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NXTG.L vs. WSML.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NXTG.L vs. WSML.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in First Trust Indxx NextG UCITS ETF USD (Acc) (NXTG.L) and iShares MSCI World Small Cap UCITS ETF USD (Acc) (WSML.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

NXTG.L is traded in GBp, while WSML.L is traded in USD. To make them comparable, the WSML.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, NXTG.L achieves a 33.02% return, which is significantly higher than WSML.L's 13.38% return.


NXTG.L

1D
-1.06%
1M
-8.46%
6M
28.75%
YTD
33.02%
1Y
48.28%
3Y*
14.91%
5Y*
8.92%
10Y*
6.30%

WSML.L

1D
-1.09%
1M
-3.48%
6M
6.24%
YTD
13.38%
1Y
24.41%
3Y*
13.68%
5Y*
8.05%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NXTG.L vs. WSML.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
NXTG.L
First Trust Indxx NextG UCITS ETF USD (Acc)
33.02%19.23%14.96%0.29%-24.39%15.88%4.17%8.33%-13.55%
WSML.L
iShares MSCI World Small Cap UCITS ETF USD (Acc)
13.38%11.40%9.25%11.26%-8.94%16.32%13.07%19.62%-2.19%

Correlation

The correlation between NXTG.L and WSML.L is 0.63, 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

0.63

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

0.65

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

0.57

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

0.56

The correlation between NXTG.L and WSML.L has been stable across timeframes, ranging from 0.56 to 0.65 - a consistent structural relationship.

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Return for Risk

NXTG.L vs. WSML.L — Risk / Return Rank

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

NXTG.L
NXTG.L Risk / Return Rank: 5151
Overall Rank
NXTG.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
NXTG.L Sortino Ratio Rank: 4646
Sortino Ratio Rank
NXTG.L Omega Ratio Rank: 8989
Omega Ratio Rank
NXTG.L Calmar Ratio Rank: 4949
Calmar Ratio Rank
NXTG.L Martin Ratio Rank: 3535
Martin Ratio Rank

WSML.L
WSML.L Risk / Return Rank: 6666
Overall Rank
WSML.L Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
WSML.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
WSML.L Omega Ratio Rank: 6060
Omega Ratio Rank
WSML.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
WSML.L Martin Ratio Rank: 7070
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.

NXTG.L vs. WSML.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Indxx NextG UCITS ETF USD (Acc) (NXTG.L) and iShares MSCI World Small Cap UCITS ETF USD (Acc) (WSML.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.


NXTG.LWSML.LDifference
Sharpe ratioReturn per unit of total volatility

-0.66

Sortino ratioReturn per unit of downside risk

-0.67

Omega ratioGain probability vs. loss probability

1.43

1.30

+0.12

Calmar ratioReturn relative to maximum drawdown

1.89

3.08

-1.18

Martin ratioReturn relative to average drawdown

3.93

11.02

-7.09

NXTG.L vs. WSML.L - Sharpe Ratio Comparison

The current NXTG.L Sharpe Ratio is 1.03, which is lower than the WSML.L Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of NXTG.L and WSML.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

NXTG.L vs. WSML.L - Drawdown Comparison

The maximum NXTG.L drawdown since its inception was -45.94%, which is greater than WSML.L's maximum drawdown of -33.63%. Use the drawdown chart below to compare losses from any high point for NXTG.L and WSML.L.


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Drawdown Indicators


NXTG.LWSML.LDifference

Max Drawdown

Largest peak-to-trough decline

-45.94%

-33.63%

-12.31%

Max Drawdown (1Y)

Largest decline over 1 year

-25.38%

-7.90%

-17.48%

Max Drawdown (3Y)

Largest decline over 3 years

-31.89%

-21.49%

-10.40%

Max Drawdown (5Y)

Largest decline over 5 years

-32.91%

-21.49%

-11.42%

Max Drawdown (10Y)

Largest decline over 10 years

-45.94%

Current Drawdown

Current decline from peak

-13.62%

-4.17%

-9.45%

Average Drawdown

Average peak-to-trough decline

-19.85%

-6.35%

-13.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.24%

2.21%

+10.03%

Volatility

NXTG.L vs. WSML.L - Volatility Comparison

First Trust Indxx NextG UCITS ETF USD (Acc) (NXTG.L) has a higher volatility of 6.64% compared to iShares MSCI World Small Cap UCITS ETF USD (Acc) (WSML.L) at 4.32%. This indicates that NXTG.L's price experiences larger fluctuations and is considered to be riskier than WSML.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NXTG.LWSML.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.64%

4.32%

+2.32%

Volatility (6M)

Calculated over the trailing 6-month period

15.87%

11.53%

+4.34%

Volatility (1Y)

Calculated over the trailing 1-year period

46.86%

14.50%

+32.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.04%

16.95%

+26.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.81%

18.14%

+14.67%

NXTG.L vs. WSML.L - Expense Ratio Comparison

NXTG.L has a 0.70% expense ratio, which is higher than WSML.L's 0.35% expense ratio.


Dividends

NXTG.L vs. WSML.L - Dividend Comparison

Neither NXTG.L nor WSML.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


NXTG.L and WSML.L have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

WSML.L is cheaper with a 0.35% expense ratio, compared with 0.70% for NXTG.L.

NXTG.L is categorized as Technology Equities, while WSML.L is Global Equities. NXTG.L tracks Indxx 5G & NextG Thematic Index, while WSML.L tracks MSCI World Small Cap Index. They also come from different issuers: First Trust and iShares. Their fees differ too: 0.70% for NXTG.L and 0.35% for WSML.L.

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