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WRDA.L vs. VWCE.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WRDA.L vs. VWCE.DE - 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 Vanguard FTSE All-World UCITS ETF (VWCE.DE). The values are adjusted to include any dividend payments, if applicable.

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WRDA.L vs. VWCE.DE - Yearly Performance Comparison


2026 (YTD)20252024
WRDA.L
UBS Core MSCI World UCITS ETF USD Acc
-1.39%12.77%20.02%
VWCE.DE
Vanguard FTSE All-World UCITS ETF
-0.06%14.84%17.96%
Different Trading Currencies

WRDA.L is traded in GBp, while VWCE.DE is traded in EUR. To make them comparable, the VWCE.DE 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 VWCE.DE's -0.06% return.


WRDA.L

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

VWCE.DE

1D
2.31%
1M
-3.11%
YTD
-0.06%
6M
3.66%
1Y
19.02%
3Y*
14.79%
5Y*
10.59%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WRDA.L vs. VWCE.DE - Expense Ratio Comparison

WRDA.L has a 0.06% expense ratio, which is lower than VWCE.DE's 0.22% 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. VWCE.DE — 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

VWCE.DE
VWCE.DE Risk / Return Rank: 5252
Overall Rank
VWCE.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
VWCE.DE Sortino Ratio Rank: 4242
Sortino Ratio Rank
VWCE.DE Omega Ratio Rank: 4646
Omega Ratio Rank
VWCE.DE Calmar Ratio Rank: 5959
Calmar Ratio Rank
VWCE.DE Martin Ratio Rank: 6868
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. VWCE.DE - 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 Vanguard FTSE All-World UCITS ETF (VWCE.DE). 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.LVWCE.DEDifference

Sharpe ratio

Return per unit of total volatility

1.23

1.27

-0.04

Sortino ratio

Return per unit of downside risk

1.71

1.76

-0.04

Omega ratio

Gain probability vs. loss probability

1.25

1.27

-0.02

Calmar ratio

Return relative to maximum drawdown

2.59

2.48

+0.11

Martin ratio

Return relative to average drawdown

9.58

10.20

-0.62

WRDA.L vs. VWCE.DE - Sharpe Ratio Comparison

The current WRDA.L Sharpe Ratio is 1.23, which is comparable to the VWCE.DE Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of WRDA.L and VWCE.DE, 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.LVWCE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

1.27

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

1.13

0.68

+0.45

Correlation

The correlation between WRDA.L and VWCE.DE is 0.94, 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. VWCE.DE - Dividend Comparison

Neither WRDA.L nor VWCE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

WRDA.L vs. VWCE.DE - Drawdown Comparison

The maximum WRDA.L drawdown since its inception was -18.38%, smaller than the maximum VWCE.DE drawdown of -25.99%. Use the drawdown chart below to compare losses from any high point for WRDA.L and VWCE.DE.


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Drawdown Indicators


WRDA.LVWCE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-18.38%

-33.43%

+15.05%

Max Drawdown (1Y)

Largest decline over 1 year

-10.06%

-13.20%

+3.14%

Max Drawdown (5Y)

Largest decline over 5 years

-21.07%

Current Drawdown

Current decline from peak

-3.67%

-3.95%

+0.28%

Average Drawdown

Average peak-to-trough decline

-2.41%

-4.80%

+2.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.76%

1.94%

-0.18%

Volatility

WRDA.L vs. VWCE.DE - Volatility Comparison

The current volatility for UBS Core MSCI World UCITS ETF USD Acc (WRDA.L) is 4.18%, while Vanguard FTSE All-World UCITS ETF (VWCE.DE) has a volatility of 4.62%. This indicates that WRDA.L experiences smaller price fluctuations and is considered to be less risky than VWCE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WRDA.LVWCE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.18%

4.62%

-0.44%

Volatility (6M)

Calculated over the trailing 6-month period

8.10%

8.58%

-0.48%

Volatility (1Y)

Calculated over the trailing 1-year period

13.73%

14.98%

-1.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.54%

13.34%

-0.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.54%

15.60%

-3.06%