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SMPA.L vs. VWRA.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SMPA.L and VWRA.L is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

SMPA.L vs. VWRA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR MSCI Emerging Markets Climate Paris Aligned UCITS ETF USD Unhedged (Acc) (SMPA.L) and Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
-4.76%
51.50%
SMPA.L
VWRA.L

Key characteristics

Sharpe Ratio

SMPA.L:

1.05

VWRA.L:

1.64

Sortino Ratio

SMPA.L:

1.55

VWRA.L:

2.27

Omega Ratio

SMPA.L:

1.19

VWRA.L:

1.29

Calmar Ratio

SMPA.L:

0.65

VWRA.L:

2.51

Martin Ratio

SMPA.L:

3.79

VWRA.L:

9.70

Ulcer Index

SMPA.L:

3.50%

VWRA.L:

1.95%

Daily Std Dev

SMPA.L:

12.68%

VWRA.L:

11.56%

Max Drawdown

SMPA.L:

-25.74%

VWRA.L:

-33.62%

Current Drawdown

SMPA.L:

-9.54%

VWRA.L:

0.00%

Returns By Period

In the year-to-date period, SMPA.L achieves a 4.91% return, which is significantly higher than VWRA.L's 4.55% return.


SMPA.L

YTD

4.91%

1M

1.41%

6M

4.94%

1Y

13.29%

5Y*

N/A

10Y*

N/A

VWRA.L

YTD

4.55%

1M

3.22%

6M

8.85%

1Y

18.94%

5Y*

10.65%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SMPA.L vs. VWRA.L - Expense Ratio Comparison

SMPA.L has a 0.23% expense ratio, which is higher than VWRA.L's 0.22% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


SMPA.L
SPDR MSCI Emerging Markets Climate Paris Aligned UCITS ETF USD Unhedged (Acc)
Expense ratio chart for SMPA.L: current value at 0.23% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.23%
Expense ratio chart for VWRA.L: current value at 0.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.22%

Risk-Adjusted Performance

SMPA.L vs. VWRA.L — Risk-Adjusted Performance Rank

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

SMPA.L
The Risk-Adjusted Performance Rank of SMPA.L is 3636
Overall Rank
The Sharpe Ratio Rank of SMPA.L is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of SMPA.L is 3838
Sortino Ratio Rank
The Omega Ratio Rank of SMPA.L is 3737
Omega Ratio Rank
The Calmar Ratio Rank of SMPA.L is 2929
Calmar Ratio Rank
The Martin Ratio Rank of SMPA.L is 3838
Martin Ratio Rank

VWRA.L
The Risk-Adjusted Performance Rank of VWRA.L is 6868
Overall Rank
The Sharpe Ratio Rank of VWRA.L is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VWRA.L is 6464
Sortino Ratio Rank
The Omega Ratio Rank of VWRA.L is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VWRA.L is 7272
Calmar Ratio Rank
The Martin Ratio Rank of VWRA.L is 7373
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SMPA.L vs. VWRA.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Emerging Markets Climate Paris Aligned UCITS ETF USD Unhedged (Acc) (SMPA.L) and Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.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.


Sharpe ratio
The chart of Sharpe ratio for SMPA.L, currently valued at 0.92, compared to the broader market0.002.004.000.921.64
The chart of Sortino ratio for SMPA.L, currently valued at 1.38, compared to the broader market0.005.0010.001.382.27
The chart of Omega ratio for SMPA.L, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.171.29
The chart of Calmar ratio for SMPA.L, currently valued at 0.80, compared to the broader market0.005.0010.0015.0020.000.802.51
The chart of Martin ratio for SMPA.L, currently valued at 2.44, compared to the broader market0.0020.0040.0060.0080.00100.00120.002.449.70
SMPA.L
VWRA.L

The current SMPA.L Sharpe Ratio is 1.05, which is lower than the VWRA.L Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of SMPA.L and VWRA.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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
0.92
1.64
SMPA.L
VWRA.L

Dividends

SMPA.L vs. VWRA.L - Dividend Comparison

Neither SMPA.L nor VWRA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SMPA.L vs. VWRA.L - Drawdown Comparison

The maximum SMPA.L drawdown since its inception was -25.74%, smaller than the maximum VWRA.L drawdown of -33.62%. Use the drawdown chart below to compare losses from any high point for SMPA.L and VWRA.L. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-6.31%
0
SMPA.L
VWRA.L

Volatility

SMPA.L vs. VWRA.L - Volatility Comparison

SPDR MSCI Emerging Markets Climate Paris Aligned UCITS ETF USD Unhedged (Acc) (SMPA.L) has a higher volatility of 4.17% compared to Vanguard FTSE All-World UCITS ETF USD Accumulating (VWRA.L) at 3.40%. This indicates that SMPA.L's price experiences larger fluctuations and is considered to be riskier than VWRA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
4.17%
3.40%
SMPA.L
VWRA.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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