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

Performance

WPEA.PA vs. LSST - 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 Natixis Loomis Sayles Short Duration Income ETF (LSST). The values are adjusted to include any dividend payments, if applicable.

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WPEA.PA vs. LSST - Yearly Performance Comparison


2026 (YTD)20252024
WPEA.PA
iShares MSCI World Swap PEA UCITS ETF
-1.17%6.89%14.51%
LSST
Natixis Loomis Sayles Short Duration Income ETF
0.00%0.00%0.60%
Different Trading Currencies

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

Returns By Period


WPEA.PA

1D
2.00%
1M
-3.13%
YTD
-1.17%
6M
2.03%
1Y
11.93%
3Y*
5Y*
10Y*

LSST

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WPEA.PA vs. LSST - Expense Ratio Comparison

WPEA.PA has a 0.25% expense ratio, which is lower than LSST's 0.38% expense ratio.


Return for Risk

WPEA.PA vs. LSST — 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

LSST
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. LSST - 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 Natixis Loomis Sayles Short Duration Income ETF (LSST). 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.PALSSTDifference

Sharpe ratio

Return per unit of total volatility

0.74

Sortino ratio

Return per unit of downside risk

1.08

Omega ratio

Gain probability vs. loss probability

1.17

Calmar ratio

Return relative to maximum drawdown

3.60

Martin ratio

Return relative to average drawdown

13.91

WPEA.PA vs. LSST - Sharpe Ratio Comparison


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Sharpe Ratios by Period


WPEA.PALSSTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

Correlation

The correlation between WPEA.PA and LSST is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

WPEA.PA vs. LSST - Dividend Comparison

Neither WPEA.PA nor LSST has paid dividends to shareholders.


TTM20252024202320222021202020192018
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%
LSST
Natixis Loomis Sayles Short Duration Income ETF
0.00%0.00%3.44%3.85%1.93%2.73%3.96%2.70%2.59%

Drawdowns

WPEA.PA vs. LSST - Drawdown Comparison


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Drawdown Indicators


WPEA.PALSSTDifference

Max Drawdown

Largest peak-to-trough decline

-21.59%

Max Drawdown (1Y)

Largest decline over 1 year

-13.18%

Current Drawdown

Current decline from peak

-4.07%

Average Drawdown

Average peak-to-trough decline

-3.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.69%

Volatility

WPEA.PA vs. LSST - Volatility Comparison


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Volatility by Period


WPEA.PALSSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.31%

Volatility (6M)

Calculated over the trailing 6-month period

8.26%

Volatility (1Y)

Calculated over the trailing 1-year period

15.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.87%