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WKL.AS vs. URTH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

WKL.AS vs. URTH

Last updated Jun 5, 2026

WKL.AS (Wolters Kluwer N.V.) is a stock, while URTH (iShares MSCI World ETF) is Global Equities fund tracking the MSCI World Index (Net). Over the past 10 years, WKL.AS returned 8.09%/yr vs 12.91%/yr for URTH. At a 0.29 correlation, their price movements are largely independent.

Performance

WKL.AS vs. URTH - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Wolters Kluwer N.V. (WKL.AS) and iShares MSCI World ETF (URTH). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

WKL.AS is traded in EUR, while URTH is traded in USD. To make them comparable, the URTH values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, WKL.AS achieves a -25.36% return, which is significantly lower than URTH's 11.97% return. Over the past 10 years, WKL.AS has underperformed URTH with an annualized return of 8.09%, while URTH has yielded a comparatively higher 12.91% annualized return.

WKL.AS

1D
6.64%
1M
3.97%
YTD
-25.36%
6M
-26.96%
1Y
-57.39%
3Y*
-15.23%
5Y*
-2.24%
10Y*
8.09%

URTH

1D
0.00%
1M
3.69%
YTD
11.97%
6M
11.38%
1Y
25.19%
3Y*
17.68%
5Y*
13.01%
10Y*
12.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WKL.AS vs. URTH - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
WKL.AS
Wolters Kluwer N.V.		-25.36%-43.94%26.48%33.94%-4.04%52.60%8.21%27.93%21.33%29.00%
URTH
iShares MSCI World ETF		9.98%6.96%26.49%20.23%-12.88%31.42%6.24%31.04%-4.27%7.84%

Correlation

The correlation between WKL.AS and URTH is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.17

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

0.24

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

0.26

Correlation (10Y)
Calculated over the trailing 10-year period

0.28

Correlation (All Time)
Calculated using the full available price history since Jan 13, 2012

0.29

The correlation between WKL.AS and URTH shifts across timeframes, from 0.17 (1 year) to 0.29 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Wolters Kluwer N.V.

iShares MSCI World ETF

Often compared with WKL.AS:
WKL.AS vs. HEIA.ASWKL.AS vs. WOSB.DEWKL.AS vs. WTKWYWKL.AS vs. VOOWKL.AS vs. SCHDWKL.AS vs. ^GSPCWKL.AS vs. VUSA.AS
Often compared with URTH:
URTH vs. VTURTH vs. IWDA.LURTH vs. SPYURTH vs. VOOURTH vs. XWD.TOURTH vs. BRK-BURTH vs. VXUS

Return for Risk

WKL.AS vs. URTH — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
WKL.AS
WKL.AS Risk / Return Rank: 44
Overall Rank
WKL.AS Sharpe Ratio Rank: 00
Sharpe Ratio Rank
WKL.AS Sortino Ratio Rank: 00
Sortino Ratio Rank
WKL.AS Omega Ratio Rank: 11
Omega Ratio Rank
WKL.AS Calmar Ratio Rank: 66
Calmar Ratio Rank
WKL.AS Martin Ratio Rank: 1010
Martin Ratio Rank
URTH
URTH Risk / Return Rank: 5959
Overall Rank
URTH Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
URTH Sortino Ratio Rank: 5757
Sortino Ratio Rank
URTH Omega Ratio Rank: 5757
Omega Ratio Rank
URTH Calmar Ratio Rank: 5454
Calmar Ratio Rank
URTH Martin Ratio Rank: 6666
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.

WKL.AS vs. URTH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wolters Kluwer N.V. (WKL.AS) and iShares MSCI World ETF (URTH). 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.

WKL.ASURTHDifference
Sharpe ratioReturn per unit of total volatility
-1.61
2.16

-3.76

Sortino ratioReturn per unit of downside risk
-2.75
2.82

-5.56

Omega ratioGain probability vs. loss probability

0.67

1.40

-0.73

Calmar ratioReturn relative to maximum drawdown

-0.90

3.86

-4.76

Martin ratioReturn relative to average drawdown

-1.35

15.85

-17.20

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WKL.AS vs. URTH - Sharpe Ratio Comparison

The current WKL.AS Sharpe Ratio is -1.61, which is lower than the URTH Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of WKL.AS and URTH, 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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Sharpe Ratios by Period

WKL.ASURTHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.61

2.16

-3.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.09

0.85

-0.94

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.75

-0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.75

-0.38

Drawdowns

WKL.AS vs. URTH - Drawdown Comparison

The maximum WKL.AS drawdown since its inception was -80.22%, which is greater than URTH's maximum drawdown of -33.45%. Use the drawdown chart below to compare losses from any high point for WKL.AS and URTH.

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Drawdown Indicators

WKL.ASURTHDifference

Max Drawdown

Largest peak-to-trough decline

-80.22%

-33.45%

-46.77%

Max Drawdown (1Y)

Largest decline over 1 year

-62.96%

-6.56%

-56.40%

Max Drawdown (3Y)

Largest decline over 3 years

-67.85%

-20.94%

-46.91%

Max Drawdown (5Y)

Largest decline over 5 years

-67.85%

-20.94%

-46.91%

Max Drawdown (10Y)

Largest decline over 10 years

-67.85%

-33.45%

-34.40%

Current Drawdown

Current decline from peak

-62.87%

-0.11%

-62.76%

Average Drawdown

Average peak-to-trough decline

-26.28%

-4.10%

-22.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

41.75%

1.59%

+40.16%

Volatility

WKL.AS vs. URTH - Volatility Comparison

Wolters Kluwer N.V. (WKL.AS) has a higher volatility of 15.36% compared to iShares MSCI World ETF (URTH) at 2.24%. This indicates that WKL.AS's price experiences larger fluctuations and is considered to be riskier than URTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

WKL.ASURTHDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.36%

2.24%

+13.12%

Volatility (6M)

Calculated over the trailing 6-month period

29.58%

8.59%

+20.99%

Volatility (1Y)

Calculated over the trailing 1-year period

35.49%

11.76%

+23.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.94%

15.36%

+8.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.91%

17.21%

+4.70%

Dividends

WKL.AS vs. URTH - Dividend Comparison

WKL.AS's dividend yield for the trailing twelve months is around 3.92%, more than URTH's 1.38% yield.

PositionTTM20252024202320222021202020192018201720162015
URTH
iShares MSCI World ETF		1.38%1.48%1.47%1.70%1.68%1.50%1.52%2.16%2.30%1.88%2.15%2.35%
WKL.AS
Wolters Kluwer N.V.		3.92%2.75%1.37%1.48%1.70%1.38%1.82%1.58%1.92%1.84%2.21%2.87%

Frequently Asked Questions

WKL.AS and URTH have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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