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WENS.L vs. VDPG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WENS.L vs. VDPG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI World Energy Sector UCITS ETF USD (Dist) (WENS.L) and Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc (VDPG.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WENS.L achieves a 31.68% return, which is significantly lower than VDPG.L's 47.65% return.


WENS.L

1D
0.00%
1M
2.79%
YTD
31.68%
6M
31.58%
1Y
43.09%
3Y*
15.52%
5Y*
10Y*

VDPG.L

1D
4.17%
1M
4.65%
YTD
47.65%
6M
52.89%
1Y
79.33%
3Y*
24.13%
5Y*
12.82%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WENS.L vs. VDPG.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
WENS.L
iShares MSCI World Energy Sector UCITS ETF USD (Dist)
31.68%6.73%3.85%-2.00%17.73%
VDPG.L
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc
47.65%30.58%-3.06%4.10%3.12%

Correlation

The correlation between WENS.L and VDPG.L is -0.04, 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

-0.04

Correlation (3Y)
Calculated over the trailing 3-year period

0.20

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2022

0.25

The correlation between WENS.L and VDPG.L shifts across timeframes, from -0.04 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

WENS.L vs. VDPG.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WENS.L
WENS.L Risk / Return Rank: 6666
Overall Rank
WENS.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
WENS.L Sortino Ratio Rank: 6060
Sortino Ratio Rank
WENS.L Omega Ratio Rank: 7171
Omega Ratio Rank
WENS.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
WENS.L Martin Ratio Rank: 6060
Martin Ratio Rank

VDPG.L
VDPG.L Risk / Return Rank: 9494
Overall Rank
VDPG.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
VDPG.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
VDPG.L Omega Ratio Rank: 9595
Omega Ratio Rank
VDPG.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
VDPG.L Martin Ratio Rank: 9292
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.

WENS.L vs. VDPG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Energy Sector UCITS ETF USD (Dist) (WENS.L) and Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc (VDPG.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.

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.


WENS.LVDPG.LDifference
Sharpe ratioReturn per unit of total volatility

-1.59

Sortino ratioReturn per unit of downside risk

-1.78

Omega ratioGain probability vs. loss probability

1.37

1.65

-0.29

Calmar ratioReturn relative to maximum drawdown

2.96

5.87

-2.91

Martin ratioReturn relative to average drawdown

9.41

20.42

-11.01

WENS.L vs. VDPG.L - Sharpe Ratio Comparison

The current WENS.L Sharpe Ratio is 2.03, which is lower than the VDPG.L Sharpe Ratio of 3.62. The chart below compares the historical Sharpe Ratios of WENS.L and VDPG.L, 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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Drawdowns

WENS.L vs. VDPG.L - Drawdown Comparison

The maximum WENS.L drawdown since its inception was -21.15%, smaller than the maximum VDPG.L drawdown of -40.69%. Use the drawdown chart below to compare losses from any high point for WENS.L and VDPG.L.


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Drawdown Indicators


WENS.LVDPG.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.15%

-40.69%

+19.54%

Max Drawdown (1Y)

Largest decline over 1 year

-14.63%

-13.45%

-1.18%

Max Drawdown (3Y)

Largest decline over 3 years

-21.15%

-26.18%

+5.03%

Max Drawdown (5Y)

Largest decline over 5 years

-26.18%

Current Drawdown

Current decline from peak

-7.41%

-4.74%

-2.67%

Average Drawdown

Average peak-to-trough decline

-8.42%

-11.24%

+2.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.59%

3.87%

+0.72%

Volatility

WENS.L vs. VDPG.L - Volatility Comparison

The current volatility for iShares MSCI World Energy Sector UCITS ETF USD (Dist) (WENS.L) is 6.58%, while Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc (VDPG.L) has a volatility of 11.04%. This indicates that WENS.L experiences smaller price fluctuations and is considered to be less risky than VDPG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WENS.LVDPG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.58%

11.04%

-4.46%

Volatility (6M)

Calculated over the trailing 6-month period

18.29%

19.69%

-1.40%

Volatility (1Y)

Calculated over the trailing 1-year period

21.38%

21.82%

-0.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.46%

21.25%

+0.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.46%

23.27%

-1.81%

WENS.L vs. VDPG.L - Expense Ratio Comparison

WENS.L has a 0.25% expense ratio, which is higher than VDPG.L's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

WENS.L vs. VDPG.L - Dividend Comparison

WENS.L's dividend yield for the trailing twelve months is around 1.28%, while VDPG.L has not paid dividends to shareholders.


PositionTTM2025202420232022
VDPG.L
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%
WENS.L
iShares MSCI World Energy Sector UCITS ETF USD (Dist)
1.28%3.25%3.52%3.61%1.77%

Frequently Asked Questions


WENS.L and VDPG.L have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VDPG.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VDPG.L is cheaper with a 0.15% expense ratio, compared with 0.25% for WENS.L.

WENS.L is categorized as Energy Equities, while VDPG.L is Asia Pacific Equities. WENS.L tracks MSCI World/Energy NR USD, while VDPG.L tracks MSCI AC Asia Pac Ex JPN NR USD. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.25% for WENS.L and 0.15% for VDPG.L.

Portfolio Optimizer

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