Average DrawdownAverage peak-to-trough decline | -57.84% | -3.02% | -54.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.50% | 1.65% | +20.85% |
Volatility
CAP.PA vs. WPEA.PA - Volatility Comparison
Capgemini SE (CAP.PA) has a higher volatility of 14.22% compared to iShares MSCI World Swap PEA UCITS ETF (WPEA.PA) at 2.59%. This indicates that CAP.PA's price experiences larger fluctuations and is considered to be riskier than WPEA.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CAP.PA | WPEA.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.22% | 2.59% | +11.63% |
Volatility (6M)Calculated over the trailing 6-month period | 28.56% | 7.55% | +21.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.71% | 10.88% | +23.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.68% | 14.57% | +15.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.41% | 14.57% | +14.84% |
Dividends
CAP.PA vs. WPEA.PA - Dividend Comparison
CAP.PA's dividend yield for the trailing twelve months is around 3.26%, while WPEA.PA has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAP.PA Capgemini SE | 3.26% | 2.39% | 2.15% | 1.72% | 1.54% | 0.90% | 1.06% | 1.56% | 1.96% | 1.57% | 1.68% | 1.40% |
WPEA.PA iShares MSCI World Swap PEA UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CAP.PA and WPEA.PA have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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