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S5SD.L vs. WRDA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

S5SD.L vs. WRDA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in 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). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

S5SD.L vs. WRDA.L - Yearly Performance Comparison


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

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

S5SD.L
S5SD.L Risk / Return Rank: 8585
Overall Rank
S5SD.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
S5SD.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
S5SD.L Omega Ratio Rank: 8888
Omega Ratio Rank
S5SD.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
S5SD.L Martin Ratio Rank: 8181
Martin Ratio Rank

WRDA.L
WRDA.L Risk / Return Rank: 8484
Overall Rank
WRDA.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
WRDA.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
WRDA.L Omega Ratio Rank: 8686
Omega Ratio Rank
WRDA.L Calmar Ratio Rank: 8181
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.

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.LWRDA.LDifference
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

S5SD.L vs. WRDA.L - Sharpe Ratio Comparison

The current S5SD.L Sharpe Ratio is 2.89, which is comparable to the WRDA.L Sharpe Ratio of 2.72. The chart below compares the historical Sharpe Ratios of S5SD.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


S5SD.LWRDA.LDifference

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.LWRDA.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.44%

-0.12%

-0.32%

Average Drawdown

Average peak-to-trough decline

-1.26%

-2.27%

+1.01%

Ulcer Index

Depth 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.LWRDA.LDifference

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.


Tickers have no history of dividend payments

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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