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WPEA.PA vs. EUAD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WPEA.PA vs. EUAD - 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 Select STOXX Europe Aerospace & Defense ETF (EUAD). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

WPEA.PA is traded in EUR, while EUAD is traded in USD. To make them comparable, the EUAD values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, WPEA.PA achieves a 11.02% return, which is significantly higher than EUAD's -2.32% return.


WPEA.PA

1D
-0.06%
1M
4.84%
YTD
11.02%
6M
11.28%
1Y
23.62%
3Y*
5Y*
10Y*

EUAD

1D
1.97%
1M
-0.39%
YTD
-2.32%
6M
0.50%
1Y
-3.44%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WPEA.PA vs. EUAD - Yearly Performance Comparison


2026 (YTD)20252024
WPEA.PA
iShares MSCI World Swap PEA UCITS ETF
11.02%6.89%4.29%
EUAD
Select STOXX Europe Aerospace & Defense ETF
-2.32%53.80%0.54%

Correlation

The correlation between WPEA.PA and EUAD 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 Oct 23, 2024

0.33

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Return for Risk

WPEA.PA vs. EUAD — 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: 7070
Overall Rank
WPEA.PA Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
WPEA.PA Sortino Ratio Rank: 6666
Sortino Ratio Rank
WPEA.PA Omega Ratio Rank: 6969
Omega Ratio Rank
WPEA.PA Calmar Ratio Rank: 7272
Calmar Ratio Rank
WPEA.PA Martin Ratio Rank: 7575
Martin Ratio Rank

EUAD
EUAD Risk / Return Rank: 99
Overall Rank
EUAD Sharpe Ratio Rank: 88
Sharpe Ratio Rank
EUAD Sortino Ratio Rank: 99
Sortino Ratio Rank
EUAD Omega Ratio Rank: 99
Omega Ratio Rank
EUAD Calmar Ratio Rank: 88
Calmar Ratio Rank
EUAD Martin Ratio Rank: 88
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. EUAD - 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 Select STOXX Europe Aerospace & Defense ETF (EUAD). 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.PAEUADDifference
Sharpe ratioReturn per unit of total volatility

+2.27

Sortino ratioReturn per unit of downside risk

+2.98

Omega ratioGain probability vs. loss probability

1.40

1.00

+0.40

Calmar ratioReturn relative to maximum drawdown

3.57

-0.16

+3.73

Martin ratioReturn relative to average drawdown

14.20

-0.38

+14.58

WPEA.PA vs. EUAD - Sharpe Ratio Comparison

The current WPEA.PA Sharpe Ratio is 2.14, which is higher than the EUAD Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of WPEA.PA and EUAD, 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


WPEA.PAEUADDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.14

-0.12

+2.27

Sharpe Ratio (All Time)

Calculated using the full available price history

1.03

1.02

+0.01

Drawdowns

WPEA.PA vs. EUAD - Drawdown Comparison

The maximum WPEA.PA drawdown since its inception was -21.59%, roughly equal to the maximum EUAD drawdown of -21.92%. Use the drawdown chart below to compare losses from any high point for WPEA.PA and EUAD.


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Drawdown Indicators


WPEA.PAEUADDifference

Max Drawdown

Largest peak-to-trough decline

-21.59%

-21.92%

+0.33%

Max Drawdown (1Y)

Largest decline over 1 year

-6.53%

-21.92%

+15.39%

Current Drawdown

Current decline from peak

-0.37%

-15.50%

+15.13%

Average Drawdown

Average peak-to-trough decline

-3.02%

-5.59%

+2.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.65%

8.99%

-7.34%

Volatility

WPEA.PA vs. EUAD - Volatility Comparison

The current volatility for iShares MSCI World Swap PEA UCITS ETF (WPEA.PA) is 2.59%, while Select STOXX Europe Aerospace & Defense ETF (EUAD) has a volatility of 10.64%. This indicates that WPEA.PA experiences smaller price fluctuations and is considered to be less risky than EUAD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WPEA.PAEUADDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.59%

10.64%

-8.05%

Volatility (6M)

Calculated over the trailing 6-month period

7.55%

23.07%

-15.52%

Volatility (1Y)

Calculated over the trailing 1-year period

10.88%

27.87%

-16.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.57%

28.73%

-14.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.57%

28.73%

-14.16%

WPEA.PA vs. EUAD - Expense Ratio Comparison

WPEA.PA has a 0.25% expense ratio, which is lower than EUAD's 0.50% expense ratio.


Dividends

WPEA.PA vs. EUAD - Dividend Comparison

WPEA.PA has not paid dividends to shareholders, while EUAD's dividend yield for the trailing twelve months is around 0.41%.


PositionTTM20252024
EUAD
Select STOXX Europe Aerospace & Defense ETF
0.41%0.40%0.10%
WPEA.PA
iShares MSCI World Swap PEA UCITS ETF
0.00%0.00%0.00%

Frequently Asked Questions


WPEA.PA and EUAD 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.

On fees, WPEA.PA is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WPEA.PA is cheaper with a 0.25% expense ratio, compared with 0.50% for EUAD.

WPEA.PA is categorized as Global Equities, while EUAD is Aerospace & Defense. WPEA.PA tracks MSCI World NET TR EUR Index, while EUAD tracks STOXX Europe Total Market Aerospace & Defense Index. They also come from different issuers: iShares and Select Funds. Their fees differ too: 0.25% for WPEA.PA and 0.50% for EUAD.

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