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

Performance

SRSA.L vs. WRDA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI South Africa UCITS ETF USD (Acc) (SRSA.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, SRSA.L achieves a -4.79% return, which is significantly lower than WRDA.L's 10.72% return.


SRSA.L

1D
1.37%
1M
-5.51%
6M
-10.99%
YTD
-4.79%
1Y
31.31%
3Y*
20.62%
5Y*
11.36%
10Y*
6.41%

WRDA.L

1D
0.00%
1M
0.47%
6M
9.40%
YTD
10.72%
1Y
22.06%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024
SRSA.L
iShares MSCI South Africa UCITS ETF USD (Acc)
-4.79%65.31%15.21%
WRDA.L
UBS Core MSCI World UCITS ETF USD Acc
10.72%12.77%20.02%

Correlation

The correlation between SRSA.L and WRDA.L is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.42

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

0.41

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Return for Risk

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

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

SRSA.L
SRSA.L Risk / Return Rank: 3232
Overall Rank
SRSA.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
SRSA.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
SRSA.L Omega Ratio Rank: 3333
Omega Ratio Rank
SRSA.L Calmar Ratio Rank: 3232
Calmar Ratio Rank
SRSA.L Martin Ratio Rank: 2727
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI South Africa UCITS ETF USD (Acc) (SRSA.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.


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

+0.51

Sortino ratioReturn per unit of downside risk

+0.34

Omega ratioGain probability vs. loss probability

1.19

1.37

-0.19

Calmar ratioReturn relative to maximum drawdown

1.34

0.81

+0.54

Martin ratioReturn relative to average drawdown

2.92

1.18

+1.75

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

The current SRSA.L Sharpe Ratio is 1.02, which is higher than the WRDA.L Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of SRSA.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

SRSA.L vs. WRDA.L - Drawdown Comparison

The maximum SRSA.L drawdown since its inception was -52.58%, which is greater than WRDA.L's maximum drawdown of -27.39%. Use the drawdown chart below to compare losses from any high point for SRSA.L and WRDA.L.


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Drawdown Indicators


SRSA.LWRDA.LDifference

Max Drawdown

Largest peak-to-trough decline

-52.58%

-27.39%

-25.19%

Max Drawdown (1Y)

Largest decline over 1 year

-23.06%

-27.39%

+4.33%

Max Drawdown (3Y)

Largest decline over 3 years

-27.05%

Max Drawdown (5Y)

Largest decline over 5 years

-27.76%

Max Drawdown (10Y)

Largest decline over 10 years

-52.58%

Current Drawdown

Current decline from peak

-20.04%

-15.98%

-4.06%

Average Drawdown

Average peak-to-trough decline

-16.96%

-8.18%

-8.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.60%

18.75%

-8.15%

Volatility

SRSA.L vs. WRDA.L - Volatility Comparison

iShares MSCI South Africa UCITS ETF USD (Acc) (SRSA.L) has a higher volatility of 6.81% compared to UBS Core MSCI World UCITS ETF USD Acc (WRDA.L) at 2.72%. This indicates that SRSA.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


SRSA.LWRDA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.81%

2.72%

+4.09%

Volatility (6M)

Calculated over the trailing 6-month period

25.83%

7.90%

+17.93%

Volatility (1Y)

Calculated over the trailing 1-year period

30.27%

43.22%

-12.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.66%

29.46%

-0.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.97%

29.46%

+2.51%

SRSA.L vs. WRDA.L - Expense Ratio Comparison

SRSA.L has a 0.65% expense ratio, which is higher than WRDA.L's 0.06% expense ratio.


Dividends

SRSA.L vs. WRDA.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


SRSA.L and WRDA.L have a correlation of 0.42, 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 0.65% for SRSA.L.

SRSA.L tracks iShares MSCI South Africa UCITS ETF USD (Acc), while WRDA.L tracks MSCI World Index. They also come from different issuers: iShares and UBS. Their fees differ too: 0.65% for SRSA.L and 0.06% for WRDA.L.

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