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LSST vs. WPEA.PA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LSST vs. WPEA.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Natixis Loomis Sayles Short Duration Income ETF (LSST) and iShares MSCI World Swap PEA UCITS ETF (WPEA.PA). The values are adjusted to include any dividend payments, if applicable.

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LSST vs. WPEA.PA - Yearly Performance Comparison


2026 (YTD)20252024
LSST
Natixis Loomis Sayles Short Duration Income ETF
0.00%0.00%3.96%
WPEA.PA
iShares MSCI World Swap PEA UCITS ETF
-2.44%21.25%10.11%
Different Trading Currencies

LSST is traded in USD, while WPEA.PA is traded in EUR. To make them comparable, the WPEA.PA values have been converted to USD using the latest available exchange rates.

Returns By Period


LSST

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

WPEA.PA

1D
2.37%
1M
-3.92%
YTD
-2.44%
6M
0.85%
1Y
20.26%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LSST vs. WPEA.PA - Expense Ratio Comparison

LSST has a 0.38% expense ratio, which is higher than WPEA.PA's 0.25% expense ratio.


Return for Risk

LSST vs. WPEA.PA — Risk / Return Rank

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

LSST

WPEA.PA
WPEA.PA Risk / Return Rank: 5959
Overall Rank
WPEA.PA Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
WPEA.PA Sortino Ratio Rank: 3535
Sortino Ratio Rank
WPEA.PA Omega Ratio Rank: 3939
Omega Ratio Rank
WPEA.PA Calmar Ratio Rank: 9292
Calmar Ratio Rank
WPEA.PA Martin Ratio Rank: 9292
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.

LSST vs. WPEA.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Natixis Loomis Sayles Short Duration Income ETF (LSST) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

LSST vs. WPEA.PA - Sharpe Ratio Comparison


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Sharpe Ratios by Period


LSSTWPEA.PADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.93

Correlation

The correlation between LSST and WPEA.PA is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

LSST vs. WPEA.PA - Dividend Comparison

Neither LSST nor WPEA.PA has paid dividends to shareholders.


TTM20252024202320222021202020192018
LSST
Natixis Loomis Sayles Short Duration Income ETF
0.00%0.00%3.44%3.85%1.93%2.73%3.96%2.70%2.59%
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%

Drawdowns

LSST vs. WPEA.PA - Drawdown Comparison


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Drawdown Indicators


LSSTWPEA.PADifference

Max Drawdown

Largest peak-to-trough decline

-21.59%

Max Drawdown (1Y)

Largest decline over 1 year

-13.18%

Current Drawdown

Current decline from peak

-4.07%

Average Drawdown

Average peak-to-trough decline

-3.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.69%

Volatility

LSST vs. WPEA.PA - Volatility Comparison


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Volatility by Period


LSSTWPEA.PADifference

Volatility (1M)

Calculated over the trailing 1-month period

4.91%

Volatility (6M)

Calculated over the trailing 6-month period

8.78%

Volatility (1Y)

Calculated over the trailing 1-year period

16.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.99%