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WPS vs. VOO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WPS vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares International Developed Property ETF (WPS) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


WPS

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

VOO

1D
-0.10%
1M
-1.44%
YTD
8.08%
6M
6.78%
1Y
22.23%
3Y*
20.75%
5Y*
13.02%
10Y*
15.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WPS vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WPS
iShares International Developed Property ETF
0.00%0.00%-3.59%7.43%-24.74%9.05%-5.36%20.34%-9.03%22.86%
VOO
Vanguard S&P 500 ETF
8.08%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%

Correlation

The correlation between WPS and VOO is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (3Y)
Calculated over the trailing 3-year period

0.33

Correlation (5Y)
Calculated over the trailing 5-year period

0.50

Correlation (10Y)
Calculated over the trailing 10-year period

0.55

Correlation (All Time)
Calculated using the full available price history since Sep 9, 2010

0.64

The correlation between WPS and VOO shifts across timeframes, from 0.33 (3 years) to 0.64 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

WPS vs. VOO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WPS

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


VOO
VOO Risk / Return Rank: 6060
Overall Rank
VOO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 5757
Sortino Ratio Rank
VOO Omega Ratio Rank: 5959
Omega Ratio Rank
VOO Calmar Ratio Rank: 5757
Calmar Ratio Rank
VOO Martin Ratio Rank: 6868
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.

WPS vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Developed Property ETF (WPS) and Vanguard S&P 500 ETF (VOO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


WPSVOODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.33

Calmar ratioReturn relative to maximum drawdown

2.51

Martin ratioReturn relative to average drawdown

11.16

WPS vs. VOO - Sharpe Ratio Comparison


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Drawdowns

WPS vs. VOO - Drawdown Comparison


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Drawdown Indicators


WPSVOODifference

Max Drawdown

Largest peak-to-trough decline

-33.99%

Max Drawdown (1Y)

Largest decline over 1 year

-8.90%

Max Drawdown (3Y)

Largest decline over 3 years

-18.69%

Max Drawdown (5Y)

Largest decline over 5 years

-24.52%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

Current Drawdown

Current decline from peak

-3.23%

Average Drawdown

Average peak-to-trough decline

-3.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.00%

Volatility

WPS vs. VOO - Volatility Comparison


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Volatility by Period


WPSVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.80%

Volatility (6M)

Calculated over the trailing 6-month period

9.79%

Volatility (1Y)

Calculated over the trailing 1-year period

12.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.02%

WPS vs. VOO - Expense Ratio Comparison

WPS has a 0.48% expense ratio, which is higher than VOO's 0.03% expense ratio.


Dividends

WPS vs. VOO - Dividend Comparison

WPS has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.05%.


PositionTTM20252024202320222021202020192018201720162015
VOO
Vanguard S&P 500 ETF
1.05%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%
WPS
iShares International Developed Property ETF
0.00%0.00%2.48%2.38%2.63%4.36%2.31%6.81%4.45%4.31%5.73%3.20%

Frequently Asked Questions


WPS and VOO have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

VOO is cheaper with a 0.03% expense ratio, compared with 0.48% for WPS.

VOO has the higher dividend yield at 1.05%, compared with 0.00% for WPS.

WPS is categorized as REIT, while VOO is S&P 500. WPS tracks S&P Developed ex US Property Index, while VOO tracks S&P 500 Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.48% for WPS and 0.03% for VOO.

Portfolio Optimizer

Find the right allocation for WPS and VOO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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