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R1GR.L vs. WRDA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

R1GR.L vs. WRDA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell 1000 Growth UCITS ETF (R1GR.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

R1GR.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

In the year-to-date period, R1GR.L achieves a 3.02% return, which is significantly lower than WRDA.L's 10.11% return.


R1GR.L

1D
-0.21%
1M
-1.39%
6M
4.77%
YTD
3.02%
1Y
13.82%
3Y*
20.56%
5Y*
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)

R1GR.L vs. WRDA.L - Yearly Performance Comparison


2026 (YTD)20252024
R1GR.L
iShares Russell 1000 Growth UCITS ETF
3.02%17.39%30.61%
WRDA.L
UBS Core MSCI World UCITS ETF USD Acc
10.11%21.28%17.83%

Correlation

The correlation between R1GR.L and WRDA.L is 0.82, 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

0.82

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

0.82

The correlation between R1GR.L and WRDA.L has been stable across timeframes, ranging from 0.82 to 0.82 - a consistent structural relationship.

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Return for Risk

R1GR.L vs. WRDA.L — Risk / Return Rank

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

R1GR.L
R1GR.L Risk / Return Rank: 2727
Overall Rank
R1GR.L Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
R1GR.L Sortino Ratio Rank: 3030
Sortino Ratio Rank
R1GR.L Omega Ratio Rank: 2727
Omega Ratio Rank
R1GR.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
R1GR.L Martin Ratio Rank: 2626
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.

R1GR.L vs. WRDA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 1000 Growth UCITS ETF (R1GR.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.


R1GR.LWRDA.LDifference
Sharpe ratioReturn per unit of total volatility

+0.38

Sortino ratioReturn per unit of downside risk

+0.24

Omega ratioGain probability vs. loss probability

1.16

1.34

-0.18

Calmar ratioReturn relative to maximum drawdown

0.94

0.80

+0.14

Martin ratioReturn relative to average drawdown

2.86

1.20

+1.66

R1GR.L vs. WRDA.L - Sharpe Ratio Comparison

The current R1GR.L Sharpe Ratio is 0.89, which is higher than the WRDA.L Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of R1GR.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

R1GR.L vs. WRDA.L - Drawdown Comparison

The maximum R1GR.L drawdown since its inception was -23.18%, smaller than the maximum WRDA.L drawdown of -27.71%. Use the drawdown chart below to compare losses from any high point for R1GR.L and WRDA.L.


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Drawdown Indicators


R1GR.LWRDA.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.18%

-27.71%

+4.53%

Max Drawdown (1Y)

Largest decline over 1 year

-15.74%

-27.71%

+11.97%

Max Drawdown (3Y)

Largest decline over 3 years

-23.18%

Current Drawdown

Current decline from peak

-4.75%

-15.53%

+10.78%

Average Drawdown

Average peak-to-trough decline

-3.46%

-7.46%

+4.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.16%

18.35%

-13.19%

Volatility

R1GR.L vs. WRDA.L - Volatility Comparison

iShares Russell 1000 Growth UCITS ETF (R1GR.L) has a higher volatility of 5.51% compared to UBS Core MSCI World UCITS ETF USD Acc (WRDA.L) at 2.96%. This indicates that R1GR.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


R1GR.LWRDA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.51%

2.96%

+2.55%

Volatility (6M)

Calculated over the trailing 6-month period

12.74%

9.04%

+3.70%

Volatility (1Y)

Calculated over the trailing 1-year period

16.55%

43.30%

-26.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.03%

29.74%

-11.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.03%

29.74%

-11.71%

Dividends

R1GR.L vs. WRDA.L - Dividend Comparison

Neither R1GR.L nor WRDA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


R1GR.L and WRDA.L have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

R1GR.L tracks iShares Russell 1000 Growth UCITS ETF, while WRDA.L tracks MSCI World Index. They also come from different issuers: iShares and UBS.

Portfolio Optimizer

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