IWFV.L vs. WRDA.L
IWFV.L (iShares Edge MSCI World Value Factor UCITS ETF) and WRDA.L (UBS Core MSCI World UCITS ETF USD Acc) are both Global Equities funds - IWFV.L tracks the MSCI ACWI Value NR USD while WRDA.L tracks the MSCI World Index. Both are passively managed. Over the past year, IWFV.L returned 68.86% vs 27.48% for WRDA.L. A 0.74 correlation means they provide meaningful diversification when combined. IWFV.L charges 0.30%/yr vs 0.06%/yr for WRDA.L.
Performance
IWFV.L vs. WRDA.L - Performance Comparison
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Returns By Period
In the year-to-date period, IWFV.L achieves a 35.48% return, which is significantly higher than WRDA.L's 10.09% return.
IWFV.L
- 1D
- 0.18%
- 1M
- 16.50%
- YTD
- 35.48%
- 6M
- 38.78%
- 1Y
- 68.86%
- 3Y*
- 27.38%
- 5Y*
- 17.65%
- 10Y*
- 13.95%
WRDA.L
- 1D
- -0.19%
- 1M
- 5.30%
- YTD
- 10.09%
- 6M
- 10.62%
- 1Y
- 27.48%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IWFV.L vs. WRDA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
IWFV.L iShares Edge MSCI World Value Factor UCITS ETF | 35.48% | 30.69% | 7.13% |
WRDA.L UBS Core MSCI World UCITS ETF USD Acc | 10.09% | 12.77% | 20.02% |
Correlation
The correlation between IWFV.L and WRDA.L is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2024 | 0.74 |
The correlation between IWFV.L and WRDA.L has been stable across timeframes, ranging from 0.74 to 0.76 - a consistent structural relationship.
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Return for Risk
IWFV.L vs. WRDA.L — Risk / Return Rank
IWFV.L
WRDA.L
IWFV.L vs. WRDA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Value Factor UCITS ETF (IWFV.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.
| IWFV.L | WRDA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.38 | ||
| Sortino ratioReturn per unit of downside risk | +3.16 | ||
| Omega ratioGain probability vs. loss probability | 1.97 | 1.52 | +0.45 |
| Calmar ratioReturn relative to maximum drawdown | 9.68 | 4.19 | +5.49 |
| Martin ratioReturn relative to average drawdown | 37.44 | 16.71 | +20.72 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IWFV.L | WRDA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 5.11 | 2.73 | +2.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.35 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.92 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.79 | 1.51 | -0.71 |
Drawdowns
IWFV.L vs. WRDA.L - Drawdown Comparison
The maximum IWFV.L drawdown since its inception was -28.79%, 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 IWFV.L and WRDA.L.
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Drawdown Indicators
| IWFV.L | WRDA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.79% | -18.38% | -10.41% |
Max Drawdown (1Y)Largest decline over 1 year | -7.08% | -6.53% | -0.55% |
Max Drawdown (3Y)Largest decline over 3 years | -13.82% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -13.82% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -28.79% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.19% | +0.19% |
Average DrawdownAverage peak-to-trough decline | -4.38% | -2.28% | -2.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.83% | 1.64% | +0.19% |
Volatility
IWFV.L vs. WRDA.L - Volatility Comparison
iShares Edge MSCI World Value Factor UCITS ETF (IWFV.L) has a higher volatility of 5.47% compared to UBS Core MSCI World UCITS ETF USD Acc (WRDA.L) at 2.48%. This indicates that IWFV.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
| IWFV.L | WRDA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.47% | 2.48% | +2.99% |
Volatility (6M)Calculated over the trailing 6-month period | 11.17% | 7.16% | +4.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.42% | 10.07% | +3.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.09% | 12.35% | +0.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.10% | 12.35% | +2.75% |
IWFV.L vs. WRDA.L - Expense Ratio Comparison
IWFV.L has a 0.30% expense ratio, which is higher than WRDA.L's 0.06% expense ratio.
Dividends
IWFV.L vs. WRDA.L - Dividend Comparison
Neither IWFV.L nor WRDA.L has paid dividends to shareholders.
Frequently Asked Questions
IWFV.L and WRDA.L have a correlation of 0.76, 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 0.30% for IWFV.L.
IWFV.L tracks MSCI ACWI Value NR USD, while WRDA.L tracks MSCI World Index. They also come from different issuers: iShares and UBS. Their fees differ too: 0.30% for IWFV.L and 0.06% for WRDA.L.
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