VWAPY vs. FEZ
VWAPY (Volkswagen AG Pref 1/10 ADR) is a stock, while FEZ (State Street SPDR EURO STOXX 50 ETF) is Europe Equities fund tracking the EURO STOXX 50 Index. Over the past 5 years, VWAPY returned -10.80%/yr vs 11.54%/yr for FEZ. Their 0.67 correlation means they have sometimes moved together and sometimes differently.
Performance
VWAPY vs. FEZ - Performance Comparison
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Returns By Period
In the year-to-date period, VWAPY achieves a -24.31% return, which is significantly lower than FEZ's 10.27% return.
VWAPY
- 1D
- -1.95%
- 1M
- 2.88%
- 6M
- -24.44%
- YTD
- -24.31%
- 1Y
- -10.90%
- 3Y*
- -7.07%
- 5Y*
- -10.80%
- 10Y*
- —
- ALL TIME*
- -0.77%
FEZ
- 1D
- 0.10%
- 1M
- 1.13%
- 6M
- 6.29%
- YTD
- 10.27%
- 1Y
- 25.36%
- 3Y*
- 17.76%
- 5Y*
- 11.54%
- 10Y*
- 11.23%
- ALL TIME*
- 7.84%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $51.83M | $51.15M | $96.31M | |
| $1.30M | $1.72M | $1.43M |
VWAPY vs. FEZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
VWAPY Volkswagen AG Pref 1/10 ADR | -24.31% | 41.45% | -19.79% | 6.32% | -25.04% | 9.55% | -1.17% | 27.00% | -0.09% |
FEZ State Street SPDR EURO STOXX 50 ETF | 10.27% | 37.81% | 3.57% | 27.16% | -14.27% | 14.84% | 4.84% | 26.04% | -11.43% |
Correlation
The correlation between VWAPY and FEZ is 0.54, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.54 |
Correlation (3Y) Balances recent behavior with more history. | 0.62 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.66 |
Correlation (All Time) Calculated using the full available price history since Aug 15, 2018 | 0.67 |
The correlation between VWAPY and FEZ shifts across timeframes, from 0.54 (1 year) to 0.67 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VWAPY vs. FEZ — Risk / Return Rank
VWAPY
FEZ
VWAPY vs. FEZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Volkswagen AG Pref 1/10 ADR (VWAPY) and State Street SPDR EURO STOXX 50 ETF (FEZ). 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.
| VWAPY | FEZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.73 | ||
| Sortino ratioReturn per unit of downside risk | -2.37 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.23 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | 1.75 | -2.12 |
| Martin ratioReturn relative to average drawdown | -0.78 | 6.11 | -6.89 |
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Drawdowns
VWAPY vs. FEZ - Drawdown Comparison
The maximum VWAPY drawdown since its inception was -59.11%, smaller than the maximum FEZ drawdown of -64.21%. Use the drawdown chart below to compare losses from any high point for VWAPY and FEZ.
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Drawdown Indicators
| VWAPY | FEZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.11% | -64.21% | +5.10% |
Max Drawdown (1Y)Largest decline over 1 year | -33.11% | -13.63% | -19.48% |
Max Drawdown (3Y)Largest decline over 3 years | -33.62% | -15.85% | -17.77% |
Max Drawdown (5Y)Largest decline over 5 years | -51.77% | -35.05% | -16.72% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.69% | — |
Current DrawdownCurrent decline from peak | -52.42% | 0.00% | -52.42% |
Average DrawdownAverage peak-to-trough decline | -31.44% | -16.97% | -14.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.72% | 3.90% | +11.82% |
Volatility
VWAPY vs. FEZ - Volatility Comparison
Volkswagen AG Pref 1/10 ADR (VWAPY) has a higher volatility of 10.67% compared to State Street SPDR EURO STOXX 50 ETF (FEZ) at 5.04%. This indicates that VWAPY's price experiences larger fluctuations and is considered to be riskier than FEZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VWAPY | FEZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.67% | 5.04% | +5.63% |
Volatility (6M)Calculated over the trailing 6-month period | 21.89% | 15.97% | +5.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.21% | 18.49% | +9.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.34% | 20.69% | +10.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.92% | 20.70% | +15.22% |
Dividends
VWAPY vs. FEZ - Dividend Comparison
VWAPY's dividend yield for the trailing twelve months is around 7.08%, more than FEZ's 2.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FEZ State Street SPDR EURO STOXX 50 ETF | 2.55% | 2.78% | 2.94% | 2.75% | 3.06% | 2.61% | 2.13% | 2.61% | 3.45% | 2.44% | 3.35% | 3.03% |
VWAPY Volkswagen AG Pref 1/10 ADR | 7.08% | 5.95% | 10.65% | 7.68% | 21.99% | 1.92% | 3.08% | 1.82% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
VWAPY and FEZ have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VWAPY has higher volatility (10.67%) compared to FEZ (5.04%). In terms of maximum drawdown, VWAPY dropped -59.11% vs FEZ's -64.21%.
FEZ currently has the higher Sharpe Ratio (1.30 vs -0.43), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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