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SPF1.DE vs. WPEA.PA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPF1.DE vs. WPEA.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR FTSE Global Convertible Bond EUR Hedged UCITS ETF Accumulating (SPF1.DE) 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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Returns By Period

In the year-to-date period, SPF1.DE achieves a 17.82% return, which is significantly higher than WPEA.PA's 11.02% return.


SPF1.DE

1D
0.59%
1M
4.99%
YTD
17.82%
6M
20.07%
1Y
34.78%
3Y*
17.81%
5Y*
5.89%
10Y*

WPEA.PA

1D
-0.06%
1M
4.84%
YTD
11.02%
6M
11.28%
1Y
23.62%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPF1.DE vs. WPEA.PA - Yearly Performance Comparison


Correlation

The correlation between SPF1.DE and WPEA.PA is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.61

Correlation (All Time)
Calculated using the full available price history since Apr 3, 2024

0.63

The correlation between SPF1.DE and WPEA.PA has been stable across timeframes, ranging from 0.61 to 0.63 - a consistent structural relationship.

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Return for Risk

SPF1.DE vs. WPEA.PA — Risk / Return Rank

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

SPF1.DE
SPF1.DE Risk / Return Rank: 9090
Overall Rank
SPF1.DE Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
SPF1.DE Sortino Ratio Rank: 9191
Sortino Ratio Rank
SPF1.DE Omega Ratio Rank: 8989
Omega Ratio Rank
SPF1.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
SPF1.DE Martin Ratio Rank: 9191
Martin Ratio Rank

WPEA.PA
WPEA.PA Risk / Return Rank: 7070
Overall Rank
WPEA.PA Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
WPEA.PA Sortino Ratio Rank: 6666
Sortino Ratio Rank
WPEA.PA Omega Ratio Rank: 6969
Omega Ratio Rank
WPEA.PA Calmar Ratio Rank: 7272
Calmar Ratio Rank
WPEA.PA Martin Ratio Rank: 7575
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.

SPF1.DE vs. WPEA.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR FTSE Global Convertible Bond EUR Hedged UCITS ETF Accumulating (SPF1.DE) 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.


SPF1.DEWPEA.PADifference
Sharpe ratioReturn per unit of total volatility

+0.77

Sortino ratioReturn per unit of downside risk

+1.30

Omega ratioGain probability vs. loss probability

1.56

1.40

+0.15

Calmar ratioReturn relative to maximum drawdown

5.04

3.57

+1.47

Martin ratioReturn relative to average drawdown

21.39

14.20

+7.19

SPF1.DE vs. WPEA.PA - Sharpe Ratio Comparison

The current SPF1.DE Sharpe Ratio is 2.91, which is higher than the WPEA.PA Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of SPF1.DE and WPEA.PA, 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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Sharpe Ratios by Period


SPF1.DEWPEA.PADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.91

2.14

+0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

1.03

-0.35

Drawdowns

SPF1.DE vs. WPEA.PA - Drawdown Comparison

The maximum SPF1.DE drawdown since its inception was -30.44%, 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 SPF1.DE and WPEA.PA.


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Drawdown Indicators


SPF1.DEWPEA.PADifference

Max Drawdown

Largest peak-to-trough decline

-30.44%

-21.59%

-8.85%

Max Drawdown (1Y)

Largest decline over 1 year

-6.86%

-6.53%

-0.33%

Max Drawdown (3Y)

Largest decline over 3 years

-9.62%

Max Drawdown (5Y)

Largest decline over 5 years

-26.99%

Current Drawdown

Current decline from peak

0.00%

-0.37%

+0.37%

Average Drawdown

Average peak-to-trough decline

-11.33%

-3.02%

-8.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.62%

1.65%

-0.03%

Volatility

SPF1.DE vs. WPEA.PA - Volatility Comparison

SPDR FTSE Global Convertible Bond EUR Hedged UCITS ETF Accumulating (SPF1.DE) has a higher volatility of 3.91% compared to iShares MSCI World Swap PEA UCITS ETF (WPEA.PA) at 2.59%. This indicates that SPF1.DE'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


SPF1.DEWPEA.PADifference

Volatility (1M)

Calculated over the trailing 1-month period

3.91%

2.59%

+1.32%

Volatility (6M)

Calculated over the trailing 6-month period

9.94%

7.55%

+2.39%

Volatility (1Y)

Calculated over the trailing 1-year period

11.88%

10.88%

+1.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.63%

14.57%

-3.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.68%

14.57%

-2.89%

SPF1.DE vs. WPEA.PA - Expense Ratio Comparison

SPF1.DE has a 0.55% expense ratio, which is higher than WPEA.PA's 0.25% expense ratio.


Dividends

SPF1.DE vs. WPEA.PA - Dividend Comparison

Neither SPF1.DE nor WPEA.PA has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SPF1.DE and WPEA.PA have a correlation of 0.61, 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 0.55% for SPF1.DE.

SPF1.DE is categorized as Convertible Bonds, while WPEA.PA is Global Equities. SPF1.DE tracks FTSE Qualified Global Convertible Index (EUR Hedged), while WPEA.PA tracks MSCI World NET TR EUR Index. They also come from different issuers: SPDR and iShares. Their fees differ too: 0.55% for SPF1.DE and 0.25% for WPEA.PA.

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