PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
UC55.L vs. WMVG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

UC55.L vs. WMVG.L

Last updated Jun 5, 2026

UC55.L (UBS ETF (LU) MSCI World UCITS ETF (USD) A-dis) and WMVG.L (iShares Edge MSCI World Minimum Volatility UCITS ETF GBP Hedged (Acc)) are both Global Equities funds - UC55.L tracks the MSCI ACWI NR USD while WMVG.L tracks the MSCI World Minimum Volatility. Both are passively managed. Over the past 5 years, UC55.L returned 12.77%/yr vs 6.17%/yr for WMVG.L. A 0.63 correlation means they provide meaningful diversification when combined. UC55.L charges 0.30%/yr vs 0.35%/yr for WMVG.L.

Performance

UC55.L vs. WMVG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (LU) MSCI World UCITS ETF (USD) A-dis (UC55.L) and iShares Edge MSCI World Minimum Volatility UCITS ETF GBP Hedged (Acc) (WMVG.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

UC55.L is traded in GBp, while WMVG.L is traded in GBP. To make them comparable, the WMVG.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, UC55.L achieves a 9.94% return, which is significantly higher than WMVG.L's 1.31% return.

UC55.L

1D
0.04%
1M
3.77%
YTD
9.94%
6M
9.79%
1Y
26.82%
3Y*
17.39%
5Y*
12.77%
10Y*
13.61%

WMVG.L

1D
0.09%
1M
1.21%
YTD
1.31%
6M
2.02%
1Y
3.19%
3Y*
9.78%
5Y*
6.17%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

UC55.L vs. WMVG.L - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
UC55.L
UBS ETF (LU) MSCI World UCITS ETF (USD) A-dis		9.94%12.47%20.76%17.25%-8.62%23.36%11.95%15.15%
WMVG.L
iShares Edge MSCI World Minimum Volatility UCITS ETF GBP Hedged (Acc)		1.31%9.08%14.49%7.33%-8.31%16.96%-1.30%11.65%

Correlation

The correlation between UC55.L and WMVG.L is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.32

Correlation (3Y)
Calculated over the trailing 3-year period

0.46

Correlation (5Y)
Calculated over the trailing 5-year period

0.60

Correlation (All Time)
Calculated using the full available price history since Mar 1, 2019

0.63

Over the past year, the correlation between UC55.L and WMVG.L has dropped to 0.32 - well below their long-term average of 0.63, suggesting their price drivers have been diverging.

UC55.L vs. WMVG.L - Sectors Allocation Comparison

Sectors
UC55.L
WMVG.L

Technology

30.2%
20.1%

Financial Services

15.4%
14.0%

Industrials

10.9%
9.2%

Consumer Cyclical

9.1%
5.6%

Communication Services

9.1%
12.1%

Healthcare

8.6%
13.8%

Consumer Defensive

5.1%
10.9%

Energy

4.1%
4.5%

Basic Materials

3.2%
1.1%

Utilities

2.5%
8.0%

Real Estate

1.8%
0.7%

Technology

UC55.L
30.2%
WMVG.L
20.1%

Financial Services

UC55.L
15.4%
WMVG.L
14.0%

Industrials

UC55.L
10.9%
WMVG.L
9.2%

Consumer Cyclical

UC55.L
9.1%
WMVG.L
5.6%

Communication Services

UC55.L
9.1%
WMVG.L
12.1%

Healthcare

UC55.L
8.6%
WMVG.L
13.8%

Consumer Defensive

UC55.L
5.1%
WMVG.L
10.9%

Energy

UC55.L
4.1%
WMVG.L
4.5%

Basic Materials

UC55.L
3.2%
WMVG.L
1.1%

Utilities

UC55.L
2.5%
WMVG.L
8.0%

Real Estate

UC55.L
1.8%
WMVG.L
0.7%

Compare stocks, funds, or ETFs

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

UBS ETF (LU) MSCI World UCITS ETF (USD) A-dis

iShares Edge MSCI World Minimum Volatility UCITS ETF GBP Hedged (Acc)

Often compared with UC55.L:
UC55.L vs. URTHUC55.L vs. UC96.LUC55.L vs. UC44.LUC55.L vs. IWVL.LUC55.L vs. UC07.LUC55.L vs. VHYG.LUC55.L vs. UC15.L
Often compared with WMVG.L:
WMVG.L vs. MVUS.LWMVG.L vs. PQVG.LWMVG.L vs. MVEW.LWMVG.L vs. MINV.LWMVG.L vs. VSCGXWMVG.L vs. AVGC.LWMVG.L vs. VHYD.L

Return for Risk

UC55.L vs. WMVG.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
UC55.L
UC55.L Risk / Return Rank: 8282
Overall Rank
UC55.L Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
UC55.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
UC55.L Omega Ratio Rank: 8585
Omega Ratio Rank
UC55.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
UC55.L Martin Ratio Rank: 8181
Martin Ratio Rank
WMVG.L
WMVG.L Risk / Return Rank: 1515
Overall Rank
WMVG.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
WMVG.L Sortino Ratio Rank: 1414
Sortino Ratio Rank
WMVG.L Omega Ratio Rank: 1414
Omega Ratio Rank
WMVG.L Calmar Ratio Rank: 1616
Calmar Ratio Rank
WMVG.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.

