The EU institutions, bodies and agencies increasingly refer to Real World Data (‘RWD’) in their legal and policy documents. However, upon a closer look, they understand the concept of RWD differently. In this paper I expose these differences by comparing legal and policy documents which all focus on the same topic, specifically the Pharmaceutical Strategy for Europe. I demonstrate that the various EU actors assign different aims to RWD use and are inconsistent in indicating which data classify as RWD. In consequence, these actors consider different risks and have different perceptions towards RWD, leading to an incoherent result. To engage in meaningful discussions regarding RWD, especially considering the newly proposed EU pharmaceutical legislation, all parties involved first need to agree on the scope of said concept, or at least be aware of the diverging understandings.