S5SD.L vs. WRDA.L
S5SD.L (UBS ETF (IE) S&P 500 ESG UCITS ETF USD A-dis) and WRDA.L (UBS Core MSCI World UCITS ETF USD Acc) are both exchange-traded funds - S5SD.L is a S&P 500 fund tracking the S&P 500 Index, while WRDA.L is a Global Equities fund tracking the MSCI World Index. Both are passively managed. Over the past year, S5SD.L returned 30.12% vs 27.42% for WRDA.L. Their correlation of 0.91 suggests significant overlap in exposure. S5SD.L charges 0.12%/yr vs 0.06%/yr for WRDA.L.
Performance
S5SD.L vs. WRDA.L - Performance Comparison
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Returns By Period
In the year-to-date period, S5SD.L achieves a 9.02% return, which is significantly lower than WRDA.L's 10.16% return.
S5SD.L
- 1D
- -0.44%
- 1M
- 5.04%
- YTD
- 9.02%
- 6M
- 9.50%
- 1Y
- 30.12%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WRDA.L
- 1D
- 0.07%
- 1M
- 5.13%
- YTD
- 10.16%
- 6M
- 10.42%
- 1Y
- 27.42%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
S5SD.L vs. WRDA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
S5SD.L UBS ETF (IE) S&P 500 ESG UCITS ETF USD A-dis | 9.02% | 27.97% |
WRDA.L UBS Core MSCI World UCITS ETF USD Acc | 10.16% | 23.92% |
Correlation
The correlation between S5SD.L and WRDA.L is 0.91, 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 | 0.91 |
Correlation (All Time) Calculated using the full available price history since Apr 29, 2025 | 0.91 |
The correlation between S5SD.L and WRDA.L has been stable across timeframes, ranging from 0.91 to 0.91 - a consistent structural relationship.
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Return for Risk
S5SD.L vs. WRDA.L — Risk / Return Rank
S5SD.L
WRDA.L
S5SD.L vs. WRDA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) S&P 500 ESG UCITS ETF USD A-dis (S5SD.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.
| S5SD.L | WRDA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.17 | ||
| Sortino ratioReturn per unit of downside risk | +0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.54 | 1.52 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 4.13 | 4.18 | -0.05 |
| Martin ratioReturn relative to average drawdown | 15.94 | 16.68 | -0.73 |
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
| S5SD.L | WRDA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.89 | 2.72 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 3.09 | 1.51 | +1.58 |
Drawdowns
S5SD.L vs. WRDA.L - Drawdown Comparison
The maximum S5SD.L drawdown since its inception was -7.32%, smaller than the maximum WRDA.L drawdown of -18.38%. Use the drawdown chart below to compare losses from any high point for S5SD.L and WRDA.L.
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Drawdown Indicators
| S5SD.L | WRDA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.32% | -18.38% | +11.06% |
Max Drawdown (1Y)Largest decline over 1 year | -7.32% | -6.53% | -0.79% |
Current DrawdownCurrent decline from peak | -0.44% | -0.12% | -0.32% |
Average DrawdownAverage peak-to-trough decline | -1.26% | -2.27% | +1.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.90% | 1.64% | +0.26% |
Volatility
S5SD.L vs. WRDA.L - Volatility Comparison
UBS ETF (IE) S&P 500 ESG UCITS ETF USD A-dis (S5SD.L) has a higher volatility of 2.81% compared to UBS Core MSCI World UCITS ETF USD Acc (WRDA.L) at 2.49%. This indicates that S5SD.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
| S5SD.L | WRDA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.81% | 2.49% | +0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 7.10% | 7.16% | -0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.53% | 10.03% | +0.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.47% | 12.34% | -0.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.47% | 12.34% | -0.87% |
S5SD.L vs. WRDA.L - Expense Ratio Comparison
S5SD.L has a 0.12% 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
S5SD.L vs. WRDA.L - Dividend Comparison
Neither S5SD.L nor WRDA.L has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.91, S5SD.L and WRDA.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
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 0.12% for S5SD.L.
S5SD.L is categorized as S&P 500, while WRDA.L is Global Equities. S5SD.L tracks S&P 500 Index, while WRDA.L tracks MSCI World Index. Their fees differ too: 0.12% for S5SD.L and 0.06% for WRDA.L.
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