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WLDL.L vs. CEU1.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

WLDL.L vs. CEU1.L

Last updated Apr 2, 2026

Compare and contrast key facts about Lyxor MSCI World UCITS ETF - Dist (WLDL.L) and iShares VII plc -iShares Core MSCI EMU UCITS ETF EUR (Acc) (CEU1.L).

WLDL.L and CEU1.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WLDL.L is a passively managed fund by Amundi that tracks the performance of the MSCI ACWI NR USD. It was launched on Apr 26, 2006. CEU1.L is a passively managed fund by iShares that tracks the performance of the MSCI EMU NR EUR. It was launched on Jan 12, 2010. Both WLDL.L and CEU1.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

WLDL.L vs. CEU1.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor MSCI World UCITS ETF - Dist (WLDL.L) and iShares VII plc -iShares Core MSCI EMU UCITS ETF EUR (Acc) (CEU1.L). The values are adjusted to include any dividend payments, if applicable.

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WLDL.L vs. CEU1.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
WLDL.L
Lyxor MSCI World UCITS ETF - Dist		-1.41%12.59%21.18%18.07%-8.98%24.03%11.65%27.40%-6.60%1.88%
CEU1.L
iShares VII plc -iShares Core MSCI EMU UCITS ETF EUR (Acc)		0.15%30.63%4.62%16.50%-6.40%14.38%5.24%19.34%-11.60%-1.61%

Returns By Period

In the year-to-date period, WLDL.L achieves a -1.41% return, which is significantly lower than CEU1.L's 0.15% return.

WLDL.L

1D
1.90%
1M
-3.38%
YTD
-1.41%
6M
2.18%
1Y
16.44%
3Y*
14.78%
5Y*
11.35%
10Y*
—

CEU1.L

1D
2.70%
1M
-4.11%
YTD
0.15%
6M
4.49%
1Y
19.07%
3Y*
13.01%
5Y*
10.44%
10Y*
10.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Lyxor MSCI World UCITS ETF - Dist

iShares VII plc -iShares Core MSCI EMU UCITS ETF EUR (Acc)

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Often compared with CEU1.L:
CEU1.L vs. CS51.LCEU1.L vs. EIMI.LCEU1.L vs. SCHDCEU1.L vs. EEMCEU1.L vs. VUKG.LCEU1.L vs. IMID.LCEU1.L vs. IEFV.L

WLDL.L vs. CEU1.L - Expense Ratio Comparison

WLDL.L has a 0.30% expense ratio, which is higher than CEU1.L's 0.12% expense ratio.

WLDL.L
Lyxor MSCI World UCITS ETF - Dist
CEU1.L
iShares VII plc -iShares Core MSCI EMU UCITS ETF EUR (Acc)

Return for Risk

WLDL.L vs. CEU1.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
WLDL.L
WLDL.L Risk / Return Rank: 5050
Overall Rank
WLDL.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
WLDL.L Sortino Ratio Rank: 6666
Sortino Ratio Rank
WLDL.L Omega Ratio Rank: 6767
Omega Ratio Rank
WLDL.L Calmar Ratio Rank: 2525
Calmar Ratio Rank
WLDL.L Martin Ratio Rank: 2727
Martin Ratio Rank
CEU1.L
CEU1.L Risk / Return Rank: 6464
Overall Rank
CEU1.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
CEU1.L Sortino Ratio Rank: 6464
Sortino Ratio Rank
CEU1.L Omega Ratio Rank: 6464
Omega Ratio Rank
CEU1.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
CEU1.L Martin Ratio Rank: 6161
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.

WLDL.L vs. CEU1.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI World UCITS ETF - Dist (WLDL.L) and iShares VII plc -iShares Core MSCI EMU UCITS ETF EUR (Acc) (CEU1.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.

WLDL.LCEU1.LDifference

Sharpe ratio

Return per unit of total volatility

1.23

1.27

-0.04

Sortino ratio

Return per unit of downside risk

1.74

1.71

+0.03

Omega ratio

Gain probability vs. loss probability

1.26

1.25

+0.01

Calmar ratio

Return relative to maximum drawdown

0.61

1.76

-1.15

Martin ratio

Return relative to average drawdown

2.31

6.56

-4.24

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

WLDL.L vs. CEU1.L - Sharpe Ratio Comparison

The current WLDL.L Sharpe Ratio is 1.23, which is comparable to the CEU1.L Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of WLDL.L and CEU1.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.

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Sharpe Ratios by Period

WLDL.LCEU1.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

1.27

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.97

0.65

+0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.63

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

0.48

+0.46

Correlation

The correlation between WLDL.L and CEU1.L is 0.52, 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.

Dividends

WLDL.L vs. CEU1.L - Dividend Comparison

WLDL.L's dividend yield for the trailing twelve months is around 1.28%, while CEU1.L has not paid dividends to shareholders.

TTM202520242023202220212020201920182017
WLDL.L
Lyxor MSCI World UCITS ETF - Dist		1.28%1.26%1.61%1.34%1.90%1.34%1.58%1.57%2.41%0.69%
CEU1.L
iShares VII plc -iShares Core MSCI EMU UCITS ETF EUR (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

WLDL.L vs. CEU1.L - Drawdown Comparison

The maximum WLDL.L drawdown since its inception was -24.76%, smaller than the maximum CEU1.L drawdown of -31.47%. Use the drawdown chart below to compare losses from any high point for WLDL.L and CEU1.L.

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Drawdown Indicators

WLDL.LCEU1.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.76%

-31.47%

+6.71%

Max Drawdown (1Y)

Largest decline over 1 year

-10.66%

-10.93%

+0.27%

Max Drawdown (5Y)

Largest decline over 5 years

-18.91%

-21.68%

+2.77%

Max Drawdown (10Y)

Largest decline over 10 years

—

-31.39%

—

Current Drawdown

Current decline from peak

-3.61%

-6.70%

+3.09%

Average Drawdown

Average peak-to-trough decline

-3.25%

-5.31%

+2.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.38%

2.94%

+1.44%

Volatility

WLDL.L vs. CEU1.L - Volatility Comparison

The current volatility for Lyxor MSCI World UCITS ETF - Dist (WLDL.L) is 4.33%, while iShares VII plc -iShares Core MSCI EMU UCITS ETF EUR (Acc) (CEU1.L) has a volatility of 6.32%. This indicates that WLDL.L experiences smaller price fluctuations and is considered to be less risky than CEU1.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

WLDL.LCEU1.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.33%

6.32%

-1.99%

Volatility (6M)

Calculated over the trailing 6-month period

7.80%

10.32%

-2.52%

Volatility (1Y)

Calculated over the trailing 1-year period

14.98%

15.03%

-0.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.50%

16.01%

-0.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.71%

16.71%

+2.00%