SBIM.DE vs. WLDS.L
SBIM.DE (Amundi Index MSCI Emerging ESG Broad CTB UCITS ETF) and WLDS.L (iShares MSCI World Small Cap UCITS ETF) are both exchange-traded funds - SBIM.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets ESG Broad CTB Select, while WLDS.L is a Small Cap Blend Equities fund tracking the MSCI World Small Cap Inde. Both are passively managed. Over the past 5 years, SBIM.DE returned 7.90%/yr vs 8.09%/yr for WLDS.L. A 0.58 correlation means they provide meaningful diversification when combined. SBIM.DE charges 0.20%/yr vs 0.35%/yr for WLDS.L.
Performance
SBIM.DE vs. WLDS.L - Performance Comparison
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Different Trading Currencies
SBIM.DE is traded in EUR, while WLDS.L is traded in GBP. To make them comparable, the WLDS.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, SBIM.DE achieves a 26.80% return, which is significantly higher than WLDS.L's 15.61% return.
SBIM.DE
- 1D
- -1.30%
- 1M
- 3.81%
- YTD
- 26.80%
- 6M
- 27.28%
- 1Y
- 47.90%
- 3Y*
- 20.34%
- 5Y*
- 7.90%
- 10Y*
- —
WLDS.L
- 1D
- 0.60%
- 1M
- 4.05%
- YTD
- 15.61%
- 6M
- 16.11%
- 1Y
- 30.26%
- 3Y*
- 14.86%
- 5Y*
- 8.09%
- 10Y*
- —
SBIM.DE vs. WLDS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SBIM.DE Amundi Index MSCI Emerging ESG Broad CTB UCITS ETF | 26.80% | 19.60% | 13.97% | 4.26% | -15.54% | 5.21% | 16.37% |
WLDS.L iShares MSCI World Small Cap UCITS ETF | 15.63% | 6.02% | 13.82% | 13.58% | -13.59% | 24.31% | 19.58% |
Correlation
The correlation between SBIM.DE and WLDS.L is 0.65, 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 | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2020 | 0.58 |
The correlation between SBIM.DE and WLDS.L has been stable across timeframes, ranging from 0.58 to 0.65 - a consistent structural relationship.
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Return for Risk
SBIM.DE vs. WLDS.L — Risk / Return Rank
SBIM.DE
WLDS.L
SBIM.DE vs. WLDS.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Index MSCI Emerging ESG Broad CTB UCITS ETF (SBIM.DE) 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.
| SBIM.DE | WLDS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.41 | ||
| Sortino ratioReturn per unit of downside risk | +0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.41 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 4.37 | 4.36 | +0.01 |
| Martin ratioReturn relative to average drawdown | 15.92 | 15.70 | +0.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SBIM.DE | WLDS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.68 | 2.27 | +0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.49 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.54 | +0.15 |
Drawdowns
SBIM.DE vs. WLDS.L - Drawdown Comparison
The maximum SBIM.DE drawdown since its inception was -26.22%, smaller than the maximum WLDS.L drawdown of -39.85%. Use the drawdown chart below to compare losses from any high point for SBIM.DE and WLDS.L.
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Drawdown Indicators
| SBIM.DE | WLDS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.22% | -39.85% | +13.63% |
Max Drawdown (1Y)Largest decline over 1 year | -11.10% | -6.91% | -4.19% |
Max Drawdown (3Y)Largest decline over 3 years | -19.55% | -23.33% | +3.78% |
Max Drawdown (5Y)Largest decline over 5 years | -24.52% | -23.33% | -1.19% |
Current DrawdownCurrent decline from peak | -2.43% | 0.00% | -2.43% |
Average DrawdownAverage peak-to-trough decline | -10.36% | -7.02% | -3.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 1.92% | +1.13% |
Volatility
SBIM.DE vs. WLDS.L - Volatility Comparison
Amundi Index MSCI Emerging ESG Broad CTB UCITS ETF (SBIM.DE) has a higher volatility of 7.34% compared to iShares MSCI World Small Cap UCITS ETF (WLDS.L) at 3.25%. This indicates that SBIM.DE'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
| SBIM.DE | WLDS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.34% | 3.25% | +4.09% |
Volatility (6M)Calculated over the trailing 6-month period | 15.35% | 9.46% | +5.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.09% | 13.25% | +4.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.67% | 16.36% | +0.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.63% | 18.25% | -1.62% |
SBIM.DE vs. WLDS.L - Expense Ratio Comparison
SBIM.DE has a 0.20% expense ratio, which is lower than WLDS.L's 0.35% expense ratio.
Dividends
SBIM.DE vs. WLDS.L - Dividend Comparison
Neither SBIM.DE nor WLDS.L has paid dividends to shareholders.
Frequently Asked Questions
SBIM.DE and WLDS.L have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SBIM.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SBIM.DE is cheaper with a 0.20% expense ratio, compared with 0.35% for WLDS.L.
SBIM.DE is categorized as Emerging Markets Equities, while WLDS.L is Small Cap Blend Equities. SBIM.DE tracks MSCI Emerging Markets ESG Broad CTB Select, while WLDS.L tracks MSCI World Small Cap Inde. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.20% for SBIM.DE and 0.35% for WLDS.L.
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