WRDA.L vs. MWRD.L

Last updated Apr 2, 2026

Compare and contrast key facts about UBS Core MSCI World UCITS ETF USD Acc (WRDA.L) and Amundi Index MSCI World (MWRD.L).

WRDA.L and MWRD.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WRDA.L is a passively managed fund by UBS that tracks the performance of the MSCI World Index. It was launched on Aug 5, 2025. MWRD.L is a passively managed fund by Amundi that tracks the performance of the MSCI ACWI NR USD. It was launched on Nov 11, 2016. Both WRDA.L and MWRD.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

WRDA.L vs. MWRD.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 Amundi Index MSCI World (MWRD.L). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025	2024
WRDA.L UBS Core MSCI World UCITS ETF USD Acc	-1.39%	12.77%	20.02%
MWRD.L Amundi Index MSCI World	0.00%	0.00%	0.00%

Returns By Period

WRDA.L

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

MWRD.L

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

WRDA.L has a 0.06% expense ratio, which is lower than MWRD.L's 0.08% 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%.

MWRD.L

Amundi Index MSCI World

WRDA.L

UBS Core MSCI World UCITS ETF USD Acc

Return for Risk

WRDA.L vs. MWRD.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: 71
WRDA.L Sharpe Ratio Rank: 66
WRDA.L Sortino Ratio Rank: 64
WRDA.L Omega Ratio Rank: 65
WRDA.L Calmar Ratio Rank: 82
WRDA.L Martin Ratio Rank: 80

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. MWRD.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 Amundi Index MSCI World (MWRD.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.L	MWRD.L	Difference
Sharpe ratio Return per unit of total volatility	1.23	—	—
Sortino ratio Return per unit of downside risk	1.71	—	—
Omega ratio Gain probability vs. loss probability	1.25	—	—
Calmar ratio Return relative to maximum drawdown	2.59	—	—
Martin ratio Return relative to average drawdown	9.58	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	WRDA.L	MWRD.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.23	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.13	—	—

Dividends

WRDA.L vs. MWRD.L - Dividend Comparison

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

Tickers have no history of dividend payments

Drawdowns

Drawdown Indicators

	WRDA.L	MWRD.L	Difference
Max Drawdown Largest peak-to-trough decline	-18.38%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-10.06%	—	—
Current Drawdown Current decline from peak	-3.67%	—	—
Average Drawdown Average peak-to-trough decline	-2.41%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	1.76%	—	—

Volatility

Volatility by Period

	WRDA.L	MWRD.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.18%	—	—
Volatility (6M) Calculated over the trailing 6-month period	8.10%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	13.73%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.54%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.54%	—	—