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WAGA.PA vs. VLUE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

WAGA.PA vs. VLUE

Last updated Jun 5, 2026

WAGA.PA (Waga Energy SA) is a stock, while VLUE (iShares Edge MSCI USA Value Factor ETF) is Large Cap Value Equities fund tracking the MSCI USA Value Weighted Index. Over the past 3 years, WAGA.PA returned -3.82%/yr vs 30.40%/yr for VLUE. At a 0.05 correlation, their price movements are largely independent.

Performance

WAGA.PA vs. VLUE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Waga Energy SA (WAGA.PA) and iShares Edge MSCI USA Value Factor ETF (VLUE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

WAGA.PA is traded in EUR, while VLUE is traded in USD. To make them comparable, the VLUE values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, WAGA.PA achieves a -4.49% return, which is significantly lower than VLUE's 48.76% return.

WAGA.PA

1D
-0.21%
1M
0.86%
YTD
-4.49%
6M
5.17%
1Y
40.46%
3Y*
-3.82%
5Y*
—
10Y*
—

VLUE

1D
-1.42%
1M
15.91%
YTD
48.76%
6M
50.58%
1Y
86.25%
3Y*
30.40%
5Y*
17.14%
10Y*
14.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WAGA.PA vs. VLUE - Yearly Performance Comparison

2026 (YTD)20252024202320222021
WAGA.PA
Waga Energy SA		-4.49%53.12%-37.13%-10.70%0.71%8.02%
VLUE
iShares Edge MSCI USA Value Factor ETF		48.76%16.92%14.33%10.84%-8.85%10.13%

Correlation

The correlation between WAGA.PA and VLUE 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

-0.00

Correlation (All Time)
Calculated using the full available price history since Oct 28, 2021

0.05

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Waga Energy SA

iShares Edge MSCI USA Value Factor ETF

Often compared with WAGA.PA:
WAGA.PA vs. INDAWAGA.PA vs. ABCA.PAWAGA.PA vs. GC=FWAGA.PA vs. HLLVXWAGA.PA vs. LDO.MIWAGA.PA vs. XSEN.L
Often compared with VLUE:
VLUE vs. VLUVLUE vs. AVLVVLUE vs. VOOVLUE vs. IUSVVLUE vs. QVALVLUE vs. SCHVVLUE vs. SCHD

Return for Risk

WAGA.PA vs. VLUE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
WAGA.PA
WAGA.PA Risk / Return Rank: 8484
Overall Rank
WAGA.PA Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
WAGA.PA Sortino Ratio Rank: 9090
Sortino Ratio Rank
WAGA.PA Omega Ratio Rank: 9393
Omega Ratio Rank
WAGA.PA Calmar Ratio Rank: 8585
Calmar Ratio Rank
WAGA.PA Martin Ratio Rank: 8080
Martin Ratio Rank
VLUE
VLUE Risk / Return Rank: 9797
Overall Rank
VLUE Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
VLUE Sortino Ratio Rank: 9898
Sortino Ratio Rank
VLUE Omega Ratio Rank: 9797
Omega Ratio Rank
VLUE Calmar Ratio Rank: 9696
Calmar Ratio Rank
VLUE Martin Ratio Rank: 9797
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.

WAGA.PA vs. VLUE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Waga Energy SA (WAGA.PA) and iShares Edge MSCI USA Value Factor ETF (VLUE). 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.

WAGA.PAVLUEDifference
Sharpe ratioReturn per unit of total volatility
1.00
5.03

-4.03

Sortino ratioReturn per unit of downside risk
3.19
6.31

-3.12

Omega ratioGain probability vs. loss probability

1.51

1.83

-0.32

Calmar ratioReturn relative to maximum drawdown

3.43

13.95

-10.52

Martin ratioReturn relative to average drawdown

6.68

57.54

-50.86

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WAGA.PA vs. VLUE - Sharpe Ratio Comparison

The current WAGA.PA Sharpe Ratio is 1.00, which is lower than the VLUE Sharpe Ratio of 5.03. The chart below compares the historical Sharpe Ratios of WAGA.PA and VLUE, 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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Sharpe Ratios by Period

WAGA.PAVLUEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

5.03

-4.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.98

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.74

—

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.05

0.77

-0.82

Drawdowns

WAGA.PA vs. VLUE - Drawdown Comparison

The maximum WAGA.PA drawdown since its inception was -77.39%, which is greater than VLUE's maximum drawdown of -38.65%. Use the drawdown chart below to compare losses from any high point for WAGA.PA and VLUE.

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Drawdown Indicators

WAGA.PAVLUEDifference

Max Drawdown

Largest peak-to-trough decline

-77.39%

-38.65%

-38.74%

Max Drawdown (1Y)

Largest decline over 1 year

-11.63%

-6.21%

-5.42%

Max Drawdown (3Y)

Largest decline over 3 years

-71.13%

-22.39%

-48.74%

Max Drawdown (5Y)

Largest decline over 5 years

—

-22.39%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-38.65%

—

Current Drawdown

Current decline from peak

-38.90%

-1.56%

-37.34%

Average Drawdown

Average peak-to-trough decline

-36.94%

-6.06%

-30.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.44%

1.50%

+2.94%

Volatility

WAGA.PA vs. VLUE - Volatility Comparison

The current volatility for Waga Energy SA (WAGA.PA) is 4.47%, while iShares Edge MSCI USA Value Factor ETF (VLUE) has a volatility of 7.16%. This indicates that WAGA.PA experiences smaller price fluctuations and is considered to be less risky than VLUE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

WAGA.PAVLUEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.47%

7.16%

-2.69%

Volatility (6M)

Calculated over the trailing 6-month period

17.13%

13.71%

+3.42%

Volatility (1Y)

Calculated over the trailing 1-year period

39.97%

17.27%

+22.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.25%

17.52%

+29.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.25%

20.24%

+27.01%

Dividends

WAGA.PA vs. VLUE - Dividend Comparison

WAGA.PA has not paid dividends to shareholders, while VLUE's dividend yield for the trailing twelve months is around 1.42%.

PositionTTM20252024202320222021202020192018201720162015
VLUE
iShares Edge MSCI USA Value Factor ETF		1.42%2.11%2.73%2.66%3.18%2.22%2.42%2.61%2.70%2.14%2.07%2.39%
WAGA.PA
Waga Energy SA		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

WAGA.PA and VLUE 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.

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