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 8.67%/yr vs 13.42%/yr for ^GSPC. At a 0.19 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 0.76% return, which is significantly lower than ^GSPC's 11.67% return. Over the past 10 years, WDP.BR has underperformed ^GSPC with an annualized return of 8.67%, while ^GSPC has yielded a comparatively higher 13.42% annualized return.
WDP.BR
- 1D
- -1.38%
- 1M
- -2.72%
- YTD
- 0.76%
- 6M
- 2.14%
- 1Y
- 5.73%
- 3Y*
- -4.29%
- 5Y*
- -4.68%
- 10Y*
- 8.67%
^GSPC
- 1D
- -0.52%
- 1M
- 5.65%
- YTD
- 11.67%
- 6M
- 10.88%
- 1Y
- 24.00%
- 3Y*
- 17.62%
- 5Y*
- 13.35%
- 10Y*
- 13.42%
WDP.BR vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WDP.BR Warehouses De Pauw NV | 0.76% | 20.94% | -31.22% | 9.52% | -35.68% | 52.06% | 24.54% | 44.26% | 27.20% | 13.76% |
^GSPC S&P 500 Index | 11.67% | 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 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Aug 27, 2007 | 0.19 |
The correlation between WDP.BR and ^GSPC shifts across timeframes, from 0.08 (3 years) to 0.19 (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.
| WDP.BR | ^GSPC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.29 | 1.96 | -1.67 |
Sortino ratioReturn per unit of downside risk | 0.54 | 2.57 | -2.02 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.36 | -0.29 |
Calmar ratioReturn relative to maximum drawdown | 0.38 | 3.19 | -2.81 |
Martin ratioReturn relative to average drawdown | 0.86 | 11.89 | -11.04 |
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
| WDP.BR | ^GSPC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.29 | 1.96 | -1.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.18 | 0.80 | -0.98 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | 0.72 | -0.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.51 | +0.01 |
Drawdowns
WDP.BR vs. ^GSPC - Drawdown Comparison
The maximum WDP.BR drawdown since its inception was -53.49%, roughly equal to the maximum ^GSPC drawdown of -51.62%. 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 | -53.49% | -51.62% | -1.87% |
Max Drawdown (1Y)Largest decline over 1 year | -14.98% | -7.57% | -7.41% |
Max Drawdown (3Y)Largest decline over 3 years | -34.57% | -23.99% | -10.58% |
Max Drawdown (5Y)Largest decline over 5 years | -53.49% | -23.99% | -29.50% |
Max Drawdown (10Y)Largest decline over 10 years | -53.49% | -33.42% | -20.07% |
Current DrawdownCurrent decline from peak | -40.96% | -0.52% | -40.44% |
Average DrawdownAverage peak-to-trough decline | -12.10% | -9.08% | -3.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.65% | 2.02% | +4.63% |
Volatility
WDP.BR vs. ^GSPC - Volatility Comparison
Warehouses De Pauw NV (WDP.BR) has a higher volatility of 5.27% compared to S&P 500 Index (^GSPC) at 2.40%. 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 | 5.27% | 2.40% | +2.87% |
Volatility (6M)Calculated over the trailing 6-month period | 15.57% | 8.64% | +6.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.53% | 12.35% | +7.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.42% | 16.80% | +8.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.83% | 18.59% | +6.24% |
Frequently Asked Questions
WDP.BR and ^GSPC have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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