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

Performance

GLCB.L vs. WLDS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR Refinitiv Global Convertible Bond UCITS ETF (GLCB.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

GLCB.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

The year-to-date returns for both investments are quite close, with GLCB.L having a 13.53% return and WLDS.L slightly higher at 14.07%.


GLCB.L

1D
-0.93%
1M
-3.74%
6M
10.54%
YTD
13.53%
1Y
26.78%
3Y*
15.27%
5Y*
6.46%
10Y*
5.49%

WLDS.L

1D
-0.65%
1M
-1.91%
6M
8.91%
YTD
14.07%
1Y
25.61%
3Y*
14.72%
5Y*
8.23%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
GLCB.L
SPDR Refinitiv Global Convertible Bond UCITS ETF
13.53%16.97%8.82%8.16%-10.86%-2.14%33.15%9.84%-27.38%
WLDS.L
iShares MSCI World Small Cap UCITS ETF
14.07%11.75%8.63%11.26%-8.89%16.71%12.54%20.41%-31.05%

Correlation

The correlation between GLCB.L and WLDS.L is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.57

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

0.58

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

0.60

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

0.63

The correlation between GLCB.L and WLDS.L has been stable across timeframes, ranging from 0.57 to 0.63 - a consistent structural relationship.

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Return for Risk

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

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

GLCB.L
GLCB.L Risk / Return Rank: 8888
Overall Rank
GLCB.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
GLCB.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
GLCB.L Omega Ratio Rank: 8787
Omega Ratio Rank
GLCB.L Calmar Ratio Rank: 9292
Calmar Ratio Rank
GLCB.L Martin Ratio Rank: 8787
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.

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

This table presents a comparison of risk-adjusted performance metrics for SPDR Refinitiv Global Convertible Bond UCITS ETF (GLCB.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.


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

+0.38

Sortino ratioReturn per unit of downside risk

+0.45

Omega ratioGain probability vs. loss probability

1.43

1.34

+0.08

Calmar ratioReturn relative to maximum drawdown

4.69

3.24

+1.44

Martin ratioReturn relative to average drawdown

14.31

11.89

+2.42

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

The current GLCB.L Sharpe Ratio is 2.31, which is comparable to the WLDS.L Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of GLCB.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

GLCB.L vs. WLDS.L - Drawdown Comparison

The maximum GLCB.L drawdown since its inception was -29.82%, smaller than the maximum WLDS.L drawdown of -43.18%. Use the drawdown chart below to compare losses from any high point for GLCB.L and WLDS.L.


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Drawdown Indicators


GLCB.LWLDS.LDifference

Max Drawdown

Largest peak-to-trough decline

-29.82%

-43.18%

+13.36%

Max Drawdown (1Y)

Largest decline over 1 year

-5.69%

-7.86%

+2.17%

Max Drawdown (3Y)

Largest decline over 3 years

-8.41%

-21.53%

+13.12%

Max Drawdown (5Y)

Largest decline over 5 years

-19.80%

-21.53%

+1.73%

Max Drawdown (10Y)

Largest decline over 10 years

-29.82%

Current Drawdown

Current decline from peak

-5.65%

-3.39%

-2.26%

Average Drawdown

Average peak-to-trough decline

-9.78%

-12.16%

+2.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

2.15%

-0.28%

Volatility

GLCB.L vs. WLDS.L - Volatility Comparison

SPDR Refinitiv Global Convertible Bond UCITS ETF (GLCB.L) and iShares MSCI World Small Cap UCITS ETF (WLDS.L) have volatilities of 4.15% and 4.20%, 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


GLCB.LWLDS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.15%

4.20%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

9.23%

10.27%

-1.04%

Volatility (1Y)

Calculated over the trailing 1-year period

11.55%

13.23%

-1.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.05%

20.34%

-10.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.99%

22.37%

-9.38%

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

GLCB.L has a 0.50% expense ratio, which is higher than WLDS.L's 0.35% expense ratio.


Dividends

GLCB.L vs. WLDS.L - Dividend Comparison

GLCB.L's dividend yield for the trailing twelve months is around 0.27%, while WLDS.L has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
GLCB.L
SPDR Refinitiv Global Convertible Bond UCITS ETF
0.27%0.66%0.47%0.23%0.23%0.17%0.31%0.43%0.35%0.38%
WLDS.L
iShares MSCI World Small Cap UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GLCB.L and WLDS.L have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 0.50% for GLCB.L.

GLCB.L is categorized as Convertible Bonds, while WLDS.L is Small Cap Blend Equities. GLCB.L tracks Refinitiv Global CB TR USD, while WLDS.L tracks MSCI World Small Cap Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.50% for GLCB.L and 0.35% for WLDS.L.

Portfolio Optimizer

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