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WPS vs. VT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


WPSVT

Correlation

-0.50.00.51.00.8

The correlation between WPS and VT is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

WPS vs. VT - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-2.02%
9.33%
WPS
VT

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WPS vs. VT - Expense Ratio Comparison

WPS has a 0.48% expense ratio, which is higher than VT's 0.07% expense ratio.


WPS
iShares International Developed Property ETF
Expense ratio chart for WPS: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%
Expense ratio chart for VT: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

WPS vs. VT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Developed Property ETF (WPS) and Vanguard Total World Stock ETF (VT). 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.


WPS
Sharpe ratio
The chart of Sharpe ratio for WPS, currently valued at 0.82, compared to the broader market-2.000.002.004.006.000.82
Sortino ratio
The chart of Sortino ratio for WPS, currently valued at 1.28, compared to the broader market-2.000.002.004.006.008.0010.0012.001.28
Omega ratio
The chart of Omega ratio for WPS, currently valued at 1.18, compared to the broader market1.001.502.002.503.001.18
Calmar ratio
The chart of Calmar ratio for WPS, currently valued at 0.31, compared to the broader market0.005.0010.0015.000.31
Martin ratio
The chart of Martin ratio for WPS, currently valued at 2.78, compared to the broader market0.0020.0040.0060.0080.00100.002.78
VT
Sharpe ratio
The chart of Sharpe ratio for VT, currently valued at 2.54, compared to the broader market-2.000.002.004.006.002.54
Sortino ratio
The chart of Sortino ratio for VT, currently valued at 3.47, compared to the broader market-2.000.002.004.006.008.0010.0012.003.47
Omega ratio
The chart of Omega ratio for VT, currently valued at 1.46, compared to the broader market1.001.502.002.503.001.46
Calmar ratio
The chart of Calmar ratio for VT, currently valued at 3.17, compared to the broader market0.005.0010.0015.003.17
Martin ratio
The chart of Martin ratio for VT, currently valued at 16.70, compared to the broader market0.0020.0040.0060.0080.00100.0016.70

WPS vs. VT - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
0.82
2.54
WPS
VT

Dividends

WPS vs. VT - Dividend Comparison

WPS has not paid dividends to shareholders, while VT's dividend yield for the trailing twelve months is around 1.84%.


TTM20232022202120202019201820172016201520142013
WPS
iShares International Developed Property ETF
103.45%2.38%1.16%3.15%2.31%5.11%2.92%2.86%4.17%1.84%3.30%2.75%
VT
Vanguard Total World Stock ETF
1.84%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%2.06%

Drawdowns

WPS vs. VT - Drawdown Comparison


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-27.15%
-0.96%
WPS
VT

Volatility

WPS vs. VT - Volatility Comparison

The current volatility for iShares International Developed Property ETF (WPS) is 0.00%, while Vanguard Total World Stock ETF (VT) has a volatility of 3.31%. This indicates that WPS experiences smaller price fluctuations and is considered to be less risky than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember0
3.31%
WPS
VT