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SPXS.MI vs. WRDA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPXS.MI vs. WRDA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco S&P 500 UCITS ETF (SPXS.MI) 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

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

Returns By Period

The year-to-date returns for both stocks are quite close, with SPXS.MI having a 11.42% return and WRDA.L slightly lower at 11.15%.


SPXS.MI

1D
-0.11%
1M
5.27%
YTD
11.42%
6M
11.54%
1Y
25.86%
3Y*
19.09%
5Y*
14.98%
10Y*
15.17%

WRDA.L

1D
-0.02%
1M
4.93%
YTD
11.15%
6M
11.53%
1Y
24.09%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPXS.MI vs. WRDA.L - Yearly Performance Comparison


2026 (YTD)20252024
SPXS.MI
Invesco S&P 500 UCITS ETF
11.42%4.51%28.38%
WRDA.L
UBS Core MSCI World UCITS ETF USD Acc
11.15%6.89%23.75%

Correlation

The correlation between SPXS.MI and WRDA.L is 0.92, 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

0.92

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

0.91

The correlation between SPXS.MI and WRDA.L has been stable across timeframes, ranging from 0.91 to 0.92 - a consistent structural relationship.

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Return for Risk

SPXS.MI vs. WRDA.L — Risk / Return Rank

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

SPXS.MI
SPXS.MI Risk / Return Rank: 7171
Overall Rank
SPXS.MI Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
SPXS.MI Sortino Ratio Rank: 6969
Sortino Ratio Rank
SPXS.MI Omega Ratio Rank: 7272
Omega Ratio Rank
SPXS.MI Calmar Ratio Rank: 7575
Calmar Ratio Rank
SPXS.MI Martin Ratio Rank: 7171
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.

SPXS.MI vs. WRDA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 UCITS ETF (SPXS.MI) 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.


SPXS.MIWRDA.LDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

-0.03

Omega ratioGain probability vs. loss probability

1.42

1.42

0.00

Calmar ratioReturn relative to maximum drawdown

3.70

3.65

+0.05

Martin ratioReturn relative to average drawdown

13.16

14.80

-1.64

SPXS.MI vs. WRDA.L - Sharpe Ratio Comparison

The current SPXS.MI Sharpe Ratio is 2.26, which is comparable to the WRDA.L Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of SPXS.MI 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


SPXS.MIWRDA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.26

2.25

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.97

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

1.33

-0.38

Drawdowns

SPXS.MI vs. WRDA.L - Drawdown Comparison

The maximum SPXS.MI drawdown since its inception was -33.57%, which is greater than WRDA.L's maximum drawdown of -20.42%. Use the drawdown chart below to compare losses from any high point for SPXS.MI and WRDA.L.


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Drawdown Indicators


SPXS.MIWRDA.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.57%

-20.42%

-13.15%

Max Drawdown (1Y)

Largest decline over 1 year

-7.00%

-6.58%

-0.42%

Max Drawdown (3Y)

Largest decline over 3 years

-23.10%

Max Drawdown (5Y)

Largest decline over 5 years

-23.10%

Max Drawdown (10Y)

Largest decline over 10 years

-33.57%

Current Drawdown

Current decline from peak

-0.40%

-0.29%

-0.11%

Average Drawdown

Average peak-to-trough decline

-4.35%

-2.83%

-1.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

1.62%

+0.34%

Volatility

SPXS.MI vs. WRDA.L - Volatility Comparison

Invesco S&P 500 UCITS ETF (SPXS.MI) has a higher volatility of 2.68% compared to UBS Core MSCI World UCITS ETF USD Acc (WRDA.L) at 2.16%. This indicates that SPXS.MI'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


SPXS.MIWRDA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.68%

2.16%

+0.52%

Volatility (6M)

Calculated over the trailing 6-month period

7.56%

7.37%

+0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

11.44%

10.67%

+0.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.13%

13.50%

+1.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.31%

13.50%

+2.81%

SPXS.MI vs. WRDA.L - Expense Ratio Comparison

SPXS.MI has a 0.05% expense ratio, which is lower than WRDA.L's 0.06% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SPXS.MI vs. WRDA.L - Dividend Comparison

Neither SPXS.MI nor WRDA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.92, SPXS.MI 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, SPXS.MI is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPXS.MI is cheaper with a 0.05% expense ratio, compared with 0.06% for WRDA.L.

SPXS.MI is categorized as S&P 500, while WRDA.L is Global Equities. SPXS.MI tracks S&P 500 Index, while WRDA.L tracks MSCI World Index. They also come from different issuers: Invesco and UBS. Their fees differ too: 0.05% for SPXS.MI and 0.06% for WRDA.L.

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