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URTH vs. WLDS.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


URTHWLDS.L
YTD Return8.94%3.22%
1Y Return29.55%15.68%
3Y Return (Ann)8.72%4.16%
5Y Return (Ann)12.32%8.40%
Sharpe Ratio2.590.49
Daily Std Dev11.37%31.87%
Max Drawdown-34.01%-33.26%
Current Drawdown0.00%-7.91%

Correlation

0.63
-1.001.00

The correlation between URTH and WLDS.L is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

URTH vs. WLDS.L - Performance Comparison

In the year-to-date period, URTH achieves a 8.94% return, which is significantly higher than WLDS.L's 3.22% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


20.00%40.00%60.00%80.00%OctoberNovemberDecember2024FebruaryMarch
85.81%
42.97%
URTH
WLDS.L

Compare stocks, funds, or ETFs


iShares MSCI World ETF

iShares MSCI World Small Cap UCITS ETF

URTH vs. WLDS.L - Expense Ratio Comparison

URTH has a 0.24% expense ratio, which is lower than WLDS.L's 0.35% expense ratio.

WLDS.L
iShares MSCI World Small Cap UCITS ETF
0.50%1.00%1.50%2.00%0.35%
0.50%1.00%1.50%2.00%0.24%

Risk-Adjusted Performance

URTH vs. WLDS.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World ETF (URTH) 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
URTH
iShares MSCI World ETF
2.25
WLDS.L
iShares MSCI World Small Cap UCITS ETF
0.48

URTH vs. WLDS.L - Sharpe Ratio Comparison

The current URTH Sharpe Ratio is 2.25, which is higher than the WLDS.L Sharpe Ratio of 0.48. The chart below compares the 12-month rolling Sharpe Ratio of URTH and WLDS.L.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.25
0.48
URTH
WLDS.L

Dividends

URTH vs. WLDS.L - Dividend Comparison

URTH's dividend yield for the trailing twelve months is around 1.56%, while WLDS.L has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
URTH
iShares MSCI World ETF
1.56%1.70%1.68%1.50%1.52%2.16%2.30%1.88%2.15%2.35%2.31%1.04%
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%0.00%0.00%

Drawdowns

URTH vs. WLDS.L - Drawdown Comparison

The maximum URTH drawdown since its inception was -34.01%, roughly equal to the maximum WLDS.L drawdown of -33.26%. The drawdown chart below compares losses from any high point along the way for URTH and WLDS.L


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch0
-7.26%
URTH
WLDS.L

Volatility

URTH vs. WLDS.L - Volatility Comparison

The current volatility for iShares MSCI World ETF (URTH) is 2.66%, while iShares MSCI World Small Cap UCITS ETF (WLDS.L) has a volatility of 4.12%. This indicates that URTH 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.


5.00%10.00%15.00%20.00%25.00%30.00%OctoberNovemberDecember2024FebruaryMarch
2.66%
4.12%
URTH
WLDS.L