WDEP.L vs. SPOL.L
Compare and contrast key facts about WisdomTree Europe Defence UCITS ETF EUR Accumulating (WDEP.L) and iShares MSCI Poland UCITS ETF USD (Acc) (SPOL.L).
WDEP.L and SPOL.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WDEP.L is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Europe Defence Index. It was launched on Mar 4, 2025. SPOL.L is a passively managed fund by iShares that tracks the performance of the MSCI Poland NR EUR. It was launched on Jan 21, 2011. Both WDEP.L and SPOL.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
WDEP.L vs. SPOL.L - Performance Comparison
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WDEP.L vs. SPOL.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
WDEP.L WisdomTree Europe Defence UCITS ETF EUR Accumulating | 7.07% | 7.30% |
SPOL.L iShares MSCI Poland UCITS ETF USD (Acc) | 2.36% | 32.80% |
Returns By Period
In the year-to-date period, WDEP.L achieves a 7.07% return, which is significantly higher than SPOL.L's 2.36% return.
WDEP.L
- 1D
- 3.03%
- 1M
- -7.52%
- YTD
- 7.07%
- 6M
- -5.24%
- 1Y
- 29.32%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SPOL.L
- 1D
- 2.14%
- 1M
- -5.76%
- YTD
- 2.36%
- 6M
- 17.10%
- 1Y
- 31.18%
- 3Y*
- 32.25%
- 5Y*
- 16.40%
- 10Y*
- 7.41%
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WDEP.L vs. SPOL.L - Expense Ratio Comparison
WDEP.L has a 0.45% expense ratio, which is lower than SPOL.L's 0.74% expense ratio.
Return for Risk
WDEP.L vs. SPOL.L — Risk / Return Rank
WDEP.L
SPOL.L
WDEP.L vs. SPOL.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Europe Defence UCITS ETF EUR Accumulating (WDEP.L) and iShares MSCI Poland UCITS ETF USD (Acc) (SPOL.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.
| WDEP.L | SPOL.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 1.25 | -0.41 |
Sortino ratioReturn per unit of downside risk | 1.31 | 1.76 | -0.45 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.22 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.14 | 2.10 | -0.96 |
Martin ratioReturn relative to average drawdown | 2.82 | 6.67 | -3.85 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WDEP.L | SPOL.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 1.25 | -0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.61 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.29 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.13 | +0.25 |
Correlation
The correlation between WDEP.L and SPOL.L is 0.18, 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.
Dividends
WDEP.L vs. SPOL.L - Dividend Comparison
Neither WDEP.L nor SPOL.L has paid dividends to shareholders.
Drawdowns
WDEP.L vs. SPOL.L - Drawdown Comparison
The maximum WDEP.L drawdown since its inception was -23.44%, smaller than the maximum SPOL.L drawdown of -56.64%. Use the drawdown chart below to compare losses from any high point for WDEP.L and SPOL.L.
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Drawdown Indicators
| WDEP.L | SPOL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.44% | -56.64% | +33.20% |
Max Drawdown (1Y)Largest decline over 1 year | -23.44% | -13.61% | -9.83% |
Max Drawdown (5Y)Largest decline over 5 years | — | -46.27% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -56.64% | — |
Current DrawdownCurrent decline from peak | -12.65% | -6.20% | -6.45% |
Average DrawdownAverage peak-to-trough decline | -8.01% | -22.02% | +14.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.43% | 4.27% | +5.16% |
Volatility
WDEP.L vs. SPOL.L - Volatility Comparison
WisdomTree Europe Defence UCITS ETF EUR Accumulating (WDEP.L) has a higher volatility of 10.63% compared to iShares MSCI Poland UCITS ETF USD (Acc) (SPOL.L) at 9.16%. This indicates that WDEP.L's price experiences larger fluctuations and is considered to be riskier than SPOL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WDEP.L | SPOL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.63% | 9.16% | +1.47% |
Volatility (6M)Calculated over the trailing 6-month period | 27.86% | 16.01% | +11.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.90% | 25.04% | +9.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.82% | 26.93% | +9.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.82% | 25.38% | +11.44% |