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CLMP.L vs. WRDA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CLMP.L vs. WRDA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in HANetf iClima Global Decarbonisation Enablers UCITS ETF (CLMP.L) 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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Returns By Period

In the year-to-date period, CLMP.L achieves a 19.42% return, which is significantly higher than WRDA.L's 10.09% return.


CLMP.L

1D
0.93%
1M
8.64%
YTD
19.42%
6M
18.50%
1Y
45.03%
3Y*
5.01%
5Y*
0.10%
10Y*

WRDA.L

1D
-0.19%
1M
5.30%
YTD
10.09%
6M
10.62%
1Y
27.48%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024
CLMP.L
HANetf iClima Global Decarbonisation Enablers UCITS ETF
19.42%17.77%-5.74%
WRDA.L
UBS Core MSCI World UCITS ETF USD Acc
10.09%12.77%20.02%

Correlation

The correlation between CLMP.L and WRDA.L is 0.69, 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

0.69

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

0.67

The correlation between CLMP.L and WRDA.L has been stable across timeframes, ranging from 0.67 to 0.69 - a consistent structural relationship.

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Return for Risk

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

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

CLMP.L
CLMP.L Risk / Return Rank: 3737
Overall Rank
CLMP.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
CLMP.L Sortino Ratio Rank: 3434
Sortino Ratio Rank
CLMP.L Omega Ratio Rank: 7070
Omega Ratio Rank
CLMP.L Calmar Ratio Rank: 3131
Calmar Ratio Rank
CLMP.L Martin Ratio Rank: 2121
Martin Ratio Rank

WRDA.L
WRDA.L Risk / Return Rank: 8383
Overall Rank
WRDA.L Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
WRDA.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
WRDA.L Omega Ratio Rank: 8484
Omega Ratio Rank
WRDA.L Calmar Ratio Rank: 8080
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.

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

This table presents a comparison of risk-adjusted performance metrics for HANetf iClima Global Decarbonisation Enablers UCITS ETF (CLMP.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.


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

-1.76

Sortino ratioReturn per unit of downside risk

-1.97

Omega ratioGain probability vs. loss probability

1.41

1.52

-0.10

Calmar ratioReturn relative to maximum drawdown

1.51

4.19

-2.68

Martin ratioReturn relative to average drawdown

2.40

16.71

-14.31

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

The current CLMP.L Sharpe Ratio is 0.96, which is lower than the WRDA.L Sharpe Ratio of 2.73. The chart below compares the historical Sharpe Ratios of CLMP.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.


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Sharpe Ratios by Period


CLMP.LWRDA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

2.73

-1.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

1.51

-1.47

Drawdowns

CLMP.L vs. WRDA.L - Drawdown Comparison

The maximum CLMP.L drawdown since its inception was -48.75%, 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 CLMP.L and WRDA.L.


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Drawdown Indicators


CLMP.LWRDA.LDifference

Max Drawdown

Largest peak-to-trough decline

-48.75%

-18.38%

-30.37%

Max Drawdown (1Y)

Largest decline over 1 year

-29.66%

-6.53%

-23.13%

Max Drawdown (3Y)

Largest decline over 3 years

-40.47%

Max Drawdown (5Y)

Largest decline over 5 years

-48.75%

Current Drawdown

Current decline from peak

-13.51%

-0.19%

-13.32%

Average Drawdown

Average peak-to-trough decline

-23.78%

-2.28%

-21.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.71%

1.64%

+17.07%

Volatility

CLMP.L vs. WRDA.L - Volatility Comparison

HANetf iClima Global Decarbonisation Enablers UCITS ETF (CLMP.L) has a higher volatility of 6.55% compared to UBS Core MSCI World UCITS ETF USD Acc (WRDA.L) at 2.48%. This indicates that CLMP.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.


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Volatility by Period


CLMP.LWRDA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.55%

2.48%

+4.07%

Volatility (6M)

Calculated over the trailing 6-month period

13.14%

7.16%

+5.98%

Volatility (1Y)

Calculated over the trailing 1-year period

46.48%

10.07%

+36.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.89%

12.35%

+22.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.13%

12.35%

+21.78%

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

CLMP.L has a 0.65% expense ratio, which is higher than WRDA.L's 0.06% expense ratio.


Dividends

CLMP.L vs. WRDA.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


CLMP.L and WRDA.L have a correlation of 0.69, 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 0.65% for CLMP.L.

CLMP.L tracks MSCI ACWI NR USD, while WRDA.L tracks MSCI World Index. They also come from different issuers: HANetf and UBS. Their fees differ too: 0.65% for CLMP.L and 0.06% for WRDA.L.

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