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

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

LSST

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

WPEA.PA vs. LSST - Yearly Performance Comparison


2026 (YTD)20252024
WPEA.PA
iShares MSCI World Swap PEA UCITS ETF
11.02%6.89%14.51%
LSST
Natixis Loomis Sayles Short Duration Income ETF
0.00%0.00%0.60%

Correlation

The correlation between WPEA.PA and LSST is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Apr 3, 2024

0.02

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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: 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

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 ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.40

Calmar ratioReturn relative to maximum drawdown

3.57

Martin ratioReturn relative to average drawdown

14.20

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

2.14

Sharpe Ratio (All Time)

Calculated using the full available price history

1.03

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

-6.53%

Current Drawdown

Current decline from peak

-0.37%

Average Drawdown

Average peak-to-trough decline

-3.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.65%

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

2.59%

Volatility (6M)

Calculated over the trailing 6-month period

7.55%

Volatility (1Y)

Calculated over the trailing 1-year period

10.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.57%

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.


Dividends

WPEA.PA vs. LSST - Dividend Comparison

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


PositionTTM20252024202320222021202020192018
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%
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%

Frequently Asked Questions


WPEA.PA and LSST have a correlation of 0.02, 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 0.38% for LSST.

WPEA.PA is categorized as Global Equities, while LSST is Short-Term Bond. They also come from different issuers: iShares and Groupe BPCE. Their fees differ too: 0.25% for WPEA.PA and 0.38% for LSST.

Portfolio Optimizer

Find the right allocation for WPEA.PA and LSST

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