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UEQU.DE vs. IWDA.AS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between UEQU.DE and IWDA.AS is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

UEQU.DE vs. IWDA.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (USD) A-acc (UEQU.DE) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
6.38%
12.39%
UEQU.DE
IWDA.AS

Key characteristics

Sharpe Ratio

UEQU.DE:

1.27

IWDA.AS:

2.05

Sortino Ratio

UEQU.DE:

1.83

IWDA.AS:

2.79

Omega Ratio

UEQU.DE:

1.23

IWDA.AS:

1.41

Calmar Ratio

UEQU.DE:

0.61

IWDA.AS:

2.89

Martin Ratio

UEQU.DE:

2.75

IWDA.AS:

13.38

Ulcer Index

UEQU.DE:

6.06%

IWDA.AS:

1.76%

Daily Std Dev

UEQU.DE:

13.08%

IWDA.AS:

11.37%

Max Drawdown

UEQU.DE:

-30.56%

IWDA.AS:

-33.63%

Current Drawdown

UEQU.DE:

-14.41%

IWDA.AS:

-0.90%

Returns By Period

In the year-to-date period, UEQU.DE achieves a 4.02% return, which is significantly higher than IWDA.AS's 2.92% return.


UEQU.DE

YTD

4.02%

1M

2.89%

6M

13.48%

1Y

17.19%

5Y*

12.61%

10Y*

N/A

IWDA.AS

YTD

2.92%

1M

2.01%

6M

19.90%

1Y

24.40%

5Y*

12.46%

10Y*

11.06%

*Annualized

Compare stocks, funds, or ETFs

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


UEQU.DE vs. IWDA.AS - Expense Ratio Comparison

UEQU.DE has a 0.34% expense ratio, which is higher than IWDA.AS's 0.20% expense ratio.


UEQU.DE
UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (USD) A-acc
Expense ratio chart for UEQU.DE: current value at 0.34% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.34%
Expense ratio chart for IWDA.AS: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

UEQU.DE vs. IWDA.AS — Risk-Adjusted Performance Rank

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

UEQU.DE
The Risk-Adjusted Performance Rank of UEQU.DE is 4545
Overall Rank
The Sharpe Ratio Rank of UEQU.DE is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of UEQU.DE is 5454
Sortino Ratio Rank
The Omega Ratio Rank of UEQU.DE is 5353
Omega Ratio Rank
The Calmar Ratio Rank of UEQU.DE is 3131
Calmar Ratio Rank
The Martin Ratio Rank of UEQU.DE is 3232
Martin Ratio Rank

IWDA.AS
The Risk-Adjusted Performance Rank of IWDA.AS is 8484
Overall Rank
The Sharpe Ratio Rank of IWDA.AS is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of IWDA.AS is 8383
Sortino Ratio Rank
The Omega Ratio Rank of IWDA.AS is 8787
Omega Ratio Rank
The Calmar Ratio Rank of IWDA.AS is 8080
Calmar Ratio Rank
The Martin Ratio Rank of IWDA.AS is 8787
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.

UEQU.DE vs. IWDA.AS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (USD) A-acc (UEQU.DE) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS). 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 UEQU.DE, currently valued at 0.87, compared to the broader market0.002.004.000.871.51
The chart of Sortino ratio for UEQU.DE, currently valued at 1.28, compared to the broader market0.005.0010.001.282.11
The chart of Omega ratio for UEQU.DE, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.001.161.27
The chart of Calmar ratio for UEQU.DE, currently valued at 0.39, compared to the broader market0.005.0010.0015.0020.000.392.27
The chart of Martin ratio for UEQU.DE, currently valued at 1.80, compared to the broader market0.0020.0040.0060.0080.00100.00120.001.808.72
UEQU.DE
IWDA.AS

The current UEQU.DE Sharpe Ratio is 1.27, which is lower than the IWDA.AS Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of UEQU.DE and IWDA.AS, 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 Ratio0.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.87
1.51
UEQU.DE
IWDA.AS

Dividends

UEQU.DE vs. IWDA.AS - Dividend Comparison

Neither UEQU.DE nor IWDA.AS has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

UEQU.DE vs. IWDA.AS - Drawdown Comparison

The maximum UEQU.DE drawdown since its inception was -30.56%, smaller than the maximum IWDA.AS drawdown of -33.63%. Use the drawdown chart below to compare losses from any high point for UEQU.DE and IWDA.AS. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-20.80%
-2.32%
UEQU.DE
IWDA.AS

Volatility

UEQU.DE vs. IWDA.AS - Volatility Comparison

The current volatility for UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (USD) A-acc (UEQU.DE) is 3.05%, while iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.AS) has a volatility of 4.34%. This indicates that UEQU.DE experiences smaller price fluctuations and is considered to be less risky than IWDA.AS 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
3.05%
4.34%
UEQU.DE
IWDA.AS
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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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