WRDA.L vs. IESU.L
WRDA.L (UBS Core MSCI World UCITS ETF USD Acc) and IESU.L (iShares S&P 500 Energy Sector UCITS ETF USD (Acc)) are both exchange-traded funds - WRDA.L is a Global Equities fund tracking the MSCI World Index, while IESU.L is a Energy Equities fund tracking the S&P 500 Capped 35/20 Energy Index NTR. Both are passively managed. Over the past year, WRDA.L returned 21.02% vs 35.99% for IESU.L. At a 0.16 correlation, their price movements are largely independent. WRDA.L charges 0.06%/yr vs 0.15%/yr for IESU.L.
Performance
WRDA.L vs. IESU.L - Performance Comparison
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Returns By Period
In the year-to-date period, WRDA.L achieves a 10.06% return, which is significantly lower than IESU.L's 28.61% return.
WRDA.L
- 1D
- 0.00%
- 1M
- -0.28%
- 6M
- 7.76%
- YTD
- 10.06%
- 1Y
- 21.02%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IESU.L
- 1D
- 1.07%
- 1M
- 4.80%
- 6M
- 20.56%
- YTD
- 28.61%
- 1Y
- 35.99%
- 3Y*
- 13.44%
- 5Y*
- 22.82%
- 10Y*
- 8.50%
WRDA.L vs. IESU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
WRDA.L UBS Core MSCI World UCITS ETF USD Acc | 10.06% | 12.77% | 20.02% |
IESU.L iShares S&P 500 Energy Sector UCITS ETF USD (Acc) | 28.61% | 2.26% | 4.90% |
Correlation
The correlation between WRDA.L and IESU.L is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.14 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2024 | 0.16 |
The correlation between WRDA.L and IESU.L shifts across timeframes, from -0.14 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
WRDA.L vs. IESU.L — Risk / Return Rank
WRDA.L
IESU.L
WRDA.L vs. IESU.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 iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.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.L | IESU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.97 | ||
| Sortino ratioReturn per unit of downside risk | -0.81 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.26 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 0.77 | 2.07 | -1.30 |
| Martin ratioReturn relative to average drawdown | 1.12 | 5.01 | -3.89 |
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Drawdowns
WRDA.L vs. IESU.L - Drawdown Comparison
The maximum WRDA.L drawdown since its inception was -27.39%, smaller than the maximum IESU.L drawdown of -63.88%. Use the drawdown chart below to compare losses from any high point for WRDA.L and IESU.L.
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Drawdown Indicators
| WRDA.L | IESU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.39% | -63.88% | +36.49% |
Max Drawdown (1Y)Largest decline over 1 year | -27.39% | -17.34% | -10.05% |
Max Drawdown (3Y)Largest decline over 3 years | — | -26.36% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.36% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -62.16% | — |
Current DrawdownCurrent decline from peak | -16.48% | -10.65% | -5.83% |
Average DrawdownAverage peak-to-trough decline | -8.21% | -20.50% | +12.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.81% | 7.16% | +11.65% |
Volatility
WRDA.L vs. IESU.L - Volatility Comparison
The current volatility for UBS Core MSCI World UCITS ETF USD Acc (WRDA.L) is 2.70%, while iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.L) has a volatility of 7.50%. This indicates that WRDA.L experiences smaller price fluctuations and is considered to be less risky than IESU.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.L | IESU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.70% | 7.50% | -4.80% |
Volatility (6M)Calculated over the trailing 6-month period | 7.84% | 21.74% | -13.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.21% | 24.54% | +18.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.41% | 29.08% | +0.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.41% | 29.16% | +0.25% |
WRDA.L vs. IESU.L - Expense Ratio Comparison
WRDA.L has a 0.06% expense ratio, which is lower than IESU.L's 0.15% 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%.
Dividends
WRDA.L vs. IESU.L - Dividend Comparison
Neither WRDA.L nor IESU.L has paid dividends to shareholders.
Frequently Asked Questions
WRDA.L and IESU.L have a correlation of -0.14, 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 0.15% for IESU.L.
WRDA.L is categorized as Global Equities, while IESU.L is Energy Equities. WRDA.L tracks MSCI World Index, while IESU.L tracks S&P 500 Capped 35/20 Energy Index NTR. They also come from different issuers: UBS and iShares. Their fees differ too: 0.06% for WRDA.L and 0.15% for IESU.L.
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