VDPG.L vs. WENS.L

Last updated Jun 5, 2026

VDPG.L (Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc) and WENS.L (iShares MSCI World Energy Sector UCITS ETF USD (Dist)) are both exchange-traded funds - VDPG.L is a Asia Pacific Equities fund tracking the MSCI AC Asia Pac Ex JPN NR USD, while WENS.L is a Energy Equities fund tracking the MSCI World/Energy NR USD. Both are passively managed. Over the past 3 years, VDPG.L returned 26.43%/yr vs 13.87%/yr for WENS.L. At a 0.26 correlation, their price movements are largely independent. VDPG.L charges 0.15%/yr vs 0.25%/yr for WENS.L.

Performance

VDPG.L vs. WENS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc (VDPG.L) and iShares MSCI World Energy Sector UCITS ETF USD (Dist) (WENS.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VDPG.L achieves a 53.85% return, which is significantly higher than WENS.L's 31.38% return.

VDPG.L

• 1D: -0.73%
• 1M: 15.08%
• YTD: 53.85%
• 6M: 59.61%
• 1Y: 91.14%
• 3Y*: 26.43%
• 5Y*: 13.72%
• 10Y*: —

WENS.L

• 1D: -0.43%
• 1M: -0.63%
• YTD: 31.38%
• 6M: 26.68%
• 1Y: 44.00%
• 3Y*: 13.87%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

VDPG.L vs. WENS.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
VDPG.L Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc	53.85%	30.58%	-3.05%	4.09%	4.67%
WENS.L iShares MSCI World Energy Sector UCITS ETF USD (Dist)	31.38%	3.24%	2.09%	-2.00%	17.73%

Correlation

The correlation between VDPG.L and WENS.L is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.05
Correlation (3Y) Calculated over the trailing 3-year period	0.21
Correlation (All Time) Calculated using the full available price history since Jul 1, 2022	0.26

The correlation between VDPG.L and WENS.L shifts across timeframes, from -0.05 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.

Return for Risk

VDPG.L vs. WENS.L — Risk / Return Rank

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

VDPG.L

VDPG.L Risk / Return Rank: 95
VDPG.L Sharpe Ratio Rank: 97
VDPG.L Sortino Ratio Rank: 96
VDPG.L Omega Ratio Rank: 96
VDPG.L Calmar Ratio Rank: 93
VDPG.L Martin Ratio Rank: 94

WENS.L

WENS.L Risk / Return Rank: 59
WENS.L Sharpe Ratio Rank: 63
WENS.L Sortino Ratio Rank: 53
WENS.L Omega Ratio Rank: 62
WENS.L Calmar Ratio Rank: 61
WENS.L Martin Ratio Rank: 56

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.

VDPG.L vs. WENS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc (VDPG.L) and iShares MSCI World Energy Sector UCITS ETF USD (Dist) (WENS.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.

	VDPG.L	WENS.L	Difference
Sharpe ratio: Return per unit of total volatility	4.56	2.06	+2.50
Sortino ratio: Return per unit of downside risk	5.38	2.54	+2.85
Omega ratio: Gain probability vs. loss probability	1.81	1.37	+0.44
Calmar ratio: Return relative to maximum drawdown	6.87	2.99	+3.87
Martin ratio: Return relative to average drawdown	25.62	9.66	+15.96
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VDPG.L vs. WENS.L - Sharpe Ratio Comparison

The current VDPG.L Sharpe Ratio is 4.56, which is higher than the WENS.L Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of VDPG.L and WENS.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VDPG.L	WENS.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	4.56	2.06	+2.50
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.86	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.75	0.59	+0.16

Drawdowns

VDPG.L vs. WENS.L - Drawdown Comparison

The maximum VDPG.L drawdown since its inception was -30.11%, which is greater than WENS.L's maximum drawdown of -22.49%. Use the drawdown chart below to compare losses from any high point for VDPG.L and WENS.L.

Drawdown Indicators

	VDPG.L	WENS.L	Difference
Max Drawdown Largest peak-to-trough decline	-30.11%	-22.49%	-7.62%
Max Drawdown (1Y) Largest decline over 1 year	-13.45%	-14.63%	+1.18%
Max Drawdown (3Y) Largest decline over 3 years	-16.71%	-22.49%	+5.78%
Max Drawdown (5Y) Largest decline over 5 years	-17.64%	—	—
Current Drawdown Current decline from peak	-0.73%	-7.62%	+6.89%
Average Drawdown Average peak-to-trough decline	-5.88%	-9.15%	+3.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.61%	4.54%	-0.93%

Volatility

VDPG.L vs. WENS.L - Volatility Comparison

Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc (VDPG.L) has a higher volatility of 10.34% compared to iShares MSCI World Energy Sector UCITS ETF USD (Dist) (WENS.L) at 7.96%. This indicates that VDPG.L's price experiences larger fluctuations and is considered to be riskier than WENS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VDPG.L	WENS.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.34%	7.96%	+2.38%
Volatility (6M) Calculated over the trailing 6-month period	17.86%	18.19%	-0.33%
Volatility (1Y) Calculated over the trailing 1-year period	20.26%	21.33%	-1.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.89%	21.49%	-5.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.41%	21.49%	-3.08%

VDPG.L vs. WENS.L - Expense Ratio Comparison

VDPG.L has a 0.15% expense ratio, which is lower than WENS.L's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

VDPG.L vs. WENS.L - Dividend Comparison

Neither VDPG.L nor WENS.L has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022
VDPG.L Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc	0.00%	0.00%	0.00%	0.00%	0.00%
WENS.L iShares MSCI World Energy Sector UCITS ETF USD (Dist)	0.00%	0.00%	1.75%	3.61%	1.77%

Frequently Asked Questions

Can I hold both VDPG.L and WENS.L in my portfolio?

VDPG.L and WENS.L have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, VDPG.L or WENS.L?

On fees, VDPG.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, VDPG.L or WENS.L?

VDPG.L is cheaper with a 0.15% expense ratio, compared with 0.25% for WENS.L.

What is the main difference between VDPG.L and WENS.L?

VDPG.L is categorized as Asia Pacific Equities, while WENS.L is Energy Equities. VDPG.L tracks MSCI AC Asia Pac Ex JPN NR USD, while WENS.L tracks MSCI World/Energy NR USD. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.15% for VDPG.L and 0.25% for WENS.L.