WDP.BR vs. ^GSPC
WDP.BR (Warehouses De Pauw NV) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, WDP.BR returned 16.97%/yr vs 12.65%/yr for ^GSPC. At a 0.18 correlation, their price movements are largely independent.
Performance
WDP.BR vs. ^GSPC - Performance Comparison
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Different Trading Currencies
WDP.BR is traded in EUR, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, WDP.BR achieves a 6.94% return, which is significantly lower than ^GSPC's 11.89% return. Over the past 10 years, WDP.BR has outperformed ^GSPC with an annualized return of 16.97%, while ^GSPC has yielded a comparatively lower 12.65% annualized return.
WDP.BR
- 1D
- 0.09%
- 1M
- 2.85%
- 6M
- 2.05%
- YTD
- 6.94%
- 1Y
- 16.87%
- 3Y*
- -1.25%
- 5Y*
- -4.66%
- 10Y*
- 16.97%
- ALL TIME*
- 11.85%
^GSPC
- 1D
- 0.01%
- 1M
- -0.35%
- 6M
- 8.98%
- YTD
- 11.89%
- 1Y
- 20.36%
- 3Y*
- 16.94%
- 5Y*
- 12.03%
- 10Y*
- 12.65%
- ALL TIME*
- 10.08%
WDP.BR vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WDP.BR Warehouses De Pauw NV | 6.94% | 28.11% | -31.14% | 9.64% | -35.64% | 52.18% | 24.66% | 70.58% | 58.70% | 44.25% |
^GSPC S&P 500 Index | 11.89% | 2.58% | 31.45% | 20.51% | -14.45% | 36.38% | 6.68% | 31.79% | -1.84% | 4.74% |
Correlation
The correlation between WDP.BR and ^GSPC 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 | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2007 | 0.18 |
The correlation between WDP.BR and ^GSPC shifts across timeframes, from 0.05 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
WDP.BR vs. ^GSPC — Risk / Return Rank
WDP.BR
^GSPC
WDP.BR vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Warehouses De Pauw NV (WDP.BR) and S&P 500 Index (^GSPC). 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.
| WDP.BR | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.79 | ||
| Sortino ratioReturn per unit of downside risk | -0.86 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.30 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.11 | 2.70 | -1.59 |
| Martin ratioReturn relative to average drawdown | 2.29 | 9.96 | -7.67 |
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Drawdowns
WDP.BR vs. ^GSPC - Drawdown Comparison
The maximum WDP.BR drawdown since its inception was -53.88%, which is greater than ^GSPC's maximum drawdown of -50.14%. Use the drawdown chart below to compare losses from any high point for WDP.BR and ^GSPC.
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Drawdown Indicators
| WDP.BR | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.88% | -50.14% | -3.74% |
Max Drawdown (1Y)Largest decline over 1 year | -14.98% | -7.57% | -7.41% |
Max Drawdown (3Y)Largest decline over 3 years | -34.49% | -23.99% | -10.50% |
Max Drawdown (5Y)Largest decline over 5 years | -53.35% | -23.99% | -29.36% |
Max Drawdown (10Y)Largest decline over 10 years | -53.35% | -33.42% | -19.93% |
Current DrawdownCurrent decline from peak | -33.43% | -1.73% | -31.70% |
Average DrawdownAverage peak-to-trough decline | -19.39% | -8.49% | -10.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.33% | 2.05% | +5.28% |
Volatility
WDP.BR vs. ^GSPC - Volatility Comparison
Warehouses De Pauw NV (WDP.BR) has a higher volatility of 5.60% compared to S&P 500 Index (^GSPC) at 2.79%. This indicates that WDP.BR's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WDP.BR | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.60% | 2.79% | +2.81% |
Volatility (6M)Calculated over the trailing 6-month period | 15.22% | 9.21% | +6.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.07% | 12.64% | +7.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.43% | 16.83% | +8.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.75% | 18.61% | +9.14% |
Frequently Asked Questions
WDP.BR and ^GSPC 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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