SRIW.L vs. WRDA.L
SRIW.L (UBS ETF (IE) MSCI World Socially Responsible UCITS ETF (USD) A-dis) and WRDA.L (UBS Core MSCI World UCITS ETF USD Acc) are both Global Equities funds from UBS - SRIW.L tracks the MSCI ACWI NR USD while WRDA.L tracks the MSCI World Index. Both are passively managed. Over the past year, SRIW.L returned 21.14% vs 27.42% for WRDA.L. Their correlation of 0.83 suggests significant overlap in exposure. SRIW.L charges 0.22%/yr vs 0.06%/yr for WRDA.L.
Performance
SRIW.L vs. WRDA.L - Performance Comparison
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Returns By Period
In the year-to-date period, SRIW.L achieves a 9.21% return, which is significantly lower than WRDA.L's 10.16% return.
SRIW.L
- 1D
- 0.25%
- 1M
- 6.85%
- YTD
- 9.21%
- 6M
- 9.45%
- 1Y
- 21.14%
- 3Y*
- 14.81%
- 5Y*
- 11.01%
- 10Y*
- —
WRDA.L
- 1D
- 0.07%
- 1M
- 5.13%
- YTD
- 10.16%
- 6M
- 10.42%
- 1Y
- 27.42%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SRIW.L vs. WRDA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
SRIW.L UBS ETF (IE) MSCI World Socially Responsible UCITS ETF (USD) A-dis | 9.21% | 6.01% | 17.29% |
WRDA.L UBS Core MSCI World UCITS ETF USD Acc | 10.16% | 12.77% | 20.02% |
Correlation
The correlation between SRIW.L and WRDA.L is 0.87, 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 | 0.87 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2024 | 0.83 |
The correlation between SRIW.L and WRDA.L has been stable across timeframes, ranging from 0.83 to 0.87 - a consistent structural relationship.
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Return for Risk
SRIW.L vs. WRDA.L — Risk / Return Rank
SRIW.L
WRDA.L
SRIW.L vs. WRDA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI World Socially Responsible UCITS ETF (USD) A-dis (SRIW.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.
| SRIW.L | WRDA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.78 | ||
| Sortino ratioReturn per unit of downside risk | -1.00 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.52 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.41 | 4.18 | -1.77 |
| Martin ratioReturn relative to average drawdown | 8.30 | 16.68 | -8.37 |
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
| SRIW.L | WRDA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.94 | 2.72 | -0.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.01 | 1.51 | -0.50 |
Drawdowns
SRIW.L vs. WRDA.L - Drawdown Comparison
The maximum SRIW.L drawdown since its inception was -21.55%, which is greater than WRDA.L's maximum drawdown of -18.38%. Use the drawdown chart below to compare losses from any high point for SRIW.L and WRDA.L.
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Drawdown Indicators
| SRIW.L | WRDA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.55% | -18.38% | -3.17% |
Max Drawdown (1Y)Largest decline over 1 year | -9.66% | -6.53% | -3.13% |
Max Drawdown (3Y)Largest decline over 3 years | -20.07% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -21.55% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.12% | +0.12% |
Average DrawdownAverage peak-to-trough decline | -4.93% | -2.27% | -2.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.71% | 1.64% | +1.07% |
Volatility
SRIW.L vs. WRDA.L - Volatility Comparison
UBS ETF (IE) MSCI World Socially Responsible UCITS ETF (USD) A-dis (SRIW.L) has a higher volatility of 3.27% compared to UBS Core MSCI World UCITS ETF USD Acc (WRDA.L) at 2.49%. This indicates that SRIW.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
| SRIW.L | WRDA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.27% | 2.49% | +0.78% |
Volatility (6M)Calculated over the trailing 6-month period | 8.88% | 7.16% | +1.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.02% | 10.03% | +1.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.64% | 12.34% | +4.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.31% | 12.34% | +3.97% |
SRIW.L vs. WRDA.L - Expense Ratio Comparison
SRIW.L has a 0.22% 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
SRIW.L vs. WRDA.L - Dividend Comparison
SRIW.L's dividend yield for the trailing twelve months is around 1.01%, while WRDA.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
SRIW.L UBS ETF (IE) MSCI World Socially Responsible UCITS ETF (USD) A-dis | 1.01% | 1.28% | 1.25% | 1.26% | 1.47% | 1.10% | 0.22% |
WRDA.L UBS Core MSCI World UCITS ETF USD Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SRIW.L and WRDA.L have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 0.22% for SRIW.L.
SRIW.L tracks MSCI ACWI NR USD, while WRDA.L tracks MSCI World Index. Their fees differ too: 0.22% for SRIW.L and 0.06% for WRDA.L.
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