PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
iShares MSCI World Small Cap UCITS ETF USD (Acc) (...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

IE00BF4RFH31

Issuer

iShares

Inception Date

Mar 27, 2018

Leveraged

1x

Index Tracked

MSCI World Small Cap Index

Domicile

Ireland

Distribution Policy

Accumulating

Asset Class

Equity

Asset Class Size

Small-Cap

Asset Class Style

Blend

Expense Ratio

WSML.L features an expense ratio of 0.35%, falling within the medium range.


Expense ratio chart for WSML.L: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Share Price Chart


Loading data...

Compare to other instruments

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


Popular comparisons:
WSML.L vs. VBR WSML.L vs. R2SC.L WSML.L vs. CSPX.L WSML.L vs. SWRD.L WSML.L vs. VWRA.L
Popular comparisons:
WSML.L vs. VBR WSML.L vs. R2SC.L WSML.L vs. CSPX.L WSML.L vs. SWRD.L WSML.L vs. VWRA.L

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iShares MSCI World Small Cap UCITS ETF USD (Acc), comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
3.92%
9.82%
WSML.L (iShares MSCI World Small Cap UCITS ETF USD (Acc))
Benchmark (^GSPC)

Returns By Period

iShares MSCI World Small Cap UCITS ETF USD (Acc) had a return of 2.60% year-to-date (YTD) and 12.70% in the last 12 months.


WSML.L

YTD

2.60%

1M

-0.70%

6M

3.91%

1Y

12.70%

5Y*

7.15%

10Y*

N/A

^GSPC (Benchmark)

YTD

4.01%

1M

1.13%

6M

9.82%

1Y

22.80%

5Y*

12.93%

10Y*

11.26%

*Annualized

Monthly Returns

The table below presents the monthly returns of WSML.L, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.06%2.60%
2024-2.63%2.11%4.41%-5.00%3.12%-1.09%7.00%-0.21%2.42%-2.33%6.27%-5.93%7.40%
20239.00%-1.10%-2.89%-0.03%-3.39%7.04%4.74%-3.38%-5.06%-6.66%9.14%10.52%17.06%
2022-8.74%1.65%1.02%-6.96%-1.85%-9.71%8.60%-2.66%-9.05%6.52%4.29%-2.02%-19.14%
20212.72%4.32%1.77%4.19%0.56%0.05%-0.57%2.19%-2.25%3.32%-4.75%3.81%15.97%
2020-2.63%-10.05%-19.03%12.56%6.24%2.81%3.98%6.01%-1.73%-0.42%15.26%7.46%16.50%
20199.20%4.17%-1.01%3.16%-6.36%5.49%1.62%-4.78%2.54%2.57%3.49%2.89%24.35%
20181.16%2.66%-0.27%0.59%2.09%-0.97%-9.85%0.19%-8.16%-12.64%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of WSML.L is 33, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of WSML.L is 3333
Overall Rank
The Sharpe Ratio Rank of WSML.L is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of WSML.L is 2828
Sortino Ratio Rank
The Omega Ratio Rank of WSML.L is 2727
Omega Ratio Rank
The Calmar Ratio Rank of WSML.L is 4040
Calmar Ratio Rank
The Martin Ratio Rank of WSML.L is 4040
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares MSCI World Small Cap UCITS ETF USD (Acc) (WSML.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for WSML.L, currently valued at 0.77, compared to the broader market0.002.004.000.771.74
The chart of Sortino ratio for WSML.L, currently valued at 1.15, compared to the broader market-2.000.002.004.006.008.0010.0012.001.152.36
The chart of Omega ratio for WSML.L, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.001.141.32
The chart of Calmar ratio for WSML.L, currently valued at 0.94, compared to the broader market0.005.0010.0015.000.942.62
The chart of Martin ratio for WSML.L, currently valued at 3.72, compared to the broader market0.0020.0040.0060.0080.00100.003.7210.69
WSML.L
^GSPC

The current iShares MSCI World Small Cap UCITS ETF USD (Acc) Sharpe ratio is 0.77. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of iShares MSCI World Small Cap UCITS ETF USD (Acc) with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.77
1.74
WSML.L (iShares MSCI World Small Cap UCITS ETF USD (Acc))
Benchmark (^GSPC)

Dividends

Dividend History


iShares MSCI World Small Cap UCITS ETF USD (Acc) doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-3.67%
-0.43%
WSML.L (iShares MSCI World Small Cap UCITS ETF USD (Acc))
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares MSCI World Small Cap UCITS ETF USD (Acc). A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares MSCI World Small Cap UCITS ETF USD (Acc) was 41.14%, occurring on Mar 23, 2020. Recovery took 160 trading sessions.

The current iShares MSCI World Small Cap UCITS ETF USD (Acc) drawdown is 3.67%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-41.14%Jan 20, 202046Mar 23, 2020160Nov 9, 2020206
-30.5%Nov 9, 2021222Sep 29, 2022532Nov 6, 2024754
-21.7%Aug 30, 201883Dec 24, 2018247Dec 16, 2019330
-8.33%Dec 5, 202425Jan 13, 2025
-6.96%Jun 15, 202125Jul 19, 202131Sep 1, 202156

Volatility

Volatility Chart

The current iShares MSCI World Small Cap UCITS ETF USD (Acc) volatility is 3.98%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
3.98%
3.01%
WSML.L (iShares MSCI World Small Cap UCITS ETF USD (Acc))
Benchmark (^GSPC)
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab