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

Performance

LGGL.L vs. WRDA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in L&G Global Equity UCITS ETF (LGGL.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

LGGL.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 stocks are quite close, with LGGL.L having a 9.87% return and WRDA.L slightly lower at 9.83%.


LGGL.L

1D
-0.48%
1M
4.00%
YTD
9.87%
6M
11.34%
1Y
26.57%
3Y*
20.97%
5Y*
12.03%
10Y*

WRDA.L

1D
-0.46%
1M
4.20%
YTD
9.83%
6M
11.21%
1Y
26.63%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024
LGGL.L
L&G Global Equity UCITS ETF
9.87%21.17%18.01%
WRDA.L
UBS Core MSCI World UCITS ETF USD Acc
9.83%21.28%17.83%

Correlation

The correlation between LGGL.L and WRDA.L is 0.90, 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

0.90

Correlation (All Time)
Calculated using the full available price history since Feb 2, 2024

0.92

The correlation between LGGL.L and WRDA.L has been stable across timeframes, ranging from 0.90 to 0.92 - a consistent structural relationship.

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Return for Risk

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

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

LGGL.L
LGGL.L Risk / Return Rank: 6969
Overall Rank
LGGL.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
LGGL.L Sortino Ratio Rank: 7474
Sortino Ratio Rank
LGGL.L Omega Ratio Rank: 6868
Omega Ratio Rank
LGGL.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
LGGL.L Martin Ratio Rank: 7272
Martin Ratio Rank

WRDA.L
WRDA.L Risk / Return Rank: 8383
Overall Rank
WRDA.L Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
WRDA.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
WRDA.L Omega Ratio Rank: 8484
Omega Ratio Rank
WRDA.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
WRDA.L Martin Ratio Rank: 8383
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.

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

This table presents a comparison of risk-adjusted performance metrics for L&G Global Equity UCITS ETF (LGGL.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.


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

-0.15

Sortino ratioReturn per unit of downside risk

-0.18

Omega ratioGain probability vs. loss probability

1.40

1.43

-0.02

Calmar ratioReturn relative to maximum drawdown

3.12

3.08

+0.04

Martin ratioReturn relative to average drawdown

13.40

13.56

-0.16

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

The current LGGL.L Sharpe Ratio is 2.22, which is comparable to the WRDA.L Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of LGGL.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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Sharpe Ratios by Period


LGGL.LWRDA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.22

2.37

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

1.60

-0.78

Drawdowns

LGGL.L vs. WRDA.L - Drawdown Comparison

The maximum LGGL.L drawdown since its inception was -33.89%, which is greater than WRDA.L's maximum drawdown of -16.63%. Use the drawdown chart below to compare losses from any high point for LGGL.L and WRDA.L.


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Drawdown Indicators


LGGL.LWRDA.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.89%

-16.63%

-17.26%

Max Drawdown (1Y)

Largest decline over 1 year

-8.44%

-8.60%

+0.16%

Max Drawdown (3Y)

Largest decline over 3 years

-17.81%

Max Drawdown (5Y)

Largest decline over 5 years

-25.76%

Current Drawdown

Current decline from peak

-0.48%

-0.46%

-0.02%

Average Drawdown

Average peak-to-trough decline

-4.97%

-1.67%

-3.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

1.96%

+0.01%

Volatility

LGGL.L vs. WRDA.L - Volatility Comparison

L&G Global Equity UCITS ETF (LGGL.L) has a higher volatility of 3.55% compared to UBS Core MSCI World UCITS ETF USD Acc (WRDA.L) at 2.64%. This indicates that LGGL.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


LGGL.LWRDA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.55%

2.64%

+0.91%

Volatility (6M)

Calculated over the trailing 6-month period

9.22%

8.38%

+0.84%

Volatility (1Y)

Calculated over the trailing 1-year period

11.90%

11.21%

+0.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.58%

13.29%

+2.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.16%

13.29%

+3.87%

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

LGGL.L has a 0.10% 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

LGGL.L vs. WRDA.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


LGGL.L and WRDA.L have a correlation of 0.90, 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 0.10% for LGGL.L.

LGGL.L tracks Solactive Core Developed Markets Large & Mid Cap USD Index NTR, while WRDA.L tracks MSCI World Index. They also come from different issuers: L&G and UBS. Their fees differ too: 0.10% for LGGL.L and 0.06% for WRDA.L.

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