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BHMG.L vs. WLDS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BHMG.L vs. WLDS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in BH Macro Limited (BHMG.L) and iShares MSCI World Small Cap UCITS ETF (WLDS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

BHMG.L is traded in GBp, while WLDS.L is traded in GBP. To make them comparable, the WLDS.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, BHMG.L achieves a 9.02% return, which is significantly lower than WLDS.L's 14.58% return.


BHMG.L

1D
0.58%
1M
2.11%
YTD
9.02%
6M
8.48%
1Y
9.30%
3Y*
2.75%
5Y*
5.30%
10Y*
8.44%

WLDS.L

1D
0.69%
1M
2.74%
YTD
14.58%
6M
14.35%
1Y
33.64%
3Y*
15.03%
5Y*
8.23%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BHMG.L vs. WLDS.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BHMG.L
BH Macro Limited
9.02%-1.72%10.63%-18.26%20.05%6.25%34.87%10.36%18.61%
WLDS.L
iShares MSCI World Small Cap UCITS ETF
14.58%11.86%8.58%11.22%-8.89%16.71%12.54%20.41%-4.07%

Correlation

The correlation between BHMG.L and WLDS.L is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.10

Correlation (3Y)
Calculated over the trailing 3-year period

0.12

Correlation (5Y)
Calculated over the trailing 5-year period

0.10

Correlation (All Time)
Calculated using the full available price history since Apr 3, 2018

0.07

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Return for Risk

BHMG.L vs. WLDS.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BHMG.L
BHMG.L Risk / Return Rank: 6363
Overall Rank
BHMG.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
BHMG.L Sortino Ratio Rank: 5959
Sortino Ratio Rank
BHMG.L Omega Ratio Rank: 5858
Omega Ratio Rank
BHMG.L Calmar Ratio Rank: 6565
Calmar Ratio Rank
BHMG.L Martin Ratio Rank: 6969
Martin Ratio Rank

WLDS.L
WLDS.L Risk / Return Rank: 8383
Overall Rank
WLDS.L Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
WLDS.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
WLDS.L Omega Ratio Rank: 8080
Omega Ratio Rank
WLDS.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
WLDS.L Martin Ratio Rank: 8282
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.

BHMG.L vs. WLDS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BH Macro Limited (BHMG.L) and iShares MSCI World Small Cap UCITS ETF (WLDS.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.


BHMG.LWLDS.LDifference
Sharpe ratioReturn per unit of total volatility

-1.89

Sortino ratioReturn per unit of downside risk

-2.54

Omega ratioGain probability vs. loss probability

1.16

1.48

-0.32

Calmar ratioReturn relative to maximum drawdown

1.17

4.32

-3.14

Martin ratioReturn relative to average drawdown

3.38

16.35

-12.97

BHMG.L vs. WLDS.L - Sharpe Ratio Comparison

The current BHMG.L Sharpe Ratio is 0.79, which is lower than the WLDS.L Sharpe Ratio of 2.67. The chart below compares the historical Sharpe Ratios of BHMG.L and WLDS.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


BHMG.LWLDS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

2.67

-1.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.53

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.56

-0.02

Drawdowns

BHMG.L vs. WLDS.L - Drawdown Comparison

The maximum BHMG.L drawdown since its inception was -35.94%, which is greater than WLDS.L's maximum drawdown of -33.26%. Use the drawdown chart below to compare losses from any high point for BHMG.L and WLDS.L.


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Drawdown Indicators


BHMG.LWLDS.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.94%

-33.26%

-2.68%

Max Drawdown (1Y)

Largest decline over 1 year

-7.55%

-7.78%

+0.23%

Max Drawdown (3Y)

Largest decline over 3 years

-19.01%

-21.55%

+2.54%

Max Drawdown (5Y)

Largest decline over 5 years

-35.94%

-21.55%

-14.39%

Max Drawdown (10Y)

Largest decline over 10 years

-35.94%

Current Drawdown

Current decline from peak

-15.04%

0.00%

-15.04%

Average Drawdown

Average peak-to-trough decline

-10.90%

-6.36%

-4.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.62%

2.06%

+0.56%

Volatility

BHMG.L vs. WLDS.L - Volatility Comparison

BH Macro Limited (BHMG.L) and iShares MSCI World Small Cap UCITS ETF (WLDS.L) have volatilities of 3.57% and 3.41%, 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


BHMG.LWLDS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.57%

3.41%

+0.16%

Volatility (6M)

Calculated over the trailing 6-month period

8.76%

9.29%

-0.53%

Volatility (1Y)

Calculated over the trailing 1-year period

11.26%

12.58%

-1.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.42%

15.53%

+2.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.61%

17.29%

-0.68%

Dividends

BHMG.L vs. WLDS.L - Dividend Comparison

Neither BHMG.L nor WLDS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BHMG.L and WLDS.L have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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