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

Performance

WRDA.L vs. CXAP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS Core MSCI World UCITS ETF USD Acc (WRDA.L) and UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (USD) A-acc (CXAP.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, WRDA.L achieves a 9.82% return, which is significantly lower than CXAP.L's 17.78% return.


WRDA.L

1D
0.00%
1M
0.79%
YTD
9.82%
6M
9.92%
1Y
26.06%
3Y*
5Y*
10Y*

CXAP.L

1D
-1.45%
1M
-6.09%
YTD
17.78%
6M
18.07%
1Y
34.02%
3Y*
13.61%
5Y*
12.70%
10Y*
10.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024
WRDA.L
UBS Core MSCI World UCITS ETF USD Acc
9.82%12.77%20.02%
CXAP.L
UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (USD) A-acc
17.78%10.65%7.70%

Correlation

The correlation between WRDA.L and CXAP.L is 0.02, 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

0.02

Correlation (All Time)
Calculated using the full available price history since Feb 1, 2024

0.11

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Return for Risk

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

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

WRDA.L
WRDA.L Risk / Return Rank: 3333
Overall Rank
WRDA.L Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
WRDA.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
WRDA.L Omega Ratio Rank: 8282
Omega Ratio Rank
WRDA.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
WRDA.L Martin Ratio Rank: 1616
Martin Ratio Rank

CXAP.L
CXAP.L Risk / Return Rank: 7070
Overall Rank
CXAP.L Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
CXAP.L Sortino Ratio Rank: 6060
Sortino Ratio Rank
CXAP.L Omega Ratio Rank: 6363
Omega Ratio Rank
CXAP.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
CXAP.L Martin Ratio Rank: 7979
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.

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

This table presents a comparison of risk-adjusted performance metrics for UBS Core MSCI World UCITS ETF USD Acc (WRDA.L) and UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (USD) A-acc (CXAP.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


WRDA.LCXAP.LDifference
Sharpe ratioReturn per unit of total volatility

-1.24

Sortino ratioReturn per unit of downside risk

-1.21

Omega ratioGain probability vs. loss probability

1.43

1.33

+0.10

Calmar ratioReturn relative to maximum drawdown

0.95

3.85

-2.90

Martin ratioReturn relative to average drawdown

1.42

13.36

-11.94

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

The current WRDA.L Sharpe Ratio is 0.60, which is lower than the CXAP.L Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of WRDA.L and CXAP.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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Drawdowns

WRDA.L vs. CXAP.L - Drawdown Comparison

The maximum WRDA.L drawdown since its inception was -27.39%, smaller than the maximum CXAP.L drawdown of -31.30%. Use the drawdown chart below to compare losses from any high point for WRDA.L and CXAP.L.


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Drawdown Indicators


WRDA.LCXAP.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.39%

-31.30%

+3.91%

Max Drawdown (1Y)

Largest decline over 1 year

-27.39%

-7.46%

-19.93%

Max Drawdown (3Y)

Largest decline over 3 years

-15.43%

Max Drawdown (5Y)

Largest decline over 5 years

-21.53%

Max Drawdown (10Y)

Largest decline over 10 years

-31.30%

Current Drawdown

Current decline from peak

-16.67%

-7.46%

-9.21%

Average Drawdown

Average peak-to-trough decline

-7.98%

-8.19%

+0.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.33%

2.16%

+16.17%

Volatility

WRDA.L vs. CXAP.L - Volatility Comparison

The current volatility for UBS Core MSCI World UCITS ETF USD Acc (WRDA.L) is 3.18%, while UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (USD) A-acc (CXAP.L) has a volatility of 3.83%. This indicates that WRDA.L experiences smaller price fluctuations and is considered to be less risky than CXAP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WRDA.LCXAP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.18%

3.83%

-0.65%

Volatility (6M)

Calculated over the trailing 6-month period

7.69%

12.92%

-5.23%

Volatility (1Y)

Calculated over the trailing 1-year period

43.19%

15.63%

+27.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.78%

16.27%

+13.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.78%

15.72%

+14.06%

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

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


Dividends

WRDA.L vs. CXAP.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


WRDA.L and CXAP.L have a correlation of 0.02, 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 CXAP.L.

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

Portfolio Optimizer

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