SU.PA vs. WPEA.PA
SU.PA (Schneider Electric S.E.) is a stock, while WPEA.PA (iShares MSCI World Swap PEA UCITS ETF) is Global Equities fund tracking the MSCI World NET TR EUR Index. Over the past year, SU.PA returned 26.61% vs 23.56% for WPEA.PA. A 0.62 correlation means they provide meaningful diversification when combined.
Performance
SU.PA vs. WPEA.PA - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SU.PA achieves a 21.86% return, which is significantly higher than WPEA.PA's 11.02% return.
SU.PA
- 1D
- -0.56%
- 1M
- 1.26%
- YTD
- 21.86%
- 6M
- 21.55%
- 1Y
- 26.61%
- 3Y*
- 21.72%
- 5Y*
- 18.77%
- 10Y*
- 20.11%
WPEA.PA
- 1D
- -0.06%
- 1M
- 3.63%
- YTD
- 11.02%
- 6M
- 10.90%
- 1Y
- 23.56%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SU.PA vs. WPEA.PA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
SU.PA Schneider Electric S.E. | 21.86% | -0.74% | 19.65% |
WPEA.PA iShares MSCI World Swap PEA UCITS ETF | 11.02% | 6.89% | 14.51% |
Correlation
The correlation between SU.PA and WPEA.PA is 0.63, 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 | 0.63 |
Correlation (All Time) Calculated using the full available price history since Apr 3, 2024 | 0.62 |
The correlation between SU.PA and WPEA.PA has been stable across timeframes, ranging from 0.62 to 0.63 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SU.PA vs. WPEA.PA — Risk / Return Rank
SU.PA
WPEA.PA
SU.PA vs. WPEA.PA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schneider Electric S.E. (SU.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.
| SU.PA | WPEA.PA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.29 | ||
| Sortino ratioReturn per unit of downside risk | -1.59 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.40 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.51 | 3.57 | -2.06 |
| Martin ratioReturn relative to average drawdown | 3.72 | 14.20 | -10.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SU.PA | WPEA.PA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 2.14 | -1.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 1.03 | -0.76 |
Drawdowns
SU.PA vs. WPEA.PA - Drawdown Comparison
The maximum SU.PA drawdown since its inception was -74.24%, 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 SU.PA and WPEA.PA.
Loading charts...
Drawdown Indicators
| SU.PA | WPEA.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.24% | -21.59% | -52.65% |
Max Drawdown (1Y)Largest decline over 1 year | -17.76% | -6.53% | -11.23% |
Max Drawdown (3Y)Largest decline over 3 years | -31.34% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -35.98% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.98% | — | — |
Current DrawdownCurrent decline from peak | -1.85% | -0.37% | -1.48% |
Average DrawdownAverage peak-to-trough decline | -19.83% | -3.02% | -16.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.25% | 1.65% | +5.60% |
Volatility
SU.PA vs. WPEA.PA - Volatility Comparison
Schneider Electric S.E. (SU.PA) has a higher volatility of 9.82% compared to iShares MSCI World Swap PEA UCITS ETF (WPEA.PA) at 2.59%. This indicates that SU.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.
Loading charts...
Volatility by Period
| SU.PA | WPEA.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.82% | 2.59% | +7.23% |
Volatility (6M)Calculated over the trailing 6-month period | 24.14% | 7.55% | +16.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.63% | 10.88% | +20.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.17% | 14.57% | +14.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.45% | 14.57% | +12.88% |
Dividends
SU.PA vs. WPEA.PA - Dividend Comparison
SU.PA's dividend yield for the trailing twelve months is around 1.49%, while WPEA.PA has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SU.PA Schneider Electric S.E. | 1.49% | 1.66% | 1.45% | 1.73% | 2.22% | 1.51% | 2.16% | 2.57% | 3.68% | 2.88% | 3.03% | 3.65% |
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% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SU.PA and WPEA.PA have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for SU.PA and WPEA.PA
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer