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

Performance

JRUD.L vs. WRDA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan ETFs (Ireland) ICAV - US Research Enhanced Index Equity Active UCITS ETF - USD (dist) (JRUD.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

JRUD.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

The year-to-date returns for both investments are quite close, with JRUD.L having a 9.80% return and WRDA.L slightly higher at 10.11%.


JRUD.L

1D
0.14%
1M
0.26%
6M
9.85%
YTD
9.80%
1Y
20.83%
3Y*
19.58%
5Y*
13.07%
10Y*

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)

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


Correlation

The correlation between JRUD.L and WRDA.L is 0.87, 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

0.87

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

0.88

The correlation between JRUD.L and WRDA.L has been stable across timeframes, ranging from 0.87 to 0.88 - a consistent structural relationship.

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Return for Risk

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

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

JRUD.L
JRUD.L Risk / Return Rank: 7070
Overall Rank
JRUD.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
JRUD.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
JRUD.L Omega Ratio Rank: 6868
Omega Ratio Rank
JRUD.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
JRUD.L Martin Ratio Rank: 7373
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.

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

This table presents a comparison of risk-adjusted performance metrics for JPMorgan ETFs (Ireland) ICAV - US Research Enhanced Index Equity Active UCITS ETF - USD (dist) (JRUD.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.


JRUD.LWRDA.LDifference
Sharpe ratioReturn per unit of total volatility

+1.30

Sortino ratioReturn per unit of downside risk

+1.55

Omega ratioGain probability vs. loss probability

1.33

1.34

-0.01

Calmar ratioReturn relative to maximum drawdown

2.57

0.80

+1.77

Martin ratioReturn relative to average drawdown

10.68

1.20

+9.48

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

The current JRUD.L Sharpe Ratio is 1.81, which is higher than the WRDA.L Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of JRUD.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

JRUD.L vs. WRDA.L - Drawdown Comparison

The maximum JRUD.L drawdown since its inception was -34.49%, 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 JRUD.L and WRDA.L.


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Drawdown Indicators


JRUD.LWRDA.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.49%

-27.71%

-6.78%

Max Drawdown (1Y)

Largest decline over 1 year

-8.38%

-27.71%

+19.33%

Max Drawdown (3Y)

Largest decline over 3 years

-18.85%

Max Drawdown (5Y)

Largest decline over 5 years

-24.11%

Current Drawdown

Current decline from peak

-0.40%

-15.53%

+15.13%

Average Drawdown

Average peak-to-trough decline

-5.35%

-7.46%

+2.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

18.35%

-16.33%

Volatility

JRUD.L vs. WRDA.L - Volatility Comparison

JPMorgan ETFs (Ireland) ICAV - US Research Enhanced Index Equity Active UCITS ETF - USD (dist) (JRUD.L) and UBS Core MSCI World UCITS ETF USD Acc (WRDA.L) have volatilities of 2.96% and 2.96%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JRUD.LWRDA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.96%

2.96%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

9.18%

9.04%

+0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

11.90%

43.30%

-31.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.00%

29.74%

-13.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.84%

29.74%

-9.90%

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

JRUD.L has a 0.20% expense ratio, which is higher than WRDA.L's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

JRUD.L vs. WRDA.L - Dividend Comparison

JRUD.L's dividend yield for the trailing twelve months is around 0.67%, while WRDA.L has not paid dividends to shareholders.


PositionTTM20252024202320222021
JRUD.L
JPMorgan ETFs (Ireland) ICAV - US Research Enhanced Index Equity Active UCITS ETF - USD (dist)
0.67%0.52%0.50%0.83%1.08%0.85%
WRDA.L
UBS Core MSCI World UCITS ETF USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


JRUD.L and WRDA.L have a correlation of 0.87, 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 0.20% for JRUD.L.

They also come from different issuers: JPMorgan and UBS. Their fees differ too: 0.20% for JRUD.L and 0.06% for WRDA.L.

Portfolio Optimizer

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