WRDA.L vs. SASU.L
WRDA.L (UBS Core MSCI World UCITS ETF USD Acc) and SASU.L (iShares MSCI USA Screened UCITS ETF USD (Acc)) are both Global Equities funds - WRDA.L tracks the MSCI World Index while SASU.L tracks the iShares MSCI USA Screened UCITS ETF USD (Acc). Both are passively managed. Over the past year, WRDA.L returned 22.06% vs 20.76% for SASU.L. Their correlation of 0.90 suggests significant overlap in exposure. WRDA.L charges 0.06%/yr vs 0.07%/yr for SASU.L.
Performance
WRDA.L vs. SASU.L - Performance Comparison
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Different Trading Currencies
WRDA.L is traded in GBp, while SASU.L is traded in USD. To make them comparable, the SASU.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 10.72% return, which is significantly higher than SASU.L's 9.52% return.
WRDA.L
- 1D
- 0.00%
- 1M
- 0.47%
- 6M
- 9.40%
- YTD
- 10.72%
- 1Y
- 22.06%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SASU.L
- 1D
- 0.00%
- 1M
- -0.69%
- 6M
- 9.38%
- YTD
- 9.52%
- 1Y
- 20.76%
- 3Y*
- 19.46%
- 5Y*
- 13.55%
- 10Y*
- —
WRDA.L vs. SASU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
WRDA.L UBS Core MSCI World UCITS ETF USD Acc | 10.72% | 12.77% | 20.02% |
SASU.L iShares MSCI USA Screened UCITS ETF USD (Acc) | 9.52% | 9.44% | 26.03% |
Correlation
The correlation between WRDA.L and SASU.L is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2024 | 0.90 |
The correlation between WRDA.L and SASU.L has been stable across timeframes, ranging from 0.87 to 0.90 - a consistent structural relationship.
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Return for Risk
WRDA.L vs. SASU.L — Risk / Return Rank
WRDA.L
SASU.L
WRDA.L vs. SASU.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 MSCI USA Screened UCITS ETF USD (Acc) (SASU.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 | SASU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.17 | ||
| Sortino ratioReturn per unit of downside risk | -1.26 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.31 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 0.81 | 2.47 | -1.66 |
| Martin ratioReturn relative to average drawdown | 1.18 | 8.03 | -6.85 |
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Drawdowns
WRDA.L vs. SASU.L - Drawdown Comparison
The maximum WRDA.L drawdown since its inception was -27.39%, roughly equal to the maximum SASU.L drawdown of -26.18%. Use the drawdown chart below to compare losses from any high point for WRDA.L and SASU.L.
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Drawdown Indicators
| WRDA.L | SASU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.39% | -26.18% | -1.21% |
Max Drawdown (1Y)Largest decline over 1 year | -27.39% | -8.95% | -18.44% |
Max Drawdown (3Y)Largest decline over 3 years | — | -22.50% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.50% | — |
Current DrawdownCurrent decline from peak | -15.98% | -1.29% | -14.69% |
Average DrawdownAverage peak-to-trough decline | -8.18% | -3.93% | -4.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.75% | 2.76% | +15.99% |
Volatility
WRDA.L vs. SASU.L - Volatility Comparison
The current volatility for UBS Core MSCI World UCITS ETF USD Acc (WRDA.L) is 2.72%, while iShares MSCI USA Screened UCITS ETF USD (Acc) (SASU.L) has a volatility of 3.11%. This indicates that WRDA.L experiences smaller price fluctuations and is considered to be less risky than SASU.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 | SASU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.72% | 3.11% | -0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 7.90% | 9.95% | -2.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.22% | 13.20% | +30.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.46% | 16.35% | +13.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.46% | 17.82% | +11.64% |
WRDA.L vs. SASU.L - Expense Ratio Comparison
WRDA.L has a 0.06% expense ratio, which is lower than SASU.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%.
Dividends
WRDA.L vs. SASU.L - Dividend Comparison
Neither WRDA.L nor SASU.L has paid dividends to shareholders.
Frequently Asked Questions
WRDA.L and SASU.L have a correlation of 0.87, 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 0.07% for SASU.L.
WRDA.L tracks MSCI World Index, while SASU.L tracks iShares MSCI USA Screened UCITS ETF USD (Acc). They also come from different issuers: UBS and iShares. Their fees differ too: 0.06% for WRDA.L and 0.07% for SASU.L.
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