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

Performance

IWDE.L vs. WRDA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI World EUR Hedged UCITS ETF (Acc) (IWDE.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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IWDE.L vs. WRDA.L - Yearly Performance Comparison


2026 (YTD)20252024
IWDE.L
iShares MSCI World EUR Hedged UCITS ETF (Acc)
-2.56%16.39%17.96%
WRDA.L
UBS Core MSCI World UCITS ETF USD Acc
-0.99%6.89%23.75%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, IWDE.L achieves a -2.56% return, which is significantly lower than WRDA.L's -0.99% return.


IWDE.L

1D
2.62%
1M
-3.68%
YTD
-2.56%
6M
0.66%
1Y
16.80%
3Y*
15.56%
5Y*
9.10%
10Y*
10.30%

WRDA.L

1D
2.32%
1M
-3.16%
YTD
-0.99%
6M
2.33%
1Y
12.28%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

IWDE.L has a 0.55% expense ratio, which is higher than WRDA.L's 0.06% expense ratio.


Return for Risk

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

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

IWDE.L
IWDE.L Risk / Return Rank: 6363
Overall Rank
IWDE.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
IWDE.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
IWDE.L Omega Ratio Rank: 5959
Omega Ratio Rank
IWDE.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
IWDE.L Martin Ratio Rank: 7171
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World EUR Hedged UCITS ETF (Acc) (IWDE.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.


IWDE.LWRDA.LDifference

Sharpe ratio

Return per unit of total volatility

1.11

0.82

+0.30

Sortino ratio

Return per unit of downside risk

1.58

1.16

+0.43

Omega ratio

Gain probability vs. loss probability

1.23

1.17

+0.06

Calmar ratio

Return relative to maximum drawdown

1.96

1.67

+0.29

Martin ratio

Return relative to average drawdown

8.33

6.32

+2.02

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

The current IWDE.L Sharpe Ratio is 1.11, which is higher than the WRDA.L Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of IWDE.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


IWDE.LWRDA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

0.82

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.96

-0.31

Correlation

The correlation between IWDE.L and WRDA.L is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

IWDE.L vs. WRDA.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

IWDE.L vs. WRDA.L - Drawdown Comparison

The maximum IWDE.L drawdown since its inception was -33.32%, which is greater than WRDA.L's maximum drawdown of -20.42%. Use the drawdown chart below to compare losses from any high point for IWDE.L and WRDA.L.


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Drawdown Indicators


IWDE.LWRDA.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.32%

-18.38%

-14.94%

Max Drawdown (1Y)

Largest decline over 1 year

-11.61%

-10.06%

-1.55%

Max Drawdown (5Y)

Largest decline over 5 years

-23.72%

Max Drawdown (10Y)

Largest decline over 10 years

-33.32%

Current Drawdown

Current decline from peak

-4.75%

-3.67%

-1.08%

Average Drawdown

Average peak-to-trough decline

-4.54%

-2.41%

-2.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.98%

1.76%

+0.22%

Volatility

IWDE.L vs. WRDA.L - Volatility Comparison

iShares MSCI World EUR Hedged UCITS ETF (Acc) (IWDE.L) has a higher volatility of 5.19% compared to UBS Core MSCI World UCITS ETF USD Acc (WRDA.L) at 4.41%. This indicates that IWDE.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


IWDE.LWRDA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.19%

4.41%

+0.78%

Volatility (6M)

Calculated over the trailing 6-month period

8.70%

8.34%

+0.36%

Volatility (1Y)

Calculated over the trailing 1-year period

15.09%

15.07%

+0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.83%

13.79%

+1.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.33%

13.79%

+1.54%