GOGB.L vs. WRDA.L

Last updated Jun 6, 2026

GOGB.L (VanEck Morningstar Global Wide Moat UCITS ETF) and WRDA.L (UBS Core MSCI World UCITS ETF USD Acc) are both Global Equities funds - GOGB.L tracks the MSCI ACWI NR USD while WRDA.L tracks the MSCI World Index. Both are passively managed. GOGB.L charges 0.52%/yr vs 0.06%/yr for WRDA.L.

Performance

GOGB.L vs. WRDA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in VanEck Morningstar Global Wide Moat UCITS ETF (GOGB.L) and UBS Core MSCI World UCITS ETF USD Acc (WRDA.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

GOGB.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

GOGB.L

• 1D: -0.63%
• 1M: -1.84%
• YTD: -0.89%
• 6M: -1.08%
• 1Y: 9.17%
• 3Y*: 10.00%
• 5Y*: 7.41%
• 10Y*: —

WRDA.L

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

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

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

GOGB.L

GOGB.L Risk / Return Rank: 23
GOGB.L Sharpe Ratio Rank: 25
GOGB.L Sortino Ratio Rank: 24
GOGB.L Omega Ratio Rank: 24
GOGB.L Calmar Ratio Rank: 21
GOGB.L Martin Ratio Rank: 23

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.

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

This table presents a comparison of risk-adjusted performance metrics for VanEck Morningstar Global Wide Moat UCITS ETF (GOGB.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.

	GOGB.L	WRDA.L	Difference
Sharpe ratio: Return per unit of total volatility	0.81	—	—
Sortino ratio: Return per unit of downside risk	1.20	—	—
Omega ratio: Gain probability vs. loss probability	1.15	—	—
Calmar ratio: Return relative to maximum drawdown	0.84	—	—
Martin ratio: Return relative to average drawdown	2.69	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	GOGB.L	WRDA.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.81	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.59	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.72	—	—

Drawdowns

Drawdown Indicators

	GOGB.L	WRDA.L	Difference
Max Drawdown Largest peak-to-trough decline	-13.83%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-10.88%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-13.83%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-13.83%	—	—
Current Drawdown Current decline from peak	-5.83%	—	—
Average Drawdown Average peak-to-trough decline	-3.25%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	3.40%	—	—

Volatility

Volatility by Period

	GOGB.L	WRDA.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.68%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.19%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	11.32%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.65%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.92%	—	—

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

GOGB.L has a 0.52% expense ratio, which is higher than WRDA.L's 0.06% expense ratio.

Dividends

GOGB.L vs. WRDA.L - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

Which ETF is better, GOGB.L or WRDA.L?

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.

Which ETF is cheaper, GOGB.L or WRDA.L?

WRDA.L is cheaper with a 0.06% expense ratio, compared with 0.52% for GOGB.L.

What is the main difference between GOGB.L and WRDA.L?

GOGB.L tracks MSCI ACWI NR USD, while WRDA.L tracks MSCI World Index. They also come from different issuers: VanEck and UBS. Their fees differ too: 0.52% for GOGB.L and 0.06% for WRDA.L.