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

Performance

WPEA.PA vs. VEA - 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 Vanguard FTSE Developed Markets ETF (VEA). 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 VEA is traded in USD. To make them comparable, the VEA 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 lower than VEA's 16.51% return.


WPEA.PA

1D
-0.06%
1M
3.63%
YTD
11.02%
6M
10.90%
1Y
23.56%
3Y*
5Y*
10Y*

VEA

1D
0.00%
1M
2.54%
YTD
16.51%
6M
18.23%
1Y
30.17%
3Y*
16.51%
5Y*
10.67%
10Y*
9.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WPEA.PA vs. VEA - Yearly Performance Comparison


2026 (YTD)20252024
WPEA.PA
iShares MSCI World Swap PEA UCITS ETF
11.02%6.89%14.51%
VEA
Vanguard FTSE Developed Markets ETF
13.09%19.12%2.94%

Correlation

The correlation between WPEA.PA and VEA is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.57

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

0.52

The correlation between WPEA.PA and VEA has been stable across timeframes, ranging from 0.52 to 0.57 - a consistent structural relationship.

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Return for Risk

WPEA.PA vs. VEA — 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

VEA
VEA Risk / Return Rank: 5050
Overall Rank
VEA Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
VEA Sortino Ratio Rank: 4848
Sortino Ratio Rank
VEA Omega Ratio Rank: 5151
Omega Ratio Rank
VEA Calmar Ratio Rank: 4848
Calmar Ratio Rank
VEA Martin Ratio Rank: 5454
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. VEA - 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 Vanguard FTSE Developed Markets ETF (VEA). 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.PAVEADifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

1.40

1.42

-0.01

Calmar ratioReturn relative to maximum drawdown

3.57

3.07

+0.50

Martin ratioReturn relative to average drawdown

14.20

12.98

+1.22

WPEA.PA vs. VEA - Sharpe Ratio Comparison

The current WPEA.PA Sharpe Ratio is 2.14, which is comparable to the VEA Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of WPEA.PA and VEA, 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.PAVEADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.14

2.21

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

1.03

0.33

+0.70

Drawdowns

WPEA.PA vs. VEA - Drawdown Comparison

The maximum WPEA.PA drawdown since its inception was -21.59%, smaller than the maximum VEA drawdown of -55.05%. Use the drawdown chart below to compare losses from any high point for WPEA.PA and VEA.


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Drawdown Indicators


WPEA.PAVEADifference

Max Drawdown

Largest peak-to-trough decline

-21.59%

-55.05%

+33.46%

Max Drawdown (1Y)

Largest decline over 1 year

-6.53%

-9.87%

+3.34%

Max Drawdown (3Y)

Largest decline over 3 years

-15.68%

Max Drawdown (5Y)

Largest decline over 5 years

-17.30%

Max Drawdown (10Y)

Largest decline over 10 years

-34.68%

Current Drawdown

Current decline from peak

-0.37%

-0.53%

+0.16%

Average Drawdown

Average peak-to-trough decline

-3.02%

-10.63%

+7.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.65%

2.33%

-0.68%

Volatility

WPEA.PA vs. VEA - Volatility Comparison

The current volatility for iShares MSCI World Swap PEA UCITS ETF (WPEA.PA) is 2.59%, while Vanguard FTSE Developed Markets ETF (VEA) has a volatility of 4.04%. This indicates that WPEA.PA experiences smaller price fluctuations and is considered to be less risky than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WPEA.PAVEADifference

Volatility (1M)

Calculated over the trailing 1-month period

2.59%

4.04%

-1.45%

Volatility (6M)

Calculated over the trailing 6-month period

7.55%

11.54%

-3.99%

Volatility (1Y)

Calculated over the trailing 1-year period

10.88%

13.69%

-2.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.57%

14.02%

+0.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.57%

16.08%

-1.51%

WPEA.PA vs. VEA - Expense Ratio Comparison

WPEA.PA has a 0.25% expense ratio, which is higher than VEA's 0.03% 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%.


Dividends

WPEA.PA vs. VEA - Dividend Comparison

WPEA.PA has not paid dividends to shareholders, while VEA's dividend yield for the trailing twelve months is around 2.71%.


PositionTTM20252024202320222021202020192018201720162015
VEA
Vanguard FTSE Developed Markets ETF
2.71%3.22%3.35%3.15%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%
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%0.00%0.00%0.00%

Frequently Asked Questions


WPEA.PA and VEA have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VEA is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VEA is cheaper with a 0.03% expense ratio, compared with 0.25% for WPEA.PA.

WPEA.PA is categorized as Global Equities, while VEA is Foreign Large Cap Equities. WPEA.PA tracks MSCI World NET TR EUR Index, while VEA tracks FTSE Developed All Cap ex US Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.25% for WPEA.PA and 0.03% for VEA.

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