UC55.L vs. WMVG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI World UCITS ETF (USD) A-dis (UC55.L) and iShares Edge MSCI World Minimum Volatility UCITS ETF GBP Hedged (Acc) (WMVG.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.

UC55.LWMVG.LDifference
Sharpe ratioReturn per unit of total volatility
2.67
0.39

+2.29

Sortino ratioReturn per unit of downside risk
3.66
0.59

+3.07

Omega ratioGain probability vs. loss probability

1.51

1.07

+0.44

Calmar ratioReturn relative to maximum drawdown

4.04

0.56

+3.48

Martin ratioReturn relative to average drawdown

16.01

1.40

+14.61

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

UC55.L vs. WMVG.L - Sharpe Ratio Comparison

The current UC55.L Sharpe Ratio is 2.67, which is higher than the WMVG.L Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of UC55.L and WMVG.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.

Loading charts...

Sharpe Ratios by Period

UC55.LWMVG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.67

0.39

+2.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.96

0.62

+0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.92

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.55

+0.27

Drawdowns

UC55.L vs. WMVG.L - Drawdown Comparison

The maximum UC55.L drawdown since its inception was -28.07%, roughly equal to the maximum WMVG.L drawdown of -28.25%. Use the drawdown chart below to compare losses from any high point for UC55.L and WMVG.L.

Loading charts...

Drawdown Indicators

UC55.LWMVG.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.07%

-28.25%

+0.18%

Max Drawdown (1Y)

Largest decline over 1 year

-6.63%

-4.99%

-1.64%

Max Drawdown (3Y)

Largest decline over 3 years

-18.92%

-9.09%

-9.83%

Max Drawdown (5Y)

Largest decline over 5 years

-18.92%

-15.18%

-3.74%

Max Drawdown (10Y)

Largest decline over 10 years

-28.07%

—

—

Current Drawdown

Current decline from peak

-0.16%

-3.21%

+3.05%

Average Drawdown

Average peak-to-trough decline

-3.35%

-4.12%

+0.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.68%

2.01%

-0.33%

Volatility

UC55.L vs. WMVG.L - Volatility Comparison

UBS ETF (LU) MSCI World UCITS ETF (USD) A-dis (UC55.L) has a higher volatility of 2.50% compared to iShares Edge MSCI World Minimum Volatility UCITS ETF GBP Hedged (Acc) (WMVG.L) at 2.13%. This indicates that UC55.L's price experiences larger fluctuations and is considered to be riskier than WMVG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

UC55.LWMVG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.50%

2.13%

+0.37%

Volatility (6M)

Calculated over the trailing 6-month period

7.22%

5.03%

+2.19%

Volatility (1Y)

Calculated over the trailing 1-year period

10.02%

7.21%

+2.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.29%

9.95%

+3.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.85%

12.14%

+2.71%

UC55.L vs. WMVG.L - Expense Ratio Comparison

UC55.L has a 0.30% expense ratio, which is lower than WMVG.L's 0.35% expense ratio.

Dividends

UC55.L vs. WMVG.L - Dividend Comparison

UC55.L's dividend yield for the trailing twelve months is around 0.90%, while WMVG.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
UC55.L
UBS ETF (LU) MSCI World UCITS ETF (USD) A-dis		0.90%1.02%1.10%1.30%1.38%1.01%1.28%1.66%1.66%1.70%1.72%1.86%
WMVG.L
iShares Edge MSCI World Minimum Volatility UCITS ETF GBP Hedged (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

UC55.L and WMVG.L have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UC55.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UC55.L is cheaper with a 0.30% expense ratio, compared with 0.35% for WMVG.L.

UC55.L tracks MSCI ACWI NR USD, while WMVG.L tracks MSCI World Minimum Volatility. They also come from different issuers: UBS and iShares. Their fees differ too: 0.30% for UC55.L and 0.35% for WMVG.L.

Portfolio Optimizer

Find the right allocation for UC55.L and WMVG.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer