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VPAC.L vs. WNDY.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VPAC.L vs. WNDY.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Variable Rate Preferred Shares UCITS ETF USD (Acc) (VPAC.L) and Global X Wind Energy UCITS ETF USD (Acc) (WNDY.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VPAC.L achieves a 2.04% return, which is significantly higher than WNDY.L's 0.09% return.


VPAC.L

1D
-0.12%
1M
0.08%
6M
1.60%
YTD
2.04%
1Y
4.91%
3Y*
8.42%
5Y*
3.51%
10Y*

WNDY.L

1D
-0.62%
1M
-10.14%
6M
-7.15%
YTD
0.09%
1Y
16.74%
3Y*
-1.62%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VPAC.L vs. WNDY.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
VPAC.L
Invesco Variable Rate Preferred Shares UCITS ETF USD (Acc)
2.04%6.34%10.84%9.27%-7.20%
WNDY.L
Global X Wind Energy UCITS ETF USD (Acc)
0.09%32.58%-20.21%-19.30%-12.05%

Correlation

The correlation between VPAC.L and WNDY.L is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

Correlation (3Y)
Calculated over the trailing 3-year period

0.28

Correlation (All Time)
Calculated using the full available price history since Feb 8, 2022

0.33

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Return for Risk

VPAC.L vs. WNDY.L — Risk / Return Rank

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

VPAC.L
VPAC.L Risk / Return Rank: 7171
Overall Rank
VPAC.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
VPAC.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
VPAC.L Omega Ratio Rank: 7373
Omega Ratio Rank
VPAC.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
VPAC.L Martin Ratio Rank: 7474
Martin Ratio Rank

WNDY.L
WNDY.L Risk / Return Rank: 2525
Overall Rank
WNDY.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
WNDY.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
WNDY.L Omega Ratio Rank: 2626
Omega Ratio Rank
WNDY.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
WNDY.L Martin Ratio Rank: 2626
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.

VPAC.L vs. WNDY.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Variable Rate Preferred Shares UCITS ETF USD (Acc) (VPAC.L) and Global X Wind Energy UCITS ETF USD (Acc) (WNDY.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VPAC.LWNDY.LDifference
Sharpe ratioReturn per unit of total volatility

+0.88

Sortino ratioReturn per unit of downside risk

+1.28

Omega ratioGain probability vs. loss probability

1.32

1.14

+0.18

Calmar ratioReturn relative to maximum drawdown

2.54

0.74

+1.80

Martin ratioReturn relative to average drawdown

9.98

2.49

+7.50

VPAC.L vs. WNDY.L - Sharpe Ratio Comparison

The current VPAC.L Sharpe Ratio is 1.63, which is higher than the WNDY.L Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of VPAC.L and WNDY.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.


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Drawdowns

VPAC.L vs. WNDY.L - Drawdown Comparison

The maximum VPAC.L drawdown since its inception was -34.25%, smaller than the maximum WNDY.L drawdown of -52.51%. Use the drawdown chart below to compare losses from any high point for VPAC.L and WNDY.L.


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Drawdown Indicators


VPAC.LWNDY.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.25%

-52.51%

+18.26%

Max Drawdown (1Y)

Largest decline over 1 year

-2.02%

-22.39%

+20.37%

Max Drawdown (3Y)

Largest decline over 3 years

-3.40%

-35.99%

+32.59%

Max Drawdown (5Y)

Largest decline over 5 years

-13.89%

Current Drawdown

Current decline from peak

-0.33%

-29.90%

+29.57%

Average Drawdown

Average peak-to-trough decline

-3.14%

-30.23%

+27.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.52%

6.72%

-6.20%

Volatility

VPAC.L vs. WNDY.L - Volatility Comparison

The current volatility for Invesco Variable Rate Preferred Shares UCITS ETF USD (Acc) (VPAC.L) is 0.74%, while Global X Wind Energy UCITS ETF USD (Acc) (WNDY.L) has a volatility of 8.14%. This indicates that VPAC.L experiences smaller price fluctuations and is considered to be less risky than WNDY.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VPAC.LWNDY.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.74%

8.14%

-7.40%

Volatility (6M)

Calculated over the trailing 6-month period

2.28%

17.06%

-14.78%

Volatility (1Y)

Calculated over the trailing 1-year period

3.17%

22.41%

-19.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.30%

23.08%

-17.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.00%

23.08%

-12.08%

VPAC.L vs. WNDY.L - Expense Ratio Comparison

Both VPAC.L and WNDY.L have an expense ratio of 0.50%.


Dividends

VPAC.L vs. WNDY.L - Dividend Comparison

Neither VPAC.L nor WNDY.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


VPAC.L and WNDY.L have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.50% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

VPAC.L and WNDY.L have the same expense ratio: 0.50% per year.

VPAC.L is categorized as Preferred Stock/Convertible Bonds, while WNDY.L is Global Equities. VPAC.L tracks ICE Diversified Variable Rate Preferred & Hybrid Securities Index, while WNDY.L tracks Solactive Wind Energy v2 Index. They also come from different issuers: Invesco and Global X.

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