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

Performance

QUID.L vs. WRDA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in PIMCO Sterling Short Maturity UCITS ETF (QUID.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

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

Returns By Period

In the year-to-date period, QUID.L achieves a 2.18% return, which is significantly lower than WRDA.L's 10.72% return.


QUID.L

1D
0.10%
1M
0.36%
6M
1.97%
YTD
2.18%
1Y
4.36%
3Y*
5.10%
5Y*
3.28%
10Y*
2.00%

WRDA.L

1D
0.00%
1M
0.47%
6M
9.40%
YTD
10.72%
1Y
22.06%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024
QUID.L
PIMCO Sterling Short Maturity UCITS ETF
2.18%4.89%5.14%
WRDA.L
UBS Core MSCI World UCITS ETF USD Acc
10.72%12.77%20.02%

Correlation

The correlation between QUID.L and WRDA.L is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.08

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

0.10

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Return for Risk

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

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

QUID.L
QUID.L Risk / Return Rank: 9999
Overall Rank
QUID.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
QUID.L Sortino Ratio Rank: 9999
Sortino Ratio Rank
QUID.L Omega Ratio Rank: 9999
Omega Ratio Rank
QUID.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
QUID.L Martin Ratio Rank: 9999
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.

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

This table presents a comparison of risk-adjusted performance metrics for PIMCO Sterling Short Maturity UCITS ETF (QUID.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.


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

+5.49

Sortino ratioReturn per unit of downside risk

+9.69

Omega ratioGain probability vs. loss probability

2.80

1.37

+1.42

Calmar ratioReturn relative to maximum drawdown

9.83

0.81

+9.02

Martin ratioReturn relative to average drawdown

78.74

1.18

+77.56

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

The current QUID.L Sharpe Ratio is 6.00, which is higher than the WRDA.L Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of QUID.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

QUID.L vs. WRDA.L - Drawdown Comparison

The maximum QUID.L drawdown since its inception was -2.47%, smaller than the maximum WRDA.L drawdown of -27.39%. Use the drawdown chart below to compare losses from any high point for QUID.L and WRDA.L.


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Drawdown Indicators


QUID.LWRDA.LDifference

Max Drawdown

Largest peak-to-trough decline

-2.47%

-27.39%

+24.92%

Max Drawdown (1Y)

Largest decline over 1 year

-0.45%

-27.39%

+26.94%

Max Drawdown (3Y)

Largest decline over 3 years

-0.45%

Max Drawdown (5Y)

Largest decline over 5 years

-2.47%

Max Drawdown (10Y)

Largest decline over 10 years

-2.47%

Current Drawdown

Current decline from peak

0.00%

-15.98%

+15.98%

Average Drawdown

Average peak-to-trough decline

-0.21%

-8.18%

+7.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.06%

18.75%

-18.69%

Volatility

QUID.L vs. WRDA.L - Volatility Comparison

The current volatility for PIMCO Sterling Short Maturity UCITS ETF (QUID.L) is 0.19%, while UBS Core MSCI World UCITS ETF USD Acc (WRDA.L) has a volatility of 2.72%. This indicates that QUID.L experiences smaller price fluctuations and is considered to be less risky 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


QUID.LWRDA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.19%

2.72%

-2.53%

Volatility (6M)

Calculated over the trailing 6-month period

0.64%

7.90%

-7.26%

Volatility (1Y)

Calculated over the trailing 1-year period

0.74%

43.22%

-42.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.74%

29.46%

-28.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.62%

29.46%

-28.84%

Dividends

QUID.L vs. WRDA.L - Dividend Comparison

QUID.L's dividend yield for the trailing twelve months is around 4.17%, while WRDA.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
QUID.L
PIMCO Sterling Short Maturity UCITS ETF
4.17%4.19%4.67%3.69%0.66%0.08%0.31%0.73%0.52%0.33%0.59%0.55%
WRDA.L
UBS Core MSCI World UCITS ETF USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


QUID.L and WRDA.L have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QUID.L tracks PIMCO Sterling Short Maturity UCITS ETF, while WRDA.L tracks MSCI World Index. They also come from different issuers: PIMCO and UBS.

Portfolio Optimizer

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