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CIE.NEO vs. WRDA.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

CIE.NEO vs. WRDA.L

Last updated Apr 2, 2026

Compare and contrast key facts about iShares International Fundamental Common Class (CIE.NEO) and UBS Core MSCI World UCITS ETF USD Acc (WRDA.L).

CIE.NEO and WRDA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CIE.NEO is a passively managed fund by iShares that tracks the performance of the FTSE RAFI Developed ex US 1000 Index. It was launched on Feb 14, 2007. WRDA.L is a passively managed fund by UBS that tracks the performance of the MSCI World Index. It was launched on Aug 5, 2025. Both CIE.NEO and WRDA.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

CIE.NEO vs. WRDA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares International Fundamental Common Class (CIE.NEO) and UBS Core MSCI World UCITS ETF USD Acc (WRDA.L). The values are adjusted to include any dividend payments, if applicable.

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CIE.NEO vs. WRDA.L - Yearly Performance Comparison

2026 (YTD)20252024
CIE.NEO
iShares International Fundamental Common Class		7.68%34.92%12.29%
WRDA.L
UBS Core MSCI World UCITS ETF USD Acc		-1.26%15.72%26.59%
Different Trading Currencies

CIE.NEO is traded in CAD, while WRDA.L is traded in GBp. To make them comparable, the WRDA.L values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CIE.NEO achieves a 7.68% return, which is significantly higher than WRDA.L's -1.26% return.

CIE.NEO

1D
1.27%
1M
-2.90%
YTD
7.68%
6M
13.81%
1Y
32.76%
3Y*
21.20%
5Y*
14.35%
10Y*
11.26%

WRDA.L

1D
2.29%
1M
-2.60%
YTD
-1.26%
6M
0.61%
1Y
16.92%
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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iShares International Fundamental Common Class

UBS Core MSCI World UCITS ETF USD Acc

Often compared with CIE.NEO:
CIE.NEO vs. PXFCIE.NEO vs. SPYCIE.NEO vs. DFIVCIE.NEO vs. VGG.TOCIE.NEO vs. XEQT.TOCIE.NEO vs. FCCM.NEOCIE.NEO vs. ZLB.TO
Often compared with WRDA.L:
WRDA.L vs. ACWI.LWRDA.L vs. SPXS.MIWRDA.L vs. VUAA.DEWRDA.L vs. VWCE.DEWRDA.L vs. XMWX.LWRDA.L vs. IWDA.LWRDA.L vs. EMIM.L

CIE.NEO vs. WRDA.L - Expense Ratio Comparison

CIE.NEO has a 0.73% expense ratio, which is higher than WRDA.L's 0.06% expense ratio.

CIE.NEO
iShares International Fundamental Common Class
WRDA.L
UBS Core MSCI World UCITS ETF USD Acc

Return for Risk

CIE.NEO vs. WRDA.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CIE.NEO
CIE.NEO Risk / Return Rank: 8686
Overall Rank
CIE.NEO Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
CIE.NEO Sortino Ratio Rank: 9090
Sortino Ratio Rank
CIE.NEO Omega Ratio Rank: 9090
Omega Ratio Rank
CIE.NEO Calmar Ratio Rank: 8080
Calmar Ratio Rank
CIE.NEO Martin Ratio Rank: 8282
Martin Ratio Rank
WRDA.L
WRDA.L Risk / Return Rank: 7171
Overall Rank
WRDA.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
WRDA.L Sortino Ratio Rank: 6464
Sortino Ratio Rank
WRDA.L Omega Ratio Rank: 6565
Omega Ratio Rank
WRDA.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
WRDA.L Martin Ratio Rank: 8080
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.

CIE.NEO vs. WRDA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Fundamental Common Class (CIE.NEO) 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.

CIE.NEOWRDA.LDifference

Sharpe ratio

Return per unit of total volatility

1.96

1.10

+0.86

Sortino ratio

Return per unit of downside risk

2.67

1.54

+1.13

Omega ratio

Gain probability vs. loss probability

1.40

1.22

+0.18

Calmar ratio

Return relative to maximum drawdown

2.49

2.06

+0.42

Martin ratio

Return relative to average drawdown

10.13

8.13

+2.00

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CIE.NEO vs. WRDA.L - Sharpe Ratio Comparison

The current CIE.NEO Sharpe Ratio is 1.96, which is higher than the WRDA.L Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of CIE.NEO and WRDA.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

CIE.NEOWRDA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.96

1.10

+0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.05

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

1.38

-0.97

Correlation

The correlation between CIE.NEO and WRDA.L is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

CIE.NEO vs. WRDA.L - Dividend Comparison

CIE.NEO's dividend yield for the trailing twelve months is around 2.32%, while WRDA.L has not paid dividends to shareholders.

TTM20252024202320222021202020192018201720162015
CIE.NEO
iShares International Fundamental Common Class		2.32%2.53%2.82%3.08%3.32%2.89%2.15%3.63%3.12%2.67%2.80%2.44%
WRDA.L
UBS Core MSCI World UCITS ETF USD Acc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CIE.NEO vs. WRDA.L - Drawdown Comparison

The maximum CIE.NEO drawdown since its inception was -40.08%, which is greater than WRDA.L's maximum drawdown of -18.05%. Use the drawdown chart below to compare losses from any high point for CIE.NEO and WRDA.L.

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Drawdown Indicators

CIE.NEOWRDA.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.08%

-18.38%

-21.70%

Max Drawdown (1Y)

Largest decline over 1 year

-12.87%

-10.06%

-2.81%

Max Drawdown (5Y)

Largest decline over 5 years

-20.55%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-40.08%

—

—

Current Drawdown

Current decline from peak

-5.17%

-3.67%

-1.50%

Average Drawdown

Average peak-to-trough decline

-7.19%

-2.41%

-4.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.16%

1.76%

+1.40%

Volatility

CIE.NEO vs. WRDA.L - Volatility Comparison

iShares International Fundamental Common Class (CIE.NEO) has a higher volatility of 7.47% compared to UBS Core MSCI World UCITS ETF USD Acc (WRDA.L) at 4.66%. This indicates that CIE.NEO'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.

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Volatility by Period

CIE.NEOWRDA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.47%

4.66%

+2.81%

Volatility (6M)

Calculated over the trailing 6-month period

10.92%

8.66%

+2.26%

Volatility (1Y)

Calculated over the trailing 1-year period

16.81%

15.39%

+1.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.78%

13.40%

+0.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.15%

13.40%

+4.75%