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

GBDV.L vs. WRDA.L

Last updated Apr 2, 2026

Compare and contrast key facts about SPDR S&P Global Dividend Aristocrats UCITS (GBDV.L) and UBS Core MSCI World UCITS ETF USD Acc (WRDA.L).

GBDV.L 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. GBDV.L is a passively managed fund by State Street that tracks the performance of the S&P Global Dividend Aristocrats index. It was launched on May 14, 2013. 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 GBDV.L 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

GBDV.L vs. WRDA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR S&P Global Dividend Aristocrats UCITS (GBDV.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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GBDV.L vs. WRDA.L - Yearly Performance Comparison

2026 (YTD)20252024
GBDV.L
SPDR S&P Global Dividend Aristocrats UCITS		4.45%10.06%13.52%
WRDA.L
UBS Core MSCI World UCITS ETF USD Acc		-1.39%12.77%20.02%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, GBDV.L achieves a 4.45% return, which is significantly higher than WRDA.L's -1.39% return.

GBDV.L

1D
0.32%
1M
-3.39%
YTD
4.45%
6M
7.81%
1Y
13.67%
3Y*
10.34%
5Y*
7.97%
10Y*
8.07%

WRDA.L

1D
1.76%
1M
-3.44%
YTD
-1.39%
6M
2.20%
1Y
16.89%
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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

SPDR S&P Global Dividend Aristocrats UCITS

UBS Core MSCI World UCITS ETF USD Acc

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Often compared with WRDA.L:
WRDA.L vs. VUAA.DEWRDA.L vs. ACWI.LWRDA.L vs. SPXS.MIWRDA.L vs. VWCE.DEWRDA.L vs. XMWX.LWRDA.L vs. IWDA.LWRDA.L vs. EMIM.L

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

GBDV.L has a 0.45% expense ratio, which is higher than WRDA.L's 0.06% expense ratio.

GBDV.L
SPDR S&P Global Dividend Aristocrats UCITS
WRDA.L
UBS Core MSCI World UCITS ETF USD Acc

Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
GBDV.L
GBDV.L Risk / Return Rank: 6767
Overall Rank
GBDV.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
GBDV.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
GBDV.L Omega Ratio Rank: 6262
Omega Ratio Rank
GBDV.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
GBDV.L Martin Ratio Rank: 6868
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.

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

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Global Dividend Aristocrats UCITS (GBDV.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.

GBDV.LWRDA.LDifference

Sharpe ratio

Return per unit of total volatility

1.22

1.23

-0.01

Sortino ratio

Return per unit of downside risk

1.63

1.71

-0.08

Omega ratio

Gain probability vs. loss probability

1.24

1.25

-0.01

Calmar ratio

Return relative to maximum drawdown

2.11

2.59

-0.48

Martin ratio

Return relative to average drawdown

7.40

9.58

-2.19

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

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

The current GBDV.L Sharpe Ratio is 1.22, which is comparable to the WRDA.L Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of GBDV.L 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

GBDV.LWRDA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

1.23

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

1.13

-0.49

Correlation

The correlation between GBDV.L and WRDA.L is 0.46, 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

GBDV.L vs. WRDA.L - Dividend Comparison

GBDV.L's dividend yield for the trailing twelve months is around 4.62%, while WRDA.L has not paid dividends to shareholders.

TTM20252024202320222021202020192018201720162015
GBDV.L
SPDR S&P Global Dividend Aristocrats UCITS		4.62%4.91%4.49%4.87%5.05%4.26%4.41%4.41%5.18%4.26%4.74%5.72%
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

GBDV.L vs. WRDA.L - Drawdown Comparison

The maximum GBDV.L drawdown since its inception was -34.77%, 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 GBDV.L and WRDA.L.

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Drawdown Indicators

GBDV.LWRDA.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.77%

-18.38%

-16.39%

Max Drawdown (1Y)

Largest decline over 1 year

-8.61%

-10.06%

+1.45%

Max Drawdown (5Y)

Largest decline over 5 years

-15.84%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-34.77%

—

—

Current Drawdown

Current decline from peak

-4.01%

-3.67%

-0.34%

Average Drawdown

Average peak-to-trough decline

-5.20%

-2.41%

-2.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.91%

1.76%

+0.15%

Volatility

GBDV.L vs. WRDA.L - Volatility Comparison

The current volatility for SPDR S&P Global Dividend Aristocrats UCITS (GBDV.L) is 3.40%, while UBS Core MSCI World UCITS ETF USD Acc (WRDA.L) has a volatility of 4.18%. This indicates that GBDV.L experiences smaller price fluctuations and is considered to be less risky 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

GBDV.LWRDA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.40%

4.18%

-0.78%

Volatility (6M)

Calculated over the trailing 6-month period

7.00%

8.10%

-1.10%

Volatility (1Y)

Calculated over the trailing 1-year period

11.13%

13.73%

-2.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.80%

12.54%

-0.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.19%

12.54%

+1.65%