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UD08.L vs. WRDA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UD08.L vs. WRDA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (hedged to GBP) A-acc (UD08.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, UD08.L achieves a 25.78% return, which is significantly higher than WRDA.L's 10.09% return.


UD08.L

1D
-0.14%
1M
1.53%
YTD
25.78%
6M
28.13%
1Y
43.63%
3Y*
5Y*
10Y*

WRDA.L

1D
-0.19%
1M
5.30%
YTD
10.09%
6M
10.62%
1Y
27.48%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UD08.L vs. WRDA.L - Yearly Performance Comparison


Correlation

The correlation between UD08.L and WRDA.L is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.05

Correlation (All Time)
Calculated using the full available price history since Jan 14, 2025

-0.03

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Return for Risk

UD08.L vs. WRDA.L — Risk / Return Rank

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

UD08.L
UD08.L Risk / Return Rank: 9090
Overall Rank
UD08.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
UD08.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
UD08.L Omega Ratio Rank: 9090
Omega Ratio Rank
UD08.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
UD08.L Martin Ratio Rank: 9191
Martin Ratio Rank

WRDA.L
WRDA.L Risk / Return Rank: 8383
Overall Rank
WRDA.L Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
WRDA.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
WRDA.L Omega Ratio Rank: 8484
Omega Ratio Rank
WRDA.L Calmar Ratio Rank: 8080
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.

UD08.L vs. WRDA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (hedged to GBP) A-acc (UD08.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.


UD08.LWRDA.LDifference
Sharpe ratioReturn per unit of total volatility

+0.38

Sortino ratioReturn per unit of downside risk

+0.19

Omega ratioGain probability vs. loss probability

1.58

1.52

+0.06

Calmar ratioReturn relative to maximum drawdown

6.75

4.19

+2.56

Martin ratioReturn relative to average drawdown

21.31

16.71

+4.60

UD08.L vs. WRDA.L - Sharpe Ratio Comparison

The current UD08.L Sharpe Ratio is 3.10, which is comparable to the WRDA.L Sharpe Ratio of 2.73. The chart below compares the historical Sharpe Ratios of UD08.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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Sharpe Ratios by Period


UD08.LWRDA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.10

2.73

+0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

2.71

1.51

+1.20

Drawdowns

UD08.L vs. WRDA.L - Drawdown Comparison

The maximum UD08.L drawdown since its inception was -6.43%, smaller than the maximum WRDA.L drawdown of -18.38%. Use the drawdown chart below to compare losses from any high point for UD08.L and WRDA.L.


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Drawdown Indicators


UD08.LWRDA.LDifference

Max Drawdown

Largest peak-to-trough decline

-6.43%

-18.38%

+11.95%

Max Drawdown (1Y)

Largest decline over 1 year

-6.43%

-6.53%

+0.10%

Current Drawdown

Current decline from peak

-0.55%

-0.19%

-0.36%

Average Drawdown

Average peak-to-trough decline

-1.41%

-2.28%

+0.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

1.64%

+0.40%

Volatility

UD08.L vs. WRDA.L - Volatility Comparison

UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (hedged to GBP) A-acc (UD08.L) has a higher volatility of 2.74% compared to UBS Core MSCI World UCITS ETF USD Acc (WRDA.L) at 2.48%. This indicates that UD08.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


UD08.LWRDA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.74%

2.48%

+0.26%

Volatility (6M)

Calculated over the trailing 6-month period

11.73%

7.16%

+4.57%

Volatility (1Y)

Calculated over the trailing 1-year period

14.00%

10.07%

+3.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.97%

12.35%

+2.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.97%

12.35%

+2.62%

UD08.L vs. WRDA.L - Expense Ratio Comparison

UD08.L has a 0.34% expense ratio, which is higher than WRDA.L's 0.06% expense ratio.


Dividends

UD08.L vs. WRDA.L - Dividend Comparison

Neither UD08.L nor WRDA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


UD08.L and WRDA.L have a correlation of -0.05, 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 0.34% for UD08.L.

UD08.L is categorized as Commodities, while WRDA.L is Global Equities. UD08.L tracks UBS CMCI Ex-Agriculture Ex-Livestock Capped (GBP Hedged), while WRDA.L tracks MSCI World Index. Their fees differ too: 0.34% for UD08.L and 0.06% for WRDA.L.

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