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ECMPA.AS vs. WINC.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ECMPA.AS vs. WINC.AS

Last updated Jun 5, 2026

ECMPA.AS (Eurocommercial Properties N.V.) is a stock, while WINC.AS (iShares World Equity High Income UCITS ETF USD Inc) is Global Equity Income fund actively managed by iShares. Over the past year, ECMPA.AS returned 10.02% vs 21.76% for WINC.AS. At a 0.26 correlation, their price movements are largely independent.

Performance

ECMPA.AS vs. WINC.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Eurocommercial Properties N.V. (ECMPA.AS) and iShares World Equity High Income UCITS ETF USD Inc (WINC.AS). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ECMPA.AS is traded in EUR, while WINC.AS is traded in USD. To make them comparable, the WINC.AS 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 ECMPA.AS having a 9.51% return and WINC.AS slightly lower at 9.49%.

ECMPA.AS

1D
-0.34%
1M
0.93%
YTD
9.51%
6M
9.09%
1Y
10.02%
3Y*
15.56%
5Y*
11.80%
10Y*
2.60%

WINC.AS

1D
0.00%
1M
3.28%
YTD
9.49%
6M
10.18%
1Y
21.76%
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

ECMPA.AS vs. WINC.AS - Yearly Performance Comparison

2026 (YTD)20252024
ECMPA.AS
Eurocommercial Properties N.V.		9.51%26.23%8.87%
WINC.AS
iShares World Equity High Income UCITS ETF USD Inc		10.12%7.70%12.74%

Correlation

The correlation between ECMPA.AS and WINC.AS is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.36

Correlation (All Time)
Calculated using the full available price history since Apr 3, 2024

0.26

The correlation between ECMPA.AS and WINC.AS shifts across timeframes, from 0.26 (all time) to 0.36 (1 year), reflecting how their relationship changes across market environments.

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Eurocommercial Properties N.V.

iShares World Equity High Income UCITS ETF USD Inc

Often compared with ECMPA.AS:
ECMPA.AS vs. CARM.PAECMPA.AS vs. LYC.AXECMPA.AS vs. KLPEFECMPA.AS vs. INVR.LECMPA.AS vs. KIMECMPA.AS vs. LBS.TOECMPA.AS vs. 3GOL.L
Often compared with WINC.AS:
WINC.AS vs. JEPQWINC.AS vs. JEPG.LWINC.AS vs. JEQP.LWINC.AS vs. VWRL.ASWINC.AS vs. SWDA.LWINC.AS vs. TDGB.LWINC.AS vs. QQQI

Return for Risk

ECMPA.AS vs. WINC.AS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ECMPA.AS
ECMPA.AS Risk / Return Rank: 5656
Overall Rank
ECMPA.AS Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
ECMPA.AS Sortino Ratio Rank: 5353
Sortino Ratio Rank
ECMPA.AS Omega Ratio Rank: 5151
Omega Ratio Rank
ECMPA.AS Calmar Ratio Rank: 6060
Calmar Ratio Rank
ECMPA.AS Martin Ratio Rank: 5757
Martin Ratio Rank
WINC.AS
WINC.AS Risk / Return Rank: 7575
Overall Rank
WINC.AS Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
WINC.AS Sortino Ratio Rank: 7979
Sortino Ratio Rank
WINC.AS Omega Ratio Rank: 7171
Omega Ratio Rank
WINC.AS Calmar Ratio Rank: 7373
Calmar Ratio Rank
WINC.AS Martin Ratio Rank: 7979
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.

ECMPA.AS vs. WINC.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eurocommercial Properties N.V. (ECMPA.AS) and iShares World Equity High Income UCITS ETF USD Inc (WINC.AS). 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.

ECMPA.ASWINC.ASDifference
Sharpe ratioReturn per unit of total volatility
0.56
1.99

-1.43

Sortino ratioReturn per unit of downside risk
0.92
2.83

-1.90

Omega ratioGain probability vs. loss probability

1.11

1.36

-0.25

Calmar ratioReturn relative to maximum drawdown

0.88

5.09

-4.21

Martin ratioReturn relative to average drawdown

1.56

17.89

-16.33

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ECMPA.AS vs. WINC.AS - Sharpe Ratio Comparison

The current ECMPA.AS Sharpe Ratio is 0.56, which is lower than the WINC.AS Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of ECMPA.AS and WINC.AS, 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

ECMPA.ASWINC.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.56

1.99

-1.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.08

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

1.18

-0.91

Drawdowns

ECMPA.AS vs. WINC.AS - Drawdown Comparison

The maximum ECMPA.AS drawdown since its inception was -76.29%, which is greater than WINC.AS's maximum drawdown of -18.74%. Use the drawdown chart below to compare losses from any high point for ECMPA.AS and WINC.AS.

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Drawdown Indicators

ECMPA.ASWINC.ASDifference

Max Drawdown

Largest peak-to-trough decline

-76.29%

-18.74%

-57.55%

Max Drawdown (1Y)

Largest decline over 1 year

-11.25%

-4.26%

-6.99%

Max Drawdown (3Y)

Largest decline over 3 years

-15.26%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-26.49%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-76.27%

—

—

Current Drawdown

Current decline from peak

-4.78%

-0.69%

-4.09%

Average Drawdown

Average peak-to-trough decline

-13.57%

-3.04%

-10.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.37%

1.21%

+5.16%

Volatility

ECMPA.AS vs. WINC.AS - Volatility Comparison

Eurocommercial Properties N.V. (ECMPA.AS) has a higher volatility of 4.65% compared to iShares World Equity High Income UCITS ETF USD Inc (WINC.AS) at 2.92%. This indicates that ECMPA.AS's price experiences larger fluctuations and is considered to be riskier than WINC.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ECMPA.ASWINC.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.65%

2.92%

+1.73%

Volatility (6M)

Calculated over the trailing 6-month period

13.65%

8.04%

+5.61%

Volatility (1Y)

Calculated over the trailing 1-year period

17.65%

10.89%

+6.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.11%

14.37%

+10.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.04%

14.37%

+17.67%

Dividends

ECMPA.AS vs. WINC.AS - Dividend Comparison

ECMPA.AS's dividend yield for the trailing twelve months is around 11.07%, more than WINC.AS's 9.64% yield.

PositionTTM20252024202320222021202020192018201720162015
ECMPA.AS
Eurocommercial Properties N.V.		11.07%6.91%7.66%7.21%6.73%2.62%0.00%9.20%8.41%6.10%5.91%5.25%
WINC.AS
iShares World Equity High Income UCITS ETF USD Inc		9.64%9.38%4.88%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

ECMPA.AS and WINC.AS have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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