WPEA.PA vs. AIL.DE
WPEA.PA (iShares MSCI World Swap PEA UCITS ETF) is Global Equities fund tracking the MSCI World NET TR EUR Index, while AIL.DE (Air Liquide SA) is a stock. Over the past year, WPEA.PA returned 23.56% vs 0.69% for AIL.DE. At a 0.36 correlation, their price movements are largely independent.
Performance
WPEA.PA vs. AIL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, WPEA.PA achieves a 11.02% return, which is significantly lower than AIL.DE's 15.64% return.
WPEA.PA
- 1D
- -0.06%
- 1M
- 3.63%
- YTD
- 11.02%
- 6M
- 10.90%
- 1Y
- 23.56%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AIL.DE
- 1D
- 1.02%
- 1M
- 2.24%
- YTD
- 15.64%
- 6M
- 13.85%
- 1Y
- 0.69%
- 3Y*
- 10.18%
- 5Y*
- 11.38%
- 10Y*
- 13.46%
WPEA.PA vs. AIL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
WPEA.PA iShares MSCI World Swap PEA UCITS ETF | 11.02% | 6.89% | 14.51% |
AIL.DE Air Liquide SA | 15.64% | 5.45% | -9.36% |
Correlation
The correlation between WPEA.PA and AIL.DE is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Apr 3, 2024 | 0.36 |
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Return for Risk
WPEA.PA vs. AIL.DE — Risk / Return Rank
WPEA.PA
AIL.DE
WPEA.PA vs. AIL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Swap PEA UCITS ETF (WPEA.PA) and Air Liquide SA (AIL.DE). 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.
| WPEA.PA | AIL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.10 | ||
| Sortino ratioReturn per unit of downside risk | +2.80 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.02 | +0.38 |
| Calmar ratioReturn relative to maximum drawdown | 3.57 | 0.05 | +3.52 |
| Martin ratioReturn relative to average drawdown | 14.20 | 0.10 | +14.10 |
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
| WPEA.PA | AIL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | 0.05 | +2.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.58 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.66 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.03 | 0.45 | +0.58 |
Drawdowns
WPEA.PA vs. AIL.DE - Drawdown Comparison
The maximum WPEA.PA drawdown since its inception was -21.59%, smaller than the maximum AIL.DE drawdown of -39.86%. Use the drawdown chart below to compare losses from any high point for WPEA.PA and AIL.DE.
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Drawdown Indicators
| WPEA.PA | AIL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.59% | -39.86% | +18.27% |
Max Drawdown (1Y)Largest decline over 1 year | -6.53% | -15.87% | +9.34% |
Max Drawdown (3Y)Largest decline over 3 years | — | -16.33% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.46% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.48% | — |
Current DrawdownCurrent decline from peak | -0.37% | -1.48% | +1.11% |
Average DrawdownAverage peak-to-trough decline | -3.02% | -7.34% | +4.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.65% | 7.99% | -6.34% |
Volatility
WPEA.PA vs. AIL.DE - Volatility Comparison
The current volatility for iShares MSCI World Swap PEA UCITS ETF (WPEA.PA) is 2.59%, while Air Liquide SA (AIL.DE) has a volatility of 6.63%. This indicates that WPEA.PA experiences smaller price fluctuations and is considered to be less risky than AIL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WPEA.PA | AIL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.59% | 6.63% | -4.04% |
Volatility (6M)Calculated over the trailing 6-month period | 7.55% | 14.02% | -6.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.88% | 17.42% | -6.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.57% | 19.34% | -4.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.57% | 20.44% | -5.87% |
Dividends
WPEA.PA vs. AIL.DE - Dividend Comparison
WPEA.PA has not paid dividends to shareholders, while AIL.DE's dividend yield for the trailing twelve months is around 2.04%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AIL.DE Air Liquide SA | 2.04% | 2.06% | 1.88% | 1.67% | 1.97% | 1.79% | 2.00% | 1.90% | 2.49% | 2.24% | 2.49% | 2.49% |
WPEA.PA iShares MSCI World Swap PEA UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
WPEA.PA and AIL.DE have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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