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IWDE.L vs. VRPS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWDE.L vs. VRPS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI World EUR Hedged UCITS ETF (Acc) (IWDE.L) and Invesco Variable Rate Preferred Shares UCITS ETF USD (Dist) (VRPS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IWDE.L is traded in EUR, while VRPS.L is traded in USD. To make them comparable, the VRPS.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IWDE.L achieves a 9.63% return, which is significantly higher than VRPS.L's 4.94% return.


IWDE.L

1D
0.02%
1M
0.51%
6M
7.50%
YTD
9.63%
1Y
21.01%
3Y*
17.17%
5Y*
10.22%
10Y*
11.07%

VRPS.L

1D
0.20%
1M
1.59%
6M
3.10%
YTD
4.94%
1Y
7.20%
3Y*
7.80%
5Y*
4.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWDE.L vs. VRPS.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IWDE.L
iShares MSCI World EUR Hedged UCITS ETF (Acc)
9.63%16.39%19.76%21.13%-18.36%23.42%11.49%23.65%-13.87%
VRPS.L
Invesco Variable Rate Preferred Shares UCITS ETF USD (Dist)
4.94%-6.29%18.13%5.99%-4.13%11.38%-4.39%20.40%-5.87%

Correlation

The correlation between IWDE.L and VRPS.L is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.03

Correlation (3Y)
Calculated over the trailing 3-year period

0.08

Correlation (5Y)
Calculated over the trailing 5-year period

0.05

Correlation (All Time)
Calculated using the full available price history since Oct 3, 2018

0.13

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Return for Risk

IWDE.L vs. VRPS.L — Risk / Return Rank

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

IWDE.L
IWDE.L Risk / Return Rank: 7171
Overall Rank
IWDE.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
IWDE.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
IWDE.L Omega Ratio Rank: 7070
Omega Ratio Rank
IWDE.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
IWDE.L Martin Ratio Rank: 7676
Martin Ratio Rank

VRPS.L
VRPS.L Risk / Return Rank: 5959
Overall Rank
VRPS.L Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
VRPS.L Sortino Ratio Rank: 5050
Sortino Ratio Rank
VRPS.L Omega Ratio Rank: 6464
Omega Ratio Rank
VRPS.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
VRPS.L Martin Ratio Rank: 6767
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.

IWDE.L vs. VRPS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World EUR Hedged UCITS ETF (Acc) (IWDE.L) and Invesco Variable Rate Preferred Shares UCITS ETF USD (Dist) (VRPS.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.


IWDE.LVRPS.LDifference
Sharpe ratioReturn per unit of total volatility

+0.73

Sortino ratioReturn per unit of downside risk

+1.13

Omega ratioGain probability vs. loss probability

1.33

1.20

+0.13

Calmar ratioReturn relative to maximum drawdown

2.68

1.99

+0.69

Martin ratioReturn relative to average drawdown

11.18

5.46

+5.72

IWDE.L vs. VRPS.L - Sharpe Ratio Comparison

The current IWDE.L Sharpe Ratio is 1.79, which is higher than the VRPS.L Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of IWDE.L and VRPS.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

IWDE.L vs. VRPS.L - Drawdown Comparison

The maximum IWDE.L drawdown since its inception was -33.32%, roughly equal to the maximum VRPS.L drawdown of -33.62%. Use the drawdown chart below to compare losses from any high point for IWDE.L and VRPS.L.


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Drawdown Indicators


IWDE.LVRPS.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.32%

-33.62%

+0.30%

Max Drawdown (1Y)

Largest decline over 1 year

-7.82%

-3.61%

-4.21%

Max Drawdown (3Y)

Largest decline over 3 years

-17.50%

-11.94%

-5.56%

Max Drawdown (5Y)

Largest decline over 5 years

-23.72%

-13.23%

-10.49%

Max Drawdown (10Y)

Largest decline over 10 years

-33.32%

Current Drawdown

Current decline from peak

0.00%

-2.80%

+2.80%

Average Drawdown

Average peak-to-trough decline

-4.50%

-4.89%

+0.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.88%

1.31%

+0.57%

Volatility

IWDE.L vs. VRPS.L - Volatility Comparison

iShares MSCI World EUR Hedged UCITS ETF (Acc) (IWDE.L) has a higher volatility of 2.67% compared to Invesco Variable Rate Preferred Shares UCITS ETF USD (Dist) (VRPS.L) at 1.40%. This indicates that IWDE.L's price experiences larger fluctuations and is considered to be riskier than VRPS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IWDE.LVRPS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.67%

1.40%

+1.27%

Volatility (6M)

Calculated over the trailing 6-month period

9.18%

4.81%

+4.37%

Volatility (1Y)

Calculated over the trailing 1-year period

11.69%

6.75%

+4.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.91%

8.34%

+6.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.26%

12.37%

+2.89%

IWDE.L vs. VRPS.L - Expense Ratio Comparison

IWDE.L has a 0.55% expense ratio, which is higher than VRPS.L's 0.50% expense ratio.


Dividends

IWDE.L vs. VRPS.L - Dividend Comparison

IWDE.L has not paid dividends to shareholders, while VRPS.L's dividend yield for the trailing twelve months is around 5.13%.


PositionTTM20252024202320222021202020192018
IWDE.L
iShares MSCI World EUR Hedged UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VRPS.L
Invesco Variable Rate Preferred Shares UCITS ETF USD (Dist)
5.13%4.99%4.98%4.97%4.60%3.72%3.97%4.33%0.70%

Frequently Asked Questions


IWDE.L and VRPS.L have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VRPS.L is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VRPS.L is cheaper with a 0.50% expense ratio, compared with 0.55% for IWDE.L.

IWDE.L is categorized as Global Equities, while VRPS.L is Preferred Stock/Convertible Bonds. IWDE.L tracks MSCI World 100% Hedged to EUR Index, while VRPS.L tracks ICE Diversified Variable Rate Preferred & Hybrid Securities Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.55% for IWDE.L and 0.50% for VRPS.L.

Portfolio Optimizer

Find the right allocation for IWDE.L and VRPS.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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