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WPEA.PA vs. ETSZ.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WPEA.PA vs. ETSZ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI World Swap PEA UCITS ETF (WPEA.PA) and BNP Paribas Easy STOXX Europe 600 UCITS ETF (ETSZ.DE). The values are adjusted to include any dividend payments, if applicable.

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WPEA.PA vs. ETSZ.DE - Yearly Performance Comparison


2026 (YTD)20252024
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

WPEA.PA
WPEA.PA Risk / Return Rank: 5959
Overall Rank
WPEA.PA Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
WPEA.PA Sortino Ratio Rank: 3535
Sortino Ratio Rank
WPEA.PA Omega Ratio Rank: 3939
Omega Ratio Rank
WPEA.PA Calmar Ratio Rank: 9292
Calmar Ratio Rank
WPEA.PA Martin Ratio Rank: 9292
Martin Ratio Rank

ETSZ.DE
ETSZ.DE Risk / Return Rank: 4848
Overall Rank
ETSZ.DE Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
ETSZ.DE Sortino Ratio Rank: 4242
Sortino Ratio Rank
ETSZ.DE Omega Ratio Rank: 4848
Omega Ratio Rank
ETSZ.DE Calmar Ratio Rank: 5050
Calmar Ratio Rank
ETSZ.DE Martin Ratio Rank: 5252
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.

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.PAETSZ.DEDifference

Sharpe ratio

Return per unit of total volatility

0.74

0.91

-0.17

Sortino ratio

Return per unit of downside risk

1.08

1.25

-0.17

Omega ratio

Gain probability vs. loss probability

1.17

1.19

-0.03

Calmar ratio

Return relative to maximum drawdown

3.60

1.42

+2.18

Martin ratio

Return relative to average drawdown

13.91

5.52

+8.39

WPEA.PA vs. ETSZ.DE - Sharpe Ratio Comparison

The current WPEA.PA Sharpe Ratio is 0.74, which is comparable to the ETSZ.DE Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of WPEA.PA and ETSZ.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WPEA.PAETSZ.DEDifference

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.


Tickers have no history of dividend payments

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.PAETSZ.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-4.07%

-5.30%

+1.23%

Average Drawdown

Average peak-to-trough decline

-3.23%

-5.45%

+2.22%

Ulcer Index

Depth 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.PAETSZ.DEDifference

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%