FSUS.L vs. WLDS.L
Compare and contrast key facts about iShares Edge MSCI USA Multifactor UCITS (FSUS.L) and iShares MSCI World Small Cap UCITS ETF (WLDS.L).
FSUS.L and WLDS.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FSUS.L is a passively managed fund by iShares that tracks the performance of the Russell 1000 TR USD. It was launched on Sep 4, 2015. WLDS.L is a passively managed fund by iShares that tracks the performance of the MSCI World Small Cap Inde. It was launched on Mar 27, 2018. Both FSUS.L and WLDS.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FSUS.L or WLDS.L.
Performance
FSUS.L vs. WLDS.L - Performance Comparison
Returns By Period
In the year-to-date period, FSUS.L achieves a 23.82% return, which is significantly higher than WLDS.L's 10.04% return.
FSUS.L
23.82%
3.48%
12.20%
27.33%
11.88%
N/A
WLDS.L
10.04%
2.55%
6.01%
20.79%
8.29%
N/A
Key characteristics
| FSUS.L | WLDS.L | |
|---|---|---|
| Sharpe Ratio | 2.32 | 1.55 |
| Sortino Ratio | 3.32 | 2.24 |
| Omega Ratio | 1.45 | 1.29 |
| Calmar Ratio | 4.09 | 1.07 |
| Martin Ratio | 15.77 | 7.72 |
| Ulcer Index | 1.73% | 2.68% |
| Daily Std Dev | 11.76% | 13.34% |
| Max Drawdown | -27.61% | -33.26% |
| Current Drawdown | -1.49% | -1.83% |
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FSUS.L vs. WLDS.L - Expense Ratio Comparison
Both FSUS.L and WLDS.L have an expense ratio of 0.35%.
Correlation
The correlation between FSUS.L and WLDS.L is 0.87, 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.
Risk-Adjusted Performance
FSUS.L vs. WLDS.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Multifactor UCITS (FSUS.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.
Dividends
FSUS.L vs. WLDS.L - Dividend Comparison
Neither FSUS.L nor WLDS.L has paid dividends to shareholders.
Drawdowns
FSUS.L vs. WLDS.L - Drawdown Comparison
The maximum FSUS.L drawdown since its inception was -27.61%, smaller than the maximum WLDS.L drawdown of -33.26%. Use the drawdown chart below to compare losses from any high point for FSUS.L and WLDS.L. For additional features, visit the drawdowns tool.
Volatility
FSUS.L vs. WLDS.L - Volatility Comparison
The current volatility for iShares Edge MSCI USA Multifactor UCITS (FSUS.L) is 3.67%, while iShares MSCI World Small Cap UCITS ETF (WLDS.L) has a volatility of 4.43%. This indicates that FSUS.L experiences smaller price fluctuations and is considered to be less risky than WLDS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.