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WRDA.L vs. UC99.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

WRDA.L vs. UC99.L

Last updated Apr 2, 2026

Compare and contrast key facts about UBS Core MSCI World UCITS ETF USD Acc (WRDA.L) and UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis (UC99.L).

WRDA.L and UC99.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. UC99.L is a passively managed fund by UBS that tracks the performance of the Russell 1000 TR USD. It was launched on Aug 26, 2015. Both WRDA.L and UC99.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. UC99.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 UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis (UC99.L). The values are adjusted to include any dividend payments, if applicable.

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WRDA.L vs. UC99.L - Yearly Performance Comparison

2026 (YTD)20252024
WRDA.L
UBS Core MSCI World UCITS ETF USD Acc		-1.39%12.77%20.02%
UC99.L
UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis		-4.43%9.22%20.15%

Returns By Period

In the year-to-date period, WRDA.L achieves a -1.39% return, which is significantly higher than UC99.L's -4.43% return.

WRDA.L

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

UC99.L

1D
2.20%
1M
-4.06%
YTD
-4.43%
6M
0.60%
1Y
15.75%
3Y*
15.81%
5Y*
12.14%
10Y*
15.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

UBS Core MSCI World UCITS ETF USD Acc

UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis

Often compared with WRDA.L:
WRDA.L vs. SPXS.MIWRDA.L vs. VUAA.DEWRDA.L vs. VWCE.DEWRDA.L vs. ACWI.LWRDA.L vs. XMWX.LWRDA.L vs. IWDA.LWRDA.L vs. EMIM.L
Often compared with UC99.L:
UC99.L vs. SPYUC99.L vs. EQQQ.LUC99.L vs. VWRP.LUC99.L vs. RSPTUC99.L vs. HMWO.LUC99.L vs. IUSA.LUC99.L vs. S5SD.L

WRDA.L vs. UC99.L - Expense Ratio Comparison

WRDA.L has a 0.06% expense ratio, which is lower than UC99.L's 0.25% 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%.

UC99.L
UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis
WRDA.L
UBS Core MSCI World UCITS ETF USD Acc

Return for Risk

WRDA.L vs. UC99.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
UC99.L
UC99.L Risk / Return Rank: 5353
Overall Rank
UC99.L Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
UC99.L Sortino Ratio Rank: 5050
Sortino Ratio Rank
UC99.L Omega Ratio Rank: 4747
Omega Ratio Rank
UC99.L Calmar Ratio Rank: 6161
Calmar Ratio Rank
UC99.L Martin Ratio Rank: 5757
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. UC99.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 UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis (UC99.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.LUC99.LDifference

Sharpe ratio

Return per unit of total volatility

1.23

0.95

+0.28

Sortino ratio

Return per unit of downside risk

1.71

1.42

+0.30

Omega ratio

Gain probability vs. loss probability

1.25

1.19

+0.06

Calmar ratio

Return relative to maximum drawdown

2.59

1.68

+0.91

Martin ratio

Return relative to average drawdown

9.58

6.06

+3.52

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WRDA.L vs. UC99.L - Sharpe Ratio Comparison

The current WRDA.L Sharpe Ratio is 1.23, which is comparable to the UC99.L Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of WRDA.L and UC99.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.LUC99.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

0.95

+0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.76

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.93

—

Sharpe Ratio (All Time)

Calculated using the full available price history

1.13

0.97

+0.16

Correlation

The correlation between WRDA.L and UC99.L is 0.91, 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. UC99.L - Dividend Comparison

WRDA.L has not paid dividends to shareholders, while UC99.L's dividend yield for the trailing twelve months is around 0.47%.

TTM2025202420232022202120202019201820172016
WRDA.L
UBS Core MSCI World UCITS ETF USD Acc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UC99.L
UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis		0.47%0.46%0.67%0.85%0.79%0.78%0.98%0.78%1.27%0.93%1.00%

Drawdowns

WRDA.L vs. UC99.L - Drawdown Comparison

The maximum WRDA.L drawdown since its inception was -18.38%, smaller than the maximum UC99.L drawdown of -23.04%. Use the drawdown chart below to compare losses from any high point for WRDA.L and UC99.L.

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Drawdown Indicators

WRDA.LUC99.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.38%

-23.04%

+4.66%

Max Drawdown (1Y)

Largest decline over 1 year

-10.06%

-10.71%

+0.65%

Max Drawdown (5Y)

Largest decline over 5 years

—

-23.04%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-23.04%

—

Current Drawdown

Current decline from peak

-3.67%

-6.52%

+2.85%

Average Drawdown

Average peak-to-trough decline

-2.41%

-4.11%

+1.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.76%

2.57%

-0.81%

Volatility

WRDA.L vs. UC99.L - Volatility Comparison

UBS Core MSCI World UCITS ETF USD Acc (WRDA.L) and UBS ETF (IE) Factor MSCI USA Quality UCITS ETF (USD) A-dis (UC99.L) have volatilities of 4.18% and 4.37%, 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.LUC99.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.18%

4.37%

-0.19%

Volatility (6M)

Calculated over the trailing 6-month period

8.10%

9.23%

-1.13%

Volatility (1Y)

Calculated over the trailing 1-year period

13.73%

16.50%

-2.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.54%

16.06%

-3.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.54%

16.57%

-4.03%