WPEA.PA vs. ETSZ.DE
Compare and contrast key facts about iShares MSCI World Swap PEA UCITS ETF (WPEA.PA) and BNP Paribas Easy STOXX Europe 600 UCITS ETF (ETSZ.DE).
WPEA.PA and ETSZ.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WPEA.PA is a passively managed fund by iShares that tracks the performance of the MSCI World NET TR EUR Index. It was launched on Mar 26, 2024. ETSZ.DE is a passively managed fund by BNP Paribas that tracks the performance of the STOXX® Europe 600. It was launched on Sep 16, 2013. Both WPEA.PA and ETSZ.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
WPEA.PA vs. ETSZ.DE - Performance Comparison
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WPEA.PA vs. ETSZ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
WPEA.PA iShares MSCI World Swap PEA UCITS ETF | -1.17% | 6.89% | 14.51% |
ETSZ.DE BNP Paribas Easy STOXX Europe 600 UCITS ETF | 1.43% | 20.43% | 1.35% |
Returns By Period
In the year-to-date period, WPEA.PA achieves a -1.17% return, which is significantly lower than ETSZ.DE's 1.43% return.
WPEA.PA
- 1D
- 2.00%
- 1M
- -3.13%
- YTD
- -1.17%
- 6M
- 2.03%
- 1Y
- 11.93%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ETSZ.DE
- 1D
- 2.46%
- 1M
- -3.75%
- YTD
- 1.43%
- 6M
- 6.77%
- 1Y
- 13.82%
- 3Y*
- 12.25%
- 5Y*
- 9.58%
- 10Y*
- 9.02%
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WPEA.PA vs. ETSZ.DE - Expense Ratio Comparison
WPEA.PA has a 0.25% expense ratio, which is higher than ETSZ.DE's 0.20% 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%.
Return for Risk
WPEA.PA vs. ETSZ.DE — Risk / Return Rank
WPEA.PA
ETSZ.DE
WPEA.PA vs. ETSZ.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 BNP Paribas Easy STOXX Europe 600 UCITS ETF (ETSZ.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 | ETSZ.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | 0.91 | -0.17 |
Sortino ratioReturn per unit of downside risk | 1.08 | 1.25 | -0.17 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.19 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 3.60 | 1.42 | +2.18 |
Martin ratioReturn relative to average drawdown | 13.91 | 5.52 | +8.39 |
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 | ETSZ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.74 | 0.91 | -0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.67 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.58 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.50 | +0.17 |
Correlation
The correlation between WPEA.PA and ETSZ.DE is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
WPEA.PA vs. ETSZ.DE - Dividend Comparison
Neither WPEA.PA nor ETSZ.DE has paid dividends to shareholders.
Drawdowns
WPEA.PA vs. ETSZ.DE - Drawdown Comparison
The maximum WPEA.PA drawdown since its inception was -21.59%, smaller than the maximum ETSZ.DE drawdown of -35.51%. Use the drawdown chart below to compare losses from any high point for WPEA.PA and ETSZ.DE.
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Drawdown Indicators
| WPEA.PA | ETSZ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.59% | -35.51% | +13.92% |
Max Drawdown (1Y)Largest decline over 1 year | -13.18% | -12.54% | -0.64% |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.55% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.51% | — |
Current DrawdownCurrent decline from peak | -4.07% | -5.30% | +1.23% |
Average DrawdownAverage peak-to-trough decline | -3.23% | -5.45% | +2.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.69% | 2.60% | -0.91% |
Volatility
WPEA.PA vs. ETSZ.DE - Volatility Comparison
The current volatility for iShares MSCI World Swap PEA UCITS ETF (WPEA.PA) is 4.31%, while BNP Paribas Easy STOXX Europe 600 UCITS ETF (ETSZ.DE) has a volatility of 5.87%. This indicates that WPEA.PA experiences smaller price fluctuations and is considered to be less risky than ETSZ.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 | ETSZ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.31% | 5.87% | -1.56% |
Volatility (6M)Calculated over the trailing 6-month period | 8.26% | 9.12% | -0.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.89% | 15.10% | +0.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.87% | 14.21% | +0.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.87% | 15.50% | -0.63% |