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UC44.L vs. VWRP.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between UC44.L and VWRP.L is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.01.0

Performance

UC44.L vs. VWRP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) A-dis (UC44.L) and Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.L). The values are adjusted to include any dividend payments, if applicable.

0.00%2.00%4.00%6.00%8.00%10.00%12.00%SeptemberOctoberNovemberDecember2025February
7.36%
10.07%
UC44.L
VWRP.L

Key characteristics

Sharpe Ratio

UC44.L:

1.37

VWRP.L:

2.09

Sortino Ratio

UC44.L:

1.93

VWRP.L:

2.94

Omega Ratio

UC44.L:

1.26

VWRP.L:

1.39

Calmar Ratio

UC44.L:

2.39

VWRP.L:

3.50

Martin Ratio

UC44.L:

8.08

VWRP.L:

15.15

Ulcer Index

UC44.L:

2.01%

VWRP.L:

1.40%

Daily Std Dev

UC44.L:

11.97%

VWRP.L:

10.23%

Max Drawdown

UC44.L:

-24.11%

VWRP.L:

-25.10%

Current Drawdown

UC44.L:

-3.02%

VWRP.L:

-0.24%

Returns By Period

In the year-to-date period, UC44.L achieves a 1.62% return, which is significantly lower than VWRP.L's 4.28% return.


UC44.L

YTD

1.62%

1M

1.25%

6M

10.94%

1Y

14.50%

5Y*

11.42%

10Y*

12.20%

VWRP.L

YTD

4.28%

1M

3.30%

6M

13.74%

1Y

19.68%

5Y*

11.33%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


UC44.L vs. VWRP.L - Expense Ratio Comparison

Both UC44.L and VWRP.L have an expense ratio of 0.22%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


UC44.L
UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) A-dis
Expense ratio chart for UC44.L: current value at 0.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.22%
Expense ratio chart for VWRP.L: current value at 0.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.22%

Risk-Adjusted Performance

UC44.L vs. VWRP.L — Risk-Adjusted Performance Rank

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

UC44.L
The Risk-Adjusted Performance Rank of UC44.L is 6262
Overall Rank
The Sharpe Ratio Rank of UC44.L is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of UC44.L is 5555
Sortino Ratio Rank
The Omega Ratio Rank of UC44.L is 5959
Omega Ratio Rank
The Calmar Ratio Rank of UC44.L is 7272
Calmar Ratio Rank
The Martin Ratio Rank of UC44.L is 6767
Martin Ratio Rank

VWRP.L
The Risk-Adjusted Performance Rank of VWRP.L is 8686
Overall Rank
The Sharpe Ratio Rank of VWRP.L is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of VWRP.L is 8585
Sortino Ratio Rank
The Omega Ratio Rank of VWRP.L is 8484
Omega Ratio Rank
The Calmar Ratio Rank of VWRP.L is 8888
Calmar Ratio Rank
The Martin Ratio Rank of VWRP.L is 9090
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

UC44.L vs. VWRP.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) A-dis (UC44.L) and Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.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.


Sharpe ratio
The chart of Sharpe ratio for UC44.L, currently valued at 1.16, compared to the broader market0.002.004.001.161.78
The chart of Sortino ratio for UC44.L, currently valued at 1.66, compared to the broader market0.005.0010.001.662.50
The chart of Omega ratio for UC44.L, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.001.211.32
The chart of Calmar ratio for UC44.L, currently valued at 1.81, compared to the broader market0.005.0010.0015.0020.001.812.65
The chart of Martin ratio for UC44.L, currently valued at 5.49, compared to the broader market0.0020.0040.0060.0080.00100.00120.005.4910.24
UC44.L
VWRP.L

The current UC44.L Sharpe Ratio is 1.37, which is lower than the VWRP.L Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of UC44.L and VWRP.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.16
1.78
UC44.L
VWRP.L

Dividends

UC44.L vs. VWRP.L - Dividend Comparison

UC44.L's dividend yield for the trailing twelve months is around 1.04%, while VWRP.L has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
UC44.L
UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) A-dis
1.04%1.05%1.13%1.33%1.01%1.23%1.70%1.88%1.91%1.81%1.78%2.00%
VWRP.L
Vanguard FTSE All-World UCITS ETF (USD) Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

UC44.L vs. VWRP.L - Drawdown Comparison

The maximum UC44.L drawdown since its inception was -24.11%, roughly equal to the maximum VWRP.L drawdown of -25.10%. Use the drawdown chart below to compare losses from any high point for UC44.L and VWRP.L. For additional features, visit the drawdowns tool.


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-3.67%
0
UC44.L
VWRP.L

Volatility

UC44.L vs. VWRP.L - Volatility Comparison

UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) A-dis (UC44.L) has a higher volatility of 3.39% compared to Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.L) at 2.98%. This indicates that UC44.L's price experiences larger fluctuations and is considered to be riskier than VWRP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.39%
2.98%
UC44.L
VWRP.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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