WPEA.PA vs. PE500.PA
WPEA.PA (iShares MSCI World Swap PEA UCITS ETF) and PE500.PA (Amundi ETF PEA S&P 500 UCITS ETF EUR) are both exchange-traded funds - WPEA.PA is a Global Equities fund tracking the MSCI World NET TR EUR Index, while PE500.PA is a S&P 500 fund tracking the S&P 500 ESG+ Index. Both are passively managed. Over the past year, WPEA.PA returned 23.56% vs 27.52% for PE500.PA. Their correlation of 0.93 suggests significant overlap in exposure. Both charge a 0.25% expense ratio.
Performance
WPEA.PA vs. PE500.PA - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with WPEA.PA having a 11.02% return and PE500.PA slightly lower at 10.83%.
WPEA.PA
- 1D
- -0.06%
- 1M
- 3.63%
- YTD
- 11.02%
- 6M
- 10.90%
- 1Y
- 23.56%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PE500.PA
- 1D
- 0.63%
- 1M
- 4.10%
- YTD
- 10.83%
- 6M
- 10.75%
- 1Y
- 27.52%
- 3Y*
- 18.15%
- 5Y*
- 14.38%
- 10Y*
- —
WPEA.PA vs. PE500.PA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
WPEA.PA iShares MSCI World Swap PEA UCITS ETF | 11.02% | 6.89% | 14.51% |
PE500.PA Amundi ETF PEA S&P 500 UCITS ETF EUR | 10.83% | 3.89% | 18.39% |
Correlation
The correlation between WPEA.PA and PE500.PA is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Apr 3, 2024 | 0.93 |
The correlation between WPEA.PA and PE500.PA has been stable across timeframes, ranging from 0.93 to 0.93 - a consistent structural relationship.
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Return for Risk
WPEA.PA vs. PE500.PA — Risk / Return Rank
WPEA.PA
PE500.PA
WPEA.PA vs. PE500.PA - 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 Amundi ETF PEA S&P 500 UCITS ETF EUR (PE500.PA). 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 | PE500.PA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.27 | ||
| Sortino ratioReturn per unit of downside risk | -0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.44 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.57 | 3.66 | -0.09 |
| Martin ratioReturn relative to average drawdown | 14.20 | 14.05 | +0.15 |
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 | PE500.PA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | 2.42 | -0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.93 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.03 | 0.90 | +0.13 |
Drawdowns
WPEA.PA vs. PE500.PA - Drawdown Comparison
The maximum WPEA.PA drawdown since its inception was -21.59%, smaller than the maximum PE500.PA drawdown of -33.60%. Use the drawdown chart below to compare losses from any high point for WPEA.PA and PE500.PA.
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Drawdown Indicators
| WPEA.PA | PE500.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.59% | -33.60% | +12.01% |
Max Drawdown (1Y)Largest decline over 1 year | -6.53% | -7.47% | +0.94% |
Max Drawdown (3Y)Largest decline over 3 years | — | -23.69% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.69% | — |
Current DrawdownCurrent decline from peak | -0.37% | 0.00% | -0.37% |
Average DrawdownAverage peak-to-trough decline | -3.02% | -4.85% | +1.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.65% | 1.96% | -0.31% |
Volatility
WPEA.PA vs. PE500.PA - Volatility Comparison
The current volatility for iShares MSCI World Swap PEA UCITS ETF (WPEA.PA) is 2.59%, while Amundi ETF PEA S&P 500 UCITS ETF EUR (PE500.PA) has a volatility of 2.83%. This indicates that WPEA.PA experiences smaller price fluctuations and is considered to be less risky than PE500.PA 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 | PE500.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.59% | 2.83% | -0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 7.55% | 7.53% | +0.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.88% | 11.30% | -0.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.57% | 15.18% | -0.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.57% | 16.98% | -2.41% |
WPEA.PA vs. PE500.PA - Expense Ratio Comparison
Both WPEA.PA and PE500.PA have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
WPEA.PA vs. PE500.PA - Dividend Comparison
Neither WPEA.PA nor PE500.PA has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.93, WPEA.PA and PE500.PA move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
WPEA.PA and PE500.PA have the same expense ratio: 0.25% per year.
WPEA.PA is categorized as Global Equities, while PE500.PA is S&P 500. WPEA.PA tracks MSCI World NET TR EUR Index, while PE500.PA tracks S&P 500 ESG+ Index. They also come from different issuers: iShares and Amundi.
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