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

Performance

WRDA.L vs. PACW.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 Prime All Country World UCITS ETF Income (PACW.L). The values are adjusted to include any dividend payments, if applicable.

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


Different Trading Currencies

WRDA.L is traded in GBp, while PACW.L is traded in GBP. To make them comparable, the PACW.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, WRDA.L achieves a -1.39% return, which is significantly lower than PACW.L's -0.56% return.


WRDA.L

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

PACW.L

1D
2.04%
1M
-3.67%
YTD
-0.56%
6M
3.04%
1Y
18.72%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

WRDA.L has a 0.06% expense ratio, which is lower than PACW.L's 0.07% 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. PACW.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

PACW.L
PACW.L Risk / Return Rank: 7676
Overall Rank
PACW.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
PACW.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
PACW.L Omega Ratio Rank: 7171
Omega Ratio Rank
PACW.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
PACW.L Martin Ratio Rank: 8383
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. PACW.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 Prime All Country World UCITS ETF Income (PACW.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.LPACW.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

1.84

-0.13

Omega ratio

Gain probability vs. loss probability

1.25

1.28

-0.02

Calmar ratio

Return relative to maximum drawdown

2.59

2.66

-0.07

Martin ratio

Return relative to average drawdown

9.58

10.14

-0.56

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

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

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

1.33

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

1.13

0.56

+0.58

Correlation

The correlation between WRDA.L and PACW.L is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

WRDA.L vs. PACW.L - Dividend Comparison

WRDA.L has not paid dividends to shareholders, while PACW.L's dividend yield for the trailing twelve months is around 1.39%.


Drawdowns

WRDA.L vs. PACW.L - Drawdown Comparison

The maximum WRDA.L drawdown since its inception was -18.38%, roughly equal to the maximum PACW.L drawdown of -17.68%. Use the drawdown chart below to compare losses from any high point for WRDA.L and PACW.L.


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Drawdown Indicators


WRDA.LPACW.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.38%

-17.68%

-0.70%

Max Drawdown (1Y)

Largest decline over 1 year

-10.06%

-10.18%

+0.12%

Current Drawdown

Current decline from peak

-3.67%

-4.09%

+0.42%

Average Drawdown

Average peak-to-trough decline

-2.41%

-3.37%

+0.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.76%

1.85%

-0.09%

Volatility

WRDA.L vs. PACW.L - Volatility Comparison

The current volatility for UBS Core MSCI World UCITS ETF USD Acc (WRDA.L) is 4.18%, while Amundi Prime All Country World UCITS ETF Income (PACW.L) has a volatility of 4.53%. This indicates that WRDA.L experiences smaller price fluctuations and is considered to be less risky than PACW.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.LPACW.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.18%

4.53%

-0.35%

Volatility (6M)

Calculated over the trailing 6-month period

8.10%

8.39%

-0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

13.73%

14.02%

-0.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.54%

14.30%

-1.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.54%

14.30%

-1.76%