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

Performance

WRDA.L vs. SWDA.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 Core MSCI World UCITS ETF USD (Acc) (SWDA.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with WRDA.L having a 10.09% return and SWDA.L slightly lower at 9.92%.


WRDA.L

1D
-0.19%
1M
5.30%
YTD
10.09%
6M
10.62%
1Y
27.48%
3Y*
5Y*
10Y*

SWDA.L

1D
-0.25%
1M
5.16%
YTD
9.92%
6M
10.29%
1Y
27.16%
3Y*
17.83%
5Y*
13.02%
10Y*
14.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024
WRDA.L
UBS Core MSCI World UCITS ETF USD Acc
10.09%12.77%20.02%
SWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)
9.92%12.64%19.58%

Correlation

The correlation between WRDA.L and SWDA.L is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.98

Correlation (All Time)
Calculated using the full available price history since Feb 2, 2024

0.99

The correlation between WRDA.L and SWDA.L has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

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Return for Risk

WRDA.L vs. SWDA.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: 8383
Overall Rank
WRDA.L Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
WRDA.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
WRDA.L Omega Ratio Rank: 8484
Omega Ratio Rank
WRDA.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
WRDA.L Martin Ratio Rank: 8383
Martin Ratio Rank

SWDA.L
SWDA.L Risk / Return Rank: 8181
Overall Rank
SWDA.L Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
SWDA.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
SWDA.L Omega Ratio Rank: 8282
Omega Ratio Rank
SWDA.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
SWDA.L Martin Ratio Rank: 8181
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. SWDA.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 Core MSCI World UCITS ETF USD (Acc) (SWDA.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.LSWDA.LDifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.52

1.51

+0.01

Calmar ratioReturn relative to maximum drawdown

4.19

4.13

+0.06

Martin ratioReturn relative to average drawdown

16.71

16.50

+0.21

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

The current WRDA.L Sharpe Ratio is 2.73, which is comparable to the SWDA.L Sharpe Ratio of 2.66. The chart below compares the historical Sharpe Ratios of WRDA.L and SWDA.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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Sharpe Ratios by Period


WRDA.LSWDA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.73

2.66

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.97

Sharpe Ratio (All Time)

Calculated using the full available price history

1.51

0.88

+0.63

Drawdowns

WRDA.L vs. SWDA.L - Drawdown Comparison

The maximum WRDA.L drawdown since its inception was -18.38%, smaller than the maximum SWDA.L drawdown of -25.58%. Use the drawdown chart below to compare losses from any high point for WRDA.L and SWDA.L.


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Drawdown Indicators


WRDA.LSWDA.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.38%

-25.58%

+7.20%

Max Drawdown (1Y)

Largest decline over 1 year

-6.53%

-6.55%

+0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-18.50%

Max Drawdown (5Y)

Largest decline over 5 years

-18.50%

Max Drawdown (10Y)

Largest decline over 10 years

-25.58%

Current Drawdown

Current decline from peak

-0.19%

-0.25%

+0.06%

Average Drawdown

Average peak-to-trough decline

-2.28%

-3.49%

+1.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.64%

1.64%

0.00%

Volatility

WRDA.L vs. SWDA.L - Volatility Comparison

UBS Core MSCI World UCITS ETF USD Acc (WRDA.L) and iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) have volatilities of 2.48% and 2.52%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WRDA.LSWDA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.48%

2.52%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

7.16%

7.30%

-0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

10.07%

10.23%

-0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.35%

13.30%

-0.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.35%

14.50%

-2.15%

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

WRDA.L has a 0.06% expense ratio, which is lower than SWDA.L's 0.20% 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. SWDA.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.98, WRDA.L and SWDA.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 0.20% for SWDA.L.

Both ETFs track MSCI World Index. They also come from different issuers: UBS and iShares. Their fees differ too: 0.06% for WRDA.L and 0.20% for SWDA.L.

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