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WPAD.AS vs. VWRL.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WPAD.AS vs. VWRL.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI World Paris-Aligned Climate UCITS ETF (WPAD.AS) and Vanguard FTSE All-World UCITS ETF (USD) Distributing (VWRL.AS). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

WPAD.AS is traded in USD, while VWRL.AS is traded in EUR. To make them comparable, the VWRL.AS values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, WPAD.AS achieves a 6.29% return, which is significantly lower than VWRL.AS's 11.75% return.


WPAD.AS

1D
-0.58%
1M
4.56%
YTD
6.29%
6M
8.00%
1Y
22.00%
3Y*
18.84%
5Y*
10.99%
10Y*

VWRL.AS

1D
-0.68%
1M
5.41%
YTD
11.75%
6M
13.24%
1Y
29.51%
3Y*
21.22%
5Y*
11.27%
10Y*
12.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WPAD.AS vs. VWRL.AS - Yearly Performance Comparison


2026 (YTD)20252024202320222021
WPAD.AS
iShares MSCI World Paris-Aligned Climate UCITS ETF
6.29%19.02%18.93%24.83%-22.07%12.00%
VWRL.AS
Vanguard FTSE All-World UCITS ETF (USD) Distributing
11.75%22.96%17.81%21.80%-18.84%8.27%

Correlation

The correlation between WPAD.AS and VWRL.AS is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.82

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

0.72

Correlation (5Y)
Calculated over the trailing 5-year period

0.58

Correlation (All Time)
Calculated using the full available price history since Apr 27, 2021

0.57

Over the past year, WPAD.AS and VWRL.AS have become more correlated (0.82) than their long-term average of 0.57, meaning their price movements have been converging.

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Return for Risk

WPAD.AS vs. VWRL.AS — Risk / Return Rank

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

WPAD.AS
WPAD.AS Risk / Return Rank: 5555
Overall Rank
WPAD.AS Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
WPAD.AS Sortino Ratio Rank: 5959
Sortino Ratio Rank
WPAD.AS Omega Ratio Rank: 5555
Omega Ratio Rank
WPAD.AS Calmar Ratio Rank: 4949
Calmar Ratio Rank
WPAD.AS Martin Ratio Rank: 5555
Martin Ratio Rank

VWRL.AS
VWRL.AS Risk / Return Rank: 7575
Overall Rank
VWRL.AS Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
VWRL.AS Sortino Ratio Rank: 7272
Sortino Ratio Rank
VWRL.AS Omega Ratio Rank: 7474
Omega Ratio Rank
VWRL.AS Calmar Ratio Rank: 7878
Calmar Ratio Rank
VWRL.AS Martin Ratio Rank: 8282
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.

WPAD.AS vs. VWRL.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Paris-Aligned Climate UCITS ETF (WPAD.AS) and Vanguard FTSE All-World UCITS ETF (USD) Distributing (VWRL.AS). 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.


WPAD.ASVWRL.ASDifference
Sharpe ratioReturn per unit of total volatility

-0.59

Sortino ratioReturn per unit of downside risk

-0.75

Omega ratioGain probability vs. loss probability

1.34

1.44

-0.10

Calmar ratioReturn relative to maximum drawdown

2.38

3.27

-0.90

Martin ratioReturn relative to average drawdown

9.47

14.11

-4.63

WPAD.AS vs. VWRL.AS - Sharpe Ratio Comparison

The current WPAD.AS Sharpe Ratio is 1.84, which is comparable to the VWRL.AS Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of WPAD.AS and VWRL.AS, 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


WPAD.ASVWRL.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

2.43

-0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

0.73

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.70

+0.14

Drawdowns

WPAD.AS vs. VWRL.AS - Drawdown Comparison

The maximum WPAD.AS drawdown since its inception was -29.34%, smaller than the maximum VWRL.AS drawdown of -33.75%. Use the drawdown chart below to compare losses from any high point for WPAD.AS and VWRL.AS.


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Drawdown Indicators


WPAD.ASVWRL.ASDifference

Max Drawdown

Largest peak-to-trough decline

-29.34%

-33.75%

+4.41%

Max Drawdown (1Y)

Largest decline over 1 year

-9.95%

-8.89%

-1.06%

Max Drawdown (3Y)

Largest decline over 3 years

-17.77%

-17.19%

-0.58%

Max Drawdown (5Y)

Largest decline over 5 years

-29.34%

-26.23%

-3.11%

Max Drawdown (10Y)

Largest decline over 10 years

-33.75%

Current Drawdown

Current decline from peak

-0.58%

-0.68%

+0.10%

Average Drawdown

Average peak-to-trough decline

-6.31%

-4.79%

-1.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.42%

2.08%

+0.34%

Volatility

WPAD.AS vs. VWRL.AS - Volatility Comparison

iShares MSCI World Paris-Aligned Climate UCITS ETF (WPAD.AS) and Vanguard FTSE All-World UCITS ETF (USD) Distributing (VWRL.AS) have volatilities of 3.74% and 3.79%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WPAD.ASVWRL.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.74%

3.79%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

9.99%

9.18%

+0.81%

Volatility (1Y)

Calculated over the trailing 1-year period

12.88%

11.98%

+0.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.21%

15.24%

+4.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.19%

15.70%

+4.49%

WPAD.AS vs. VWRL.AS - Expense Ratio Comparison

WPAD.AS has a 0.20% expense ratio, which is higher than VWRL.AS's 0.19% 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

WPAD.AS vs. VWRL.AS - Dividend Comparison

WPAD.AS's dividend yield for the trailing twelve months is around 0.98%, less than VWRL.AS's 1.24% yield.


PositionTTM20252024202320222021202020192018201720162015
VWRL.AS
Vanguard FTSE All-World UCITS ETF (USD) Distributing
1.24%1.42%1.47%1.74%2.10%1.43%1.56%1.89%2.24%1.93%1.95%2.03%
WPAD.AS
iShares MSCI World Paris-Aligned Climate UCITS ETF
0.98%1.05%1.10%1.23%1.48%0.28%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


WPAD.AS and VWRL.AS have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VWRL.AS is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VWRL.AS is cheaper with a 0.19% expense ratio, compared with 0.20% for WPAD.AS.

WPAD.AS tracks MSCI ACWI NR USD, while VWRL.AS tracks FTSE All-World Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.20% for WPAD.AS and 0.19% for VWRL.AS.

Portfolio Optimizer

Find the right allocation for WPAD.AS and VWRL.AS

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