VSQYX vs. WPAD.AS
Compare and contrast key facts about Invesco MSCI World SRI Index Fund (VSQYX) and iShares MSCI World Paris-Aligned Climate UCITS ETF (WPAD.AS).
VSQYX is managed by Invesco. It was launched on Jun 30, 2016. WPAD.AS is a passively managed fund by iShares that tracks the performance of the MSCI ACWI NR USD. It was launched on Feb 22, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSQYX or WPAD.AS.
Key characteristics
| VSQYX | WPAD.AS | |
|---|---|---|
| YTD Return | 18.74% | 21.17% |
| 1Y Return | 31.47% | 34.52% |
| 3Y Return (Ann) | 6.00% | 10.71% |
| Sharpe Ratio | 1.96 | 2.52 |
| Sortino Ratio | 2.76 | 3.38 |
| Omega Ratio | 1.37 | 1.47 |
| Calmar Ratio | 2.94 | 2.30 |
| Martin Ratio | 12.70 | 13.80 |
| Ulcer Index | 2.40% | 2.86% |
| Daily Std Dev | 15.49% | 13.80% |
| Max Drawdown | -38.11% | -29.33% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between VSQYX and WPAD.AS is 0.30, 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.
Performance
VSQYX vs. WPAD.AS - Performance Comparison
In the year-to-date period, VSQYX achieves a 18.74% return, which is significantly lower than WPAD.AS's 21.17% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VSQYX vs. WPAD.AS - Expense Ratio Comparison
VSQYX has a 0.19% expense ratio, which is lower than WPAD.AS's 0.20% 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%.
Risk-Adjusted Performance
VSQYX vs. WPAD.AS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI World SRI Index Fund (VSQYX) and iShares MSCI World Paris-Aligned Climate UCITS ETF (WPAD.AS). 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.
Dividends
VSQYX vs. WPAD.AS - Dividend Comparison
VSQYX's dividend yield for the trailing twelve months is around 1.21%, more than WPAD.AS's 1.08% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
VSQYX Invesco MSCI World SRI Index Fund | 1.21% | 1.43% | 1.84% | 1.40% | 1.46% | 1.78% | 1.96% | 0.80% | 0.67% |
WPAD.AS iShares MSCI World Paris-Aligned Climate UCITS ETF | 1.08% | 1.23% | 1.48% | 0.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VSQYX vs. WPAD.AS - Drawdown Comparison
The maximum VSQYX drawdown since its inception was -38.11%, which is greater than WPAD.AS's maximum drawdown of -29.33%. Use the drawdown chart below to compare losses from any high point for VSQYX and WPAD.AS. For additional features, visit the drawdowns tool.
Volatility
VSQYX vs. WPAD.AS - Volatility Comparison
Invesco MSCI World SRI Index Fund (VSQYX) has a higher volatility of 4.25% compared to iShares MSCI World Paris-Aligned Climate UCITS ETF (WPAD.AS) at 3.12%. This indicates that VSQYX's price experiences larger fluctuations and is considered to be riskier than WPAD.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.