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WRDA.L vs. SPXS.MI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WRDA.L vs. SPXS.MI - 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 Invesco S&P 500 UCITS ETF (SPXS.MI). The values are adjusted to include any dividend payments, if applicable.

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WRDA.L vs. SPXS.MI - Yearly Performance Comparison


2026 (YTD)20252024
WRDA.L
UBS Core MSCI World UCITS ETF USD Acc
-1.39%12.77%20.02%
SPXS.MI
Invesco S&P 500 UCITS ETF
-2.72%9.95%24.77%
Different Trading Currencies

WRDA.L is traded in GBp, while SPXS.MI is traded in EUR. To make them comparable, the SPXS.MI 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 higher than SPXS.MI's -2.72% return.


WRDA.L

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

SPXS.MI

1D
1.89%
1M
-2.72%
YTD
-2.72%
6M
0.72%
1Y
15.59%
3Y*
16.11%
5Y*
12.93%
10Y*
14.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WRDA.L vs. SPXS.MI - Expense Ratio Comparison

WRDA.L has a 0.06% expense ratio, which is higher than SPXS.MI's 0.05% expense ratio. However, 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. SPXS.MI — 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

SPXS.MI
SPXS.MI Risk / Return Rank: 3131
Overall Rank
SPXS.MI Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
SPXS.MI Sortino Ratio Rank: 2929
Sortino Ratio Rank
SPXS.MI Omega Ratio Rank: 3131
Omega Ratio Rank
SPXS.MI Calmar Ratio Rank: 3030
Calmar Ratio Rank
SPXS.MI Martin Ratio Rank: 3434
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. SPXS.MI - 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 Invesco S&P 500 UCITS ETF (SPXS.MI). 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.LSPXS.MIDifference

Sharpe ratio

Return per unit of total volatility

1.23

0.97

+0.26

Sortino ratio

Return per unit of downside risk

1.71

1.41

+0.31

Omega ratio

Gain probability vs. loss probability

1.25

1.21

+0.04

Calmar ratio

Return relative to maximum drawdown

2.59

1.39

+1.20

Martin ratio

Return relative to average drawdown

9.58

5.75

+3.84

WRDA.L vs. SPXS.MI - Sharpe Ratio Comparison

The current WRDA.L Sharpe Ratio is 1.23, which is comparable to the SPXS.MI Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of WRDA.L and SPXS.MI, 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.LSPXS.MIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

0.97

+0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.96

Sharpe Ratio (All Time)

Calculated using the full available price history

1.13

0.99

+0.14

Correlation

The correlation between WRDA.L and SPXS.MI is 0.92, 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. SPXS.MI - Dividend Comparison

Neither WRDA.L nor SPXS.MI has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

WRDA.L vs. SPXS.MI - Drawdown Comparison

The maximum WRDA.L drawdown since its inception was -18.38%, smaller than the maximum SPXS.MI drawdown of -26.14%. Use the drawdown chart below to compare losses from any high point for WRDA.L and SPXS.MI.


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Drawdown Indicators


WRDA.LSPXS.MIDifference

Max Drawdown

Largest peak-to-trough decline

-18.38%

-33.57%

+15.19%

Max Drawdown (1Y)

Largest decline over 1 year

-10.06%

-13.20%

+3.14%

Max Drawdown (5Y)

Largest decline over 5 years

-23.10%

Max Drawdown (10Y)

Largest decline over 10 years

-33.57%

Current Drawdown

Current decline from peak

-3.67%

-5.11%

+1.44%

Average Drawdown

Average peak-to-trough decline

-2.41%

-4.41%

+2.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.76%

3.22%

-1.46%

Volatility

WRDA.L vs. SPXS.MI - Volatility Comparison

UBS Core MSCI World UCITS ETF USD Acc (WRDA.L) has a higher volatility of 4.18% compared to Invesco S&P 500 UCITS ETF (SPXS.MI) at 3.90%. This indicates that WRDA.L's price experiences larger fluctuations and is considered to be riskier than SPXS.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WRDA.LSPXS.MIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.18%

3.90%

+0.28%

Volatility (6M)

Calculated over the trailing 6-month period

8.10%

8.57%

-0.47%

Volatility (1Y)

Calculated over the trailing 1-year period

13.73%

16.12%

-2.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.54%

14.74%

-2.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.54%

16.28%

-3.74%