SPOL.L vs. WDEP.L
Compare and contrast key facts about iShares MSCI Poland UCITS ETF USD (Acc) (SPOL.L) and WisdomTree Europe Defence UCITS ETF EUR Accumulating (WDEP.L).
SPOL.L and WDEP.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPOL.L is a passively managed fund by iShares that tracks the performance of the MSCI Poland NR EUR. It was launched on Jan 21, 2011. WDEP.L is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Europe Defence Index. It was launched on Mar 4, 2025. Both SPOL.L and WDEP.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SPOL.L vs. WDEP.L - Performance Comparison
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SPOL.L vs. WDEP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SPOL.L iShares MSCI Poland UCITS ETF USD (Acc) | 5.27% | 32.80% |
WDEP.L WisdomTree Europe Defence UCITS ETF EUR Accumulating | 13.71% | 7.30% |
Returns By Period
In the year-to-date period, SPOL.L achieves a 5.27% return, which is significantly lower than WDEP.L's 13.71% return.
SPOL.L
- 1D
- 2.85%
- 1M
- -0.17%
- YTD
- 5.27%
- 6M
- 19.30%
- 1Y
- 32.18%
- 3Y*
- 33.50%
- 5Y*
- 17.06%
- 10Y*
- 7.71%
WDEP.L
- 1D
- 6.19%
- 1M
- -1.97%
- YTD
- 13.71%
- 6M
- 1.63%
- 1Y
- 34.46%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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SPOL.L vs. WDEP.L - Expense Ratio Comparison
SPOL.L has a 0.74% expense ratio, which is higher than WDEP.L's 0.45% expense ratio.
Return for Risk
SPOL.L vs. WDEP.L — Risk / Return Rank
SPOL.L
WDEP.L
SPOL.L vs. WDEP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Poland UCITS ETF USD (Acc) (SPOL.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.
| SPOL.L | WDEP.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.28 | 0.97 | +0.31 |
Sortino ratioReturn per unit of downside risk | 1.80 | 1.48 | +0.32 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.20 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 3.26 | 1.59 | +1.67 |
Martin ratioReturn relative to average drawdown | 7.75 | 3.94 | +3.81 |
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
| SPOL.L | WDEP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 0.97 | +0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.30 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | 0.55 | -0.41 |
Correlation
The correlation between SPOL.L and WDEP.L is 0.19, 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
SPOL.L vs. WDEP.L - Dividend Comparison
Neither SPOL.L nor WDEP.L has paid dividends to shareholders.
Drawdowns
SPOL.L vs. WDEP.L - Drawdown Comparison
The maximum SPOL.L drawdown since its inception was -56.64%, 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 SPOL.L and WDEP.L.
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Drawdown Indicators
| SPOL.L | WDEP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.64% | -23.44% | -33.20% |
Max Drawdown (1Y)Largest decline over 1 year | -13.61% | -23.44% | +9.83% |
Max Drawdown (5Y)Largest decline over 5 years | -46.27% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -56.64% | — | — |
Current DrawdownCurrent decline from peak | -3.53% | -7.24% | +3.71% |
Average DrawdownAverage peak-to-trough decline | -22.01% | -8.00% | -14.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.00% | 9.44% | -5.44% |
Volatility
SPOL.L vs. WDEP.L - Volatility Comparison
The current volatility for iShares MSCI Poland UCITS ETF USD (Acc) (SPOL.L) is 7.87%, while WisdomTree Europe Defence UCITS ETF EUR Accumulating (WDEP.L) has a volatility of 12.13%. This indicates that SPOL.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
| SPOL.L | WDEP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.87% | 12.13% | -4.26% |
Volatility (6M)Calculated over the trailing 6-month period | 16.23% | 28.43% | -12.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.08% | 35.41% | -10.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.96% | 37.22% | -10.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.39% | 37.22% | -11.83% |