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

Performance

WRDA.L vs. GENE.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) Global Gender Equality UCITS ETF (USD) A-acc (GENE.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)20252024
WRDA.L
UBS Core MSCI World UCITS ETF USD Acc
-1.39%12.77%20.02%
GENE.L
UBS ETF (IE) Global Gender Equality UCITS ETF (USD) A-acc
1.86%14.86%11.69%

Returns By Period

In the year-to-date period, WRDA.L achieves a -1.39% return, which is significantly lower than GENE.L's 1.86% return.


WRDA.L

1D
1.76%
1M
-3.44%
YTD
-1.39%
6M
2.20%
1Y
16.89%
3Y*
5Y*
10Y*

GENE.L

1D
1.31%
1M
-2.46%
YTD
1.86%
6M
6.79%
1Y
17.43%
3Y*
12.23%
5Y*
9.20%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

WRDA.L has a 0.06% expense ratio, which is lower than GENE.L's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

WRDA.L vs. GENE.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: 7171
Overall Rank
WRDA.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
WRDA.L Sortino Ratio Rank: 6464
Sortino Ratio Rank
WRDA.L Omega Ratio Rank: 6565
Omega Ratio Rank
WRDA.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
WRDA.L Martin Ratio Rank: 8080
Martin Ratio Rank

GENE.L
GENE.L Risk / Return Rank: 7171
Overall Rank
GENE.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
GENE.L Sortino Ratio Rank: 6868
Sortino Ratio Rank
GENE.L Omega Ratio Rank: 6565
Omega Ratio Rank
GENE.L Calmar Ratio Rank: 7878
Calmar Ratio Rank
GENE.L Martin Ratio Rank: 7474
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. GENE.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) Global Gender Equality UCITS ETF (USD) A-acc (GENE.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.


WRDA.LGENE.LDifference

Sharpe ratio

Return per unit of total volatility

1.23

1.33

-0.10

Sortino ratio

Return per unit of downside risk

1.71

1.81

-0.10

Omega ratio

Gain probability vs. loss probability

1.25

1.25

0.00

Calmar ratio

Return relative to maximum drawdown

2.59

2.45

+0.14

Martin ratio

Return relative to average drawdown

9.58

8.77

+0.81

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

The current WRDA.L Sharpe Ratio is 1.23, which is comparable to the GENE.L Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of WRDA.L and GENE.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


WRDA.LGENE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

1.33

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

1.13

0.66

+0.47

Correlation

The correlation between WRDA.L and GENE.L is 0.67, 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

WRDA.L vs. GENE.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

WRDA.L vs. GENE.L - Drawdown Comparison

The maximum WRDA.L drawdown since its inception was -18.38%, smaller than the maximum GENE.L drawdown of -28.65%. Use the drawdown chart below to compare losses from any high point for WRDA.L and GENE.L.


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Drawdown Indicators


WRDA.LGENE.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.38%

-28.65%

+10.27%

Max Drawdown (1Y)

Largest decline over 1 year

-10.06%

-9.75%

-0.31%

Max Drawdown (5Y)

Largest decline over 5 years

-15.04%

Current Drawdown

Current decline from peak

-3.67%

-3.59%

-0.08%

Average Drawdown

Average peak-to-trough decline

-2.41%

-3.74%

+1.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.76%

1.99%

-0.23%

Volatility

WRDA.L vs. GENE.L - Volatility Comparison

UBS Core MSCI World UCITS ETF USD Acc (WRDA.L) and UBS ETF (IE) Global Gender Equality UCITS ETF (USD) A-acc (GENE.L) have volatilities of 4.18% and 4.23%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WRDA.LGENE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.18%

4.23%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

8.10%

8.91%

-0.81%

Volatility (1Y)

Calculated over the trailing 1-year period

13.73%

13.08%

+0.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.54%

13.01%

-0.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.54%

15.03%

-2.49%