LQQ.PA vs. WPEA.PA
LQQ.PA (Lyxor UCITS NASDAQ-100 Daily Leverage) and WPEA.PA (iShares MSCI World Swap PEA UCITS ETF) are both exchange-traded funds - LQQ.PA is a Nasdaq-100 fund tracking the Nasdaq 100® Leverage (2x) index, while WPEA.PA is a Global Equities fund tracking the MSCI World NET TR EUR Index. Both are passively managed. Over the past year, LQQ.PA returned 79.18% vs 23.62% for WPEA.PA. Their correlation of 0.86 suggests significant overlap in exposure. LQQ.PA charges 0.60%/yr vs 0.25%/yr for WPEA.PA.
Performance
LQQ.PA vs. WPEA.PA - Performance Comparison
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Returns By Period
In the year-to-date period, LQQ.PA achieves a 39.94% return, which is significantly higher than WPEA.PA's 11.02% return.
LQQ.PA
- 1D
- -1.38%
- 1M
- 17.97%
- YTD
- 39.94%
- 6M
- 36.85%
- 1Y
- 79.18%
- 3Y*
- 44.82%
- 5Y*
- 26.89%
- 10Y*
- 35.63%
WPEA.PA
- 1D
- -0.06%
- 1M
- 4.84%
- YTD
- 11.02%
- 6M
- 11.28%
- 1Y
- 23.62%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
LQQ.PA vs. WPEA.PA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
LQQ.PA Lyxor UCITS NASDAQ-100 Daily Leverage | 39.94% | 14.16% | 34.17% |
WPEA.PA iShares MSCI World Swap PEA UCITS ETF | 11.02% | 6.89% | 14.51% |
Correlation
The correlation between LQQ.PA and WPEA.PA is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Apr 3, 2024 | 0.86 |
The correlation between LQQ.PA and WPEA.PA has been stable across timeframes, ranging from 0.86 to 0.86 - a consistent structural relationship.
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Return for Risk
LQQ.PA vs. WPEA.PA — Risk / Return Rank
LQQ.PA
WPEA.PA
LQQ.PA vs. WPEA.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor UCITS NASDAQ-100 Daily Leverage (LQQ.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.
| LQQ.PA | WPEA.PA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.40 | ||
| Sortino ratioReturn per unit of downside risk | +0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.40 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.56 | 3.57 | -0.01 |
| Martin ratioReturn relative to average drawdown | 11.13 | 14.20 | -3.07 |
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
| LQQ.PA | WPEA.PA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.54 | 2.14 | +0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.90 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.70 | 1.03 | -0.33 |
Drawdowns
LQQ.PA vs. WPEA.PA - Drawdown Comparison
The maximum LQQ.PA drawdown since its inception was -75.86%, 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 LQQ.PA and WPEA.PA.
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Drawdown Indicators
| LQQ.PA | WPEA.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.86% | -21.59% | -54.27% |
Max Drawdown (1Y)Largest decline over 1 year | -21.88% | -6.53% | -15.35% |
Max Drawdown (3Y)Largest decline over 3 years | -44.33% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -61.21% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -61.21% | — | — |
Current DrawdownCurrent decline from peak | -1.38% | -0.37% | -1.01% |
Average DrawdownAverage peak-to-trough decline | -15.73% | -3.02% | -12.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.05% | 1.65% | +5.40% |
Volatility
LQQ.PA vs. WPEA.PA - Volatility Comparison
Lyxor UCITS NASDAQ-100 Daily Leverage (LQQ.PA) has a higher volatility of 9.10% compared to iShares MSCI World Swap PEA UCITS ETF (WPEA.PA) at 2.59%. This indicates that LQQ.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
| LQQ.PA | WPEA.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.10% | 2.59% | +6.51% |
Volatility (6M)Calculated over the trailing 6-month period | 22.37% | 7.55% | +14.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.71% | 10.88% | +19.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.78% | 14.57% | +25.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.87% | 14.57% | +24.30% |
LQQ.PA vs. WPEA.PA - Expense Ratio Comparison
LQQ.PA has a 0.60% expense ratio, which is higher than WPEA.PA's 0.25% expense ratio.
Dividends
LQQ.PA vs. WPEA.PA - Dividend Comparison
Neither LQQ.PA nor WPEA.PA has paid dividends to shareholders.
Frequently Asked Questions
LQQ.PA and WPEA.PA have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WPEA.PA is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WPEA.PA is cheaper with a 0.25% expense ratio, compared with 0.60% for LQQ.PA.
LQQ.PA is categorized as Nasdaq-100, while WPEA.PA is Global Equities. LQQ.PA tracks Nasdaq 100® Leverage (2x) index, while WPEA.PA tracks MSCI World NET TR EUR Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.60% for LQQ.PA and 0.25% for WPEA.PA.
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