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

IDTK.L vs. WRDA.L

Last updated Jul 16, 2026
Documentation

IDTK.L (iShares MSCI Turkey UCITS ETF) and WRDA.L (UBS Core MSCI World UCITS ETF USD Acc) are both Global Equities funds - IDTK.L tracks the iShares MSCI Turkey UCITS ETF while WRDA.L tracks the MSCI World Index. Both are passively managed. Over the past year, IDTK.L returned 19.11% vs 22.07% for WRDA.L. At a 0.32 correlation, their price movements are largely independent. IDTK.L charges 0.74%/yr vs 0.06%/yr for WRDA.L.

Performance

IDTK.L vs. WRDA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Turkey UCITS ETF (IDTK.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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Different Trading Currencies

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

Returns By Period

In the year-to-date period, IDTK.L achieves a 16.00% return, which is significantly higher than WRDA.L's 10.11% return.

IDTK.L

1D
0.05%
1M
-5.02%
6M
3.96%
YTD
16.00%
1Y
19.11%
3Y*
11.51%
5Y*
15.70%
10Y*
0.13%

WRDA.L

1D
0.00%
1M
0.23%
6M
8.92%
YTD
10.11%
1Y
22.07%
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)20252024
IDTK.L
iShares MSCI Turkey UCITS ETF		16.00%-3.80%7.00%
WRDA.L
UBS Core MSCI World UCITS ETF USD Acc		10.11%21.28%17.83%

Correlation

The correlation between IDTK.L and WRDA.L is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.26

Correlation (All Time)
Calculated using the full available price history since Feb 1, 2024

0.32

Compare stocks, funds, or ETFs

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iShares MSCI Turkey UCITS ETF

UBS Core MSCI World UCITS ETF USD Acc

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Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IDTK.L
IDTK.L Risk / Return Rank: 2626
Overall Rank
IDTK.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
IDTK.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
IDTK.L Omega Ratio Rank: 2525
Omega Ratio Rank
IDTK.L Calmar Ratio Rank: 3030
Calmar Ratio Rank
IDTK.L Martin Ratio Rank: 2626
Martin Ratio Rank
WRDA.L
WRDA.L Risk / Return Rank: 3232
Overall Rank
WRDA.L Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
WRDA.L Sortino Ratio Rank: 2424
Sortino Ratio Rank
WRDA.L Omega Ratio Rank: 8080
Omega Ratio Rank
WRDA.L Calmar Ratio Rank: 2121
Calmar Ratio Rank
WRDA.L Martin Ratio Rank: 1616
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Turkey UCITS ETF (IDTK.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

IDTK.LWRDA.LDifference
Sharpe ratioReturn per unit of total volatility
0.71
0.51

+0.20

Sortino ratioReturn per unit of downside risk
1.18
1.14

+0.03

Omega ratioGain probability vs. loss probability

1.15

1.34

-0.19

Calmar ratioReturn relative to maximum drawdown

1.23

0.80

+0.43

Martin ratioReturn relative to average drawdown

2.80

1.20

+1.60

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

The current IDTK.L Sharpe Ratio is 0.71, which is higher than the WRDA.L Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of IDTK.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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Drawdowns

IDTK.L vs. WRDA.L - Drawdown Comparison

The maximum IDTK.L drawdown since its inception was -76.41%, which is greater than WRDA.L's maximum drawdown of -27.71%. Use the drawdown chart below to compare losses from any high point for IDTK.L and WRDA.L.

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Drawdown Indicators

IDTK.LWRDA.LDifference

Max Drawdown

Largest peak-to-trough decline

-76.41%

-27.71%

-48.70%

Max Drawdown (1Y)

Largest decline over 1 year

-15.47%

-27.71%

+12.24%

Max Drawdown (3Y)

Largest decline over 3 years

-32.38%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-32.38%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-64.70%

—

—

Current Drawdown

Current decline from peak

-39.83%

-15.53%

-24.30%

Average Drawdown

Average peak-to-trough decline

-44.37%

-7.46%

-36.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.81%

18.35%

-11.54%

Volatility

IDTK.L vs. WRDA.L - Volatility Comparison

iShares MSCI Turkey UCITS ETF (IDTK.L) has a higher volatility of 5.59% compared to UBS Core MSCI World UCITS ETF USD Acc (WRDA.L) at 2.96%. This indicates that IDTK.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

IDTK.LWRDA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.59%

2.96%

+2.63%

Volatility (6M)

Calculated over the trailing 6-month period

21.48%

9.04%

+12.44%

Volatility (1Y)

Calculated over the trailing 1-year period

26.83%

43.30%

-16.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.62%

29.74%

+4.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.41%

29.74%

+4.67%

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

IDTK.L has a 0.74% expense ratio, which is higher than WRDA.L's 0.06% expense ratio.

Dividends

IDTK.L vs. WRDA.L - Dividend Comparison

IDTK.L's dividend yield for the trailing twelve months is around 1.85%, while WRDA.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
IDTK.L
iShares MSCI Turkey UCITS ETF		1.85%1.75%2.47%3.13%1.97%3.81%0.59%2.45%4.77%1.88%2.07%2.57%
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%

Frequently Asked Questions

IDTK.L and WRDA.L have a correlation of 0.26, 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 0.74% for IDTK.L.

IDTK.L tracks iShares MSCI Turkey UCITS ETF, while WRDA.L tracks MSCI World Index. They also come from different issuers: iShares and UBS. Their fees differ too: 0.74% for IDTK.L and 0.06% for WRDA.L.

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