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

Performance

CUSS.L vs. WLDS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI USA Small Cap CTB Enhanced ESG UCITS ETF USD (Acc) (CUSS.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

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

Returns By Period

In the year-to-date period, CUSS.L achieves a 16.17% return, which is significantly higher than WLDS.L's 14.74% return.


CUSS.L

1D
-0.63%
1M
-1.86%
6M
11.10%
YTD
16.17%
1Y
29.03%
3Y*
13.99%
5Y*
7.45%
10Y*
10.74%

WLDS.L

1D
0.49%
1M
-1.02%
6M
9.68%
YTD
14.74%
1Y
27.06%
3Y*
16.00%
5Y*
7.88%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
CUSS.L
iShares MSCI USA Small Cap CTB Enhanced ESG UCITS ETF USD (Acc)
16.17%10.15%9.80%17.73%-17.15%18.55%18.55%26.39%-9.06%
WLDS.L
iShares MSCI World Small Cap UCITS ETF
14.74%20.19%6.82%17.13%-18.63%15.66%15.99%25.24%-37.96%

Correlation

The correlation between CUSS.L and WLDS.L is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.91

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

0.91

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

0.92

Correlation (All Time)
Calculated using the full available price history since Mar 27, 2018

0.91

The correlation between CUSS.L and WLDS.L has been stable across timeframes, ranging from 0.91 to 0.92 - a consistent structural relationship.

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Return for Risk

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

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

CUSS.L
CUSS.L Risk / Return Rank: 7878
Overall Rank
CUSS.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
CUSS.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
CUSS.L Omega Ratio Rank: 6969
Omega Ratio Rank
CUSS.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
CUSS.L Martin Ratio Rank: 8181
Martin Ratio Rank

WLDS.L
WLDS.L Risk / Return Rank: 7777
Overall Rank
WLDS.L Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
WLDS.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
WLDS.L Omega Ratio Rank: 7373
Omega Ratio Rank
WLDS.L Calmar Ratio Rank: 7878
Calmar Ratio Rank
WLDS.L Martin Ratio Rank: 7979
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Small Cap CTB Enhanced ESG UCITS ETF USD (Acc) (CUSS.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


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

+0.07

Sortino ratioReturn per unit of downside risk

+0.10

Omega ratioGain probability vs. loss probability

1.33

1.32

+0.01

Calmar ratioReturn relative to maximum drawdown

3.74

2.94

+0.79

Martin ratioReturn relative to average drawdown

12.44

10.61

+1.83

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

The current CUSS.L Sharpe Ratio is 1.90, which is comparable to the WLDS.L Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of CUSS.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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Drawdowns

CUSS.L vs. WLDS.L - Drawdown Comparison

The maximum CUSS.L drawdown since its inception was -42.70%, smaller than the maximum WLDS.L drawdown of -53.62%. Use the drawdown chart below to compare losses from any high point for CUSS.L and WLDS.L.


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Drawdown Indicators


CUSS.LWLDS.LDifference

Max Drawdown

Largest peak-to-trough decline

-42.70%

-53.62%

+10.92%

Max Drawdown (1Y)

Largest decline over 1 year

-8.38%

-9.16%

+0.78%

Max Drawdown (3Y)

Largest decline over 3 years

-27.77%

-20.00%

-7.77%

Max Drawdown (5Y)

Largest decline over 5 years

-28.73%

-30.96%

+2.23%

Max Drawdown (10Y)

Largest decline over 10 years

-42.70%

Current Drawdown

Current decline from peak

-3.61%

-1.50%

-2.11%

Average Drawdown

Average peak-to-trough decline

-6.94%

-15.76%

+8.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.52%

2.55%

-0.03%

Volatility

CUSS.L vs. WLDS.L - Volatility Comparison

iShares MSCI USA Small Cap CTB Enhanced ESG UCITS ETF USD (Acc) (CUSS.L) has a higher volatility of 4.69% compared to iShares MSCI World Small Cap UCITS ETF (WLDS.L) at 4.15%. This indicates that CUSS.L's price experiences larger fluctuations and is considered to be riskier than WLDS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CUSS.LWLDS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.69%

4.15%

+0.54%

Volatility (6M)

Calculated over the trailing 6-month period

12.22%

11.43%

+0.79%

Volatility (1Y)

Calculated over the trailing 1-year period

16.59%

14.70%

+1.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.16%

22.22%

-1.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.92%

23.98%

-3.06%

CUSS.L vs. WLDS.L - Expense Ratio Comparison

CUSS.L has a 0.43% expense ratio, which is higher than WLDS.L's 0.35% expense ratio.


Dividends

CUSS.L vs. WLDS.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.91, CUSS.L and WLDS.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, WLDS.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WLDS.L is cheaper with a 0.35% expense ratio, compared with 0.43% for CUSS.L.

CUSS.L tracks MSCI USA Small Cap ESG Enhanced CTB Index, while WLDS.L tracks MSCI World Small Cap Index. Their fees differ too: 0.43% for CUSS.L and 0.35% for WLDS.L.

Portfolio Optimizer

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