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

Performance

WRDA.L vs. IESU.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 iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.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 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024
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

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

WRDA.L
WRDA.L Risk / Return Rank: 3232
Overall Rank
WRDA.L Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
WRDA.L Sortino Ratio Rank: 2424
Sortino Ratio Rank
WRDA.L Omega Ratio Rank: 7979
Omega Ratio Rank
WRDA.L Calmar Ratio Rank: 2121
Calmar Ratio Rank
WRDA.L Martin Ratio Rank: 1616
Martin Ratio Rank

IESU.L
IESU.L Risk / Return Rank: 5252
Overall Rank
IESU.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
IESU.L Sortino Ratio Rank: 5151
Sortino Ratio Rank
IESU.L Omega Ratio Rank: 5656
Omega Ratio Rank
IESU.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
IESU.L Martin Ratio Rank: 4242
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. 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.LIESU.LDifference
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

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

The current WRDA.L Sharpe Ratio is 0.49, which is lower than the IESU.L Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of WRDA.L and IESU.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. 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.LIESU.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-16.48%

-10.65%

-5.83%

Average Drawdown

Average peak-to-trough decline

-8.21%

-20.50%

+12.29%

Ulcer Index

Depth 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.LIESU.LDifference

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.


Tickers have no history of dividend payments

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.

Portfolio Optimizer

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