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LCPE.L vs. WDEP.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LCPE.L vs. WDEP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Ossiam Shiller Barclays Cape Europe Sector Value TR UCITS (LCPE.L) and WisdomTree Europe Defence UCITS ETF EUR Accumulating (WDEP.L). The values are adjusted to include any dividend payments, if applicable.

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LCPE.L vs. WDEP.L - Yearly Performance Comparison


Returns By Period

In the year-to-date period, LCPE.L achieves a 8.92% return, which is significantly lower than WDEP.L's 13.71% return.


LCPE.L

1D
-0.57%
1M
-1.17%
YTD
8.92%
6M
15.49%
1Y
23.45%
3Y*
10.24%
5Y*
9.22%
10Y*
9.68%

WDEP.L

1D
6.19%
1M
-1.97%
YTD
13.71%
6M
1.63%
1Y
34.46%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LCPE.L vs. WDEP.L - Expense Ratio Comparison

LCPE.L has a 0.65% expense ratio, which is higher than WDEP.L's 0.45% expense ratio.


Return for Risk

LCPE.L vs. WDEP.L — Risk / Return Rank

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

LCPE.L
LCPE.L Risk / Return Rank: 8080
Overall Rank
LCPE.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
LCPE.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
LCPE.L Omega Ratio Rank: 8686
Omega Ratio Rank
LCPE.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
LCPE.L Martin Ratio Rank: 7474
Martin Ratio Rank

WDEP.L
WDEP.L Risk / Return Rank: 4949
Overall Rank
WDEP.L Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
WDEP.L Sortino Ratio Rank: 5353
Sortino Ratio Rank
WDEP.L Omega Ratio Rank: 5050
Omega Ratio Rank
WDEP.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
WDEP.L Martin Ratio Rank: 3838
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.

LCPE.L vs. WDEP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ossiam Shiller Barclays Cape Europe Sector Value TR UCITS (LCPE.L) and WisdomTree Europe Defence UCITS ETF EUR Accumulating (WDEP.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.


LCPE.LWDEP.LDifference

Sharpe ratio

Return per unit of total volatility

1.86

0.97

+0.89

Sortino ratio

Return per unit of downside risk

2.40

1.48

+0.92

Omega ratio

Gain probability vs. loss probability

1.36

1.20

+0.16

Calmar ratio

Return relative to maximum drawdown

2.00

1.59

+0.41

Martin ratio

Return relative to average drawdown

8.53

3.94

+4.59

LCPE.L vs. WDEP.L - Sharpe Ratio Comparison

The current LCPE.L Sharpe Ratio is 1.86, which is higher than the WDEP.L Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of LCPE.L and WDEP.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LCPE.LWDEP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.86

0.97

+0.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

0.55

+0.40

Correlation

The correlation between LCPE.L and WDEP.L is 0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

LCPE.L vs. WDEP.L - Dividend Comparison

Neither LCPE.L nor WDEP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

LCPE.L vs. WDEP.L - Drawdown Comparison

The maximum LCPE.L drawdown since its inception was -27.05%, which is greater than WDEP.L's maximum drawdown of -23.44%. Use the drawdown chart below to compare losses from any high point for LCPE.L and WDEP.L.


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Drawdown Indicators


LCPE.LWDEP.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.05%

-23.44%

-3.61%

Max Drawdown (1Y)

Largest decline over 1 year

-8.37%

-23.44%

+15.07%

Max Drawdown (5Y)

Largest decline over 5 years

-12.39%

Max Drawdown (10Y)

Largest decline over 10 years

-27.05%

Current Drawdown

Current decline from peak

-1.95%

-7.24%

+5.29%

Average Drawdown

Average peak-to-trough decline

-3.61%

-8.00%

+4.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.37%

9.44%

-7.07%

Volatility

LCPE.L vs. WDEP.L - Volatility Comparison

The current volatility for Ossiam Shiller Barclays Cape Europe Sector Value TR UCITS (LCPE.L) is 4.11%, while WisdomTree Europe Defence UCITS ETF EUR Accumulating (WDEP.L) has a volatility of 12.13%. This indicates that LCPE.L experiences smaller price fluctuations and is considered to be less risky than WDEP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LCPE.LWDEP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.11%

12.13%

-8.02%

Volatility (6M)

Calculated over the trailing 6-month period

8.18%

28.43%

-20.25%

Volatility (1Y)

Calculated over the trailing 1-year period

13.12%

35.41%

-22.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.01%

37.22%

-19.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.83%

37.22%

-16.39%