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

Performance

WEXU.L vs. WLDS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi MSCI World Ex USA UCITS ETF Acc (WEXU.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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Returns By Period


WEXU.L

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

WLDS.L

1D
-1.29%
1M
1.46%
YTD
13.19%
6M
13.02%
1Y
31.95%
3Y*
14.05%
5Y*
7.97%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

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

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

WEXU.L

WLDS.L
WLDS.L Risk / Return Rank: 8383
Overall Rank
WLDS.L Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
WLDS.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
WLDS.L Omega Ratio Rank: 8181
Omega Ratio Rank
WLDS.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
WLDS.L Martin Ratio Rank: 8282
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.

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

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World Ex USA UCITS ETF Acc (WEXU.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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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


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Sharpe Ratios by Period


WEXU.LWLDS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

Drawdowns

WEXU.L vs. WLDS.L - Drawdown Comparison


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Drawdown Indicators


WEXU.LWLDS.LDifference

Max Drawdown

Largest peak-to-trough decline

-43.18%

Max Drawdown (1Y)

Largest decline over 1 year

-7.86%

Max Drawdown (3Y)

Largest decline over 3 years

-21.53%

Max Drawdown (5Y)

Largest decline over 5 years

-21.53%

Current Drawdown

Current decline from peak

-1.29%

Average Drawdown

Average peak-to-trough decline

-12.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.09%

Volatility

WEXU.L vs. WLDS.L - Volatility Comparison


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Volatility by Period


WEXU.LWLDS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.57%

Volatility (6M)

Calculated over the trailing 6-month period

9.49%

Volatility (1Y)

Calculated over the trailing 1-year period

12.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.47%

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

WEXU.L has a 0.15% expense ratio, which is lower than WLDS.L's 0.35% expense ratio.


Dividends

WEXU.L vs. WLDS.L - Dividend Comparison

Neither WEXU.L nor WLDS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


On fees, WEXU.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WEXU.L is cheaper with a 0.15% expense ratio, compared with 0.35% for WLDS.L.

WEXU.L is categorized as Foreign Large Cap Equities, while WLDS.L is Small Cap Blend Equities. WEXU.L tracks MSCI World ex USA Index, while WLDS.L tracks MSCI World Small Cap Inde. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.15% for WEXU.L and 0.35% for WLDS.L.

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