PortfoliosLab logoPortfoliosLab logo
CHTE.L vs. WRDA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CHTE.L vs. WRDA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (LU) Solactive China Technology UCITS ETF (USD) A-acc (CHTE.L) and UBS Core MSCI World UCITS ETF USD Acc (WRDA.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CHTE.L achieves a -6.46% return, which is significantly lower than WRDA.L's 10.16% return.


CHTE.L

1D
-0.73%
1M
-0.78%
YTD
-6.46%
6M
-9.87%
1Y
3.36%
3Y*
9.00%
5Y*
10Y*

WRDA.L

1D
0.07%
1M
5.13%
YTD
10.16%
6M
10.42%
1Y
27.42%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CHTE.L vs. WRDA.L - Yearly Performance Comparison


2026 (YTD)20252024
CHTE.L
UBS ETF (LU) Solactive China Technology UCITS ETF (USD) A-acc
-6.46%32.47%32.32%
WRDA.L
UBS Core MSCI World UCITS ETF USD Acc
10.16%12.77%20.02%

Correlation

The correlation between CHTE.L and WRDA.L is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

Correlation (All Time)
Calculated using the full available price history since Feb 2, 2024

0.30

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

CHTE.L vs. WRDA.L — Risk / Return Rank

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

CHTE.L
CHTE.L Risk / Return Rank: 1111
Overall Rank
CHTE.L Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
CHTE.L Sortino Ratio Rank: 1111
Sortino Ratio Rank
CHTE.L Omega Ratio Rank: 1111
Omega Ratio Rank
CHTE.L Calmar Ratio Rank: 1111
Calmar Ratio Rank
CHTE.L Martin Ratio Rank: 1010
Martin Ratio Rank

WRDA.L
WRDA.L Risk / Return Rank: 8484
Overall Rank
WRDA.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
WRDA.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
WRDA.L Omega Ratio Rank: 8686
Omega Ratio Rank
WRDA.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
WRDA.L Martin Ratio Rank: 8383
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.

CHTE.L vs. WRDA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) Solactive China Technology UCITS ETF (USD) A-acc (CHTE.L) and UBS Core MSCI World UCITS ETF USD Acc (WRDA.L). 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.


CHTE.LWRDA.LDifference
Sharpe ratioReturn per unit of total volatility

-2.58

Sortino ratioReturn per unit of downside risk

-3.35

Omega ratioGain probability vs. loss probability

1.04

1.52

-0.47

Calmar ratioReturn relative to maximum drawdown

0.13

4.18

-4.06

Martin ratioReturn relative to average drawdown

0.22

16.68

-16.45

CHTE.L vs. WRDA.L - Sharpe Ratio Comparison

The current CHTE.L Sharpe Ratio is 0.14, which is lower than the WRDA.L Sharpe Ratio of 2.72. The chart below compares the historical Sharpe Ratios of CHTE.L and WRDA.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


CHTE.LWRDA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.14

2.72

-2.58

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.05

1.51

-1.56

Drawdowns

CHTE.L vs. WRDA.L - Drawdown Comparison

The maximum CHTE.L drawdown since its inception was -45.52%, which is greater than WRDA.L's maximum drawdown of -18.38%. Use the drawdown chart below to compare losses from any high point for CHTE.L and WRDA.L.


Loading charts...

Drawdown Indicators


CHTE.LWRDA.LDifference

Max Drawdown

Largest peak-to-trough decline

-45.52%

-18.38%

-27.14%

Max Drawdown (1Y)

Largest decline over 1 year

-26.34%

-6.53%

-19.81%

Max Drawdown (3Y)

Largest decline over 3 years

-31.31%

Current Drawdown

Current decline from peak

-23.37%

-0.12%

-23.25%

Average Drawdown

Average peak-to-trough decline

-23.18%

-2.27%

-20.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.05%

1.64%

+13.41%

Volatility

CHTE.L vs. WRDA.L - Volatility Comparison

UBS ETF (LU) Solactive China Technology UCITS ETF (USD) A-acc (CHTE.L) has a higher volatility of 9.78% compared to UBS Core MSCI World UCITS ETF USD Acc (WRDA.L) at 2.49%. This indicates that CHTE.L's price experiences larger fluctuations and is considered to be riskier than WRDA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CHTE.LWRDA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.78%

2.49%

+7.29%

Volatility (6M)

Calculated over the trailing 6-month period

17.24%

7.16%

+10.08%

Volatility (1Y)

Calculated over the trailing 1-year period

24.38%

10.03%

+14.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.54%

12.34%

+26.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.54%

12.34%

+26.20%

CHTE.L vs. WRDA.L - Expense Ratio Comparison

CHTE.L has a 0.47% expense ratio, which is higher than WRDA.L's 0.06% expense ratio.


Dividends

CHTE.L vs. WRDA.L - Dividend Comparison

Neither CHTE.L nor WRDA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CHTE.L and WRDA.L have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WRDA.L is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WRDA.L is cheaper with a 0.06% expense ratio, compared with 0.47% for CHTE.L.

CHTE.L is categorized as Technology Equities, while WRDA.L is Global Equities. CHTE.L tracks MSCI World/Information Tech NR USD, while WRDA.L tracks MSCI World Index. Their fees differ too: 0.47% for CHTE.L and 0.06% for WRDA.L.

Portfolio Optimizer

Find the right allocation for CHTE.L and WRDA.L

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

Open Portfolio Optimizer