IGSG.L vs. WRDA.L
IGSG.L (iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc)) and WRDA.L (UBS Core MSCI World UCITS ETF USD Acc) are both Global Equities funds - IGSG.L tracks the MSCI ACWI NR USD while WRDA.L tracks the MSCI World Index. Both are passively managed. Over the past year, IGSG.L returned 24.21% vs 27.32% for WRDA.L. Their correlation of 0.90 suggests significant overlap in exposure. IGSG.L charges 0.60%/yr vs 0.06%/yr for WRDA.L.
Performance
IGSG.L vs. WRDA.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IGSG.L achieves a 9.09% return, which is significantly lower than WRDA.L's 10.16% return.
IGSG.L
- 1D
- 0.37%
- 1M
- 4.29%
- YTD
- 9.09%
- 6M
- 9.86%
- 1Y
- 24.21%
- 3Y*
- 14.94%
- 5Y*
- 11.83%
- 10Y*
- 13.10%
WRDA.L
- 1D
- 0.07%
- 1M
- 3.84%
- YTD
- 10.16%
- 6M
- 9.93%
- 1Y
- 27.32%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IGSG.L vs. WRDA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
IGSG.L iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc) | 9.09% | 14.21% | 11.46% |
WRDA.L UBS Core MSCI World UCITS ETF USD Acc | 10.16% | 12.77% | 20.02% |
Correlation
The correlation between IGSG.L and WRDA.L is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2024 | 0.90 |
The correlation between IGSG.L and WRDA.L has been stable across timeframes, ranging from 0.86 to 0.90 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IGSG.L vs. WRDA.L — Risk / Return Rank
IGSG.L
WRDA.L
IGSG.L vs. WRDA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc) (IGSG.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.
| IGSG.L | WRDA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.40 | ||
| Sortino ratioReturn per unit of downside risk | -0.58 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.52 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.97 | 4.18 | -1.21 |
| Martin ratioReturn relative to average drawdown | 11.52 | 16.68 | -5.16 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| IGSG.L | WRDA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.32 | 2.72 | -0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.93 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 1.51 | -0.77 |
Drawdowns
IGSG.L vs. WRDA.L - Drawdown Comparison
The maximum IGSG.L drawdown since its inception was -24.74%, 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 IGSG.L and WRDA.L.
Loading charts...
Drawdown Indicators
| IGSG.L | WRDA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.74% | -18.38% | -6.36% |
Max Drawdown (1Y)Largest decline over 1 year | -8.21% | -6.53% | -1.68% |
Max Drawdown (3Y)Largest decline over 3 years | -16.54% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -16.54% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -24.74% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.12% | +0.12% |
Average DrawdownAverage peak-to-trough decline | -3.70% | -2.27% | -1.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.12% | 1.64% | +0.48% |
Volatility
IGSG.L vs. WRDA.L - Volatility Comparison
iShares Dow Jones Global Sustainability Screened UCITS ETF USD (Acc) (IGSG.L) has a higher volatility of 2.92% compared to UBS Core MSCI World UCITS ETF USD Acc (WRDA.L) at 2.49%. This indicates that IGSG.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.
Loading charts...
Volatility by Period
| IGSG.L | WRDA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.92% | 2.49% | +0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 8.40% | 7.16% | +1.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.53% | 10.03% | +0.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.65% | 12.34% | +0.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.14% | 12.34% | +1.80% |
IGSG.L vs. WRDA.L - Expense Ratio Comparison
IGSG.L has a 0.60% expense ratio, which is higher than WRDA.L's 0.06% expense ratio.
Dividends
IGSG.L vs. WRDA.L - Dividend Comparison
Neither IGSG.L nor WRDA.L has paid dividends to shareholders.
Frequently Asked Questions
IGSG.L and WRDA.L have a correlation of 0.86, 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 0.60% for IGSG.L.
IGSG.L tracks MSCI ACWI NR USD, while WRDA.L tracks MSCI World Index. They also come from different issuers: iShares and UBS. Their fees differ too: 0.60% for IGSG.L and 0.06% for WRDA.L.
Find the right allocation for IGSG.L and WRDA.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer