WKL.AS vs. URTH

Last updated Apr 2, 2026

Compare and contrast key facts about Wolters Kluwer N.V. (WKL.AS) and iShares MSCI World ETF (URTH).

URTH is a passively managed fund by iShares that tracks the performance of the MSCI World Index. It was launched on Jan 10, 2012.

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.

WKL.AS vs. URTH - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WKL.AS Wolters Kluwer N.V.	-26.33%	-43.94%	26.48%	33.94%	-4.04%	52.60%	8.21%	27.93%	21.33%	29.00%
URTH iShares MSCI World ETF	-0.63%	6.96%	26.49%	20.23%	-12.88%	31.42%	6.24%	31.04%	-4.27%	7.84%

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 -26.33% return, which is significantly lower than URTH's -1.56% return. Over the past 10 years, WKL.AS has underperformed URTH with an annualized return of 8.41%, while URTH has yielded a comparatively higher 11.90% annualized return.

WKL.AS

• 1D: 0.71%
• 1M: -4.52%
• YTD: -26.33%
• 6M: -43.04%
• 1Y: -54.18%
• 3Y*: -16.23%
• 5Y*: -1.10%
• 10Y*: 8.41%

URTH

• 1D: 0.00%
• 1M: -4.30%
• YTD: -1.56%
• 6M: 0.98%
• 1Y: 11.14%
• 3Y*: 14.62%
• 5Y*: 10.64%
• 10Y*: 11.90%

*Multi-year figures are annualized to reflect compound growth (CAGR)

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: 4
WKL.AS Sharpe Ratio Rank: 0
WKL.AS Sortino Ratio Rank: 0
WKL.AS Omega Ratio Rank: 1
WKL.AS Calmar Ratio Rank: 9
WKL.AS Martin Ratio Rank: 10

URTH

URTH Risk / Return Rank: 68
URTH Sharpe Ratio Rank: 65
URTH Sortino Ratio Rank: 67
URTH Omega Ratio Rank: 69
URTH Calmar Ratio Rank: 66
URTH Martin Ratio Rank: 76

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.AS	URTH	Difference
Sharpe ratio Return per unit of total volatility	-1.71	0.59	-2.30
Sortino ratio Return per unit of downside risk	-2.78	0.92	-3.70
Omega ratio Gain probability vs. loss probability	0.65	1.15	-0.50
Calmar ratio Return relative to maximum drawdown	-0.86	0.91	-1.77
Martin ratio Return relative to average drawdown	-1.47	3.97	-5.43
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 -1.71, which is lower than the URTH Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of WKL.AS and URTH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	WKL.AS	URTH	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.71	0.59	-2.30
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.05	0.70	-0.74
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.39	0.69	-0.30
Sharpe Ratio (All Time) Calculated using the full available price history	0.37	0.70	-0.32

Correlation

The correlation between WKL.AS and URTH is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

WKL.AS vs. URTH - Dividend Comparison

WKL.AS's dividend yield for the trailing twelve months is around 3.73%, more than URTH's 1.52% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
WKL.AS Wolters Kluwer N.V.	3.73%	2.75%	1.37%	1.48%	1.70%	1.38%	1.82%	1.58%	1.92%	1.84%	2.21%	2.87%
URTH iShares MSCI World ETF	1.52%	1.48%	1.47%	1.70%	1.68%	1.50%	1.52%	2.16%	2.30%	1.88%	2.15%	2.35%

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.

Drawdown Indicators

	WKL.AS	URTH	Difference
Max Drawdown Largest peak-to-trough decline	-80.22%	-34.01%	-46.21%
Max Drawdown (1Y) Largest decline over 1 year	-62.88%	-11.85%	-51.03%
Max Drawdown (5Y) Largest decline over 5 years	-66.39%	-26.05%	-40.34%
Max Drawdown (10Y) Largest decline over 10 years	-66.39%	-34.01%	-32.38%
Current Drawdown Current decline from peak	-63.35%	-5.49%	-57.86%
Average Drawdown Average peak-to-trough decline	-26.10%	-4.42%	-21.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	36.64%	2.47%	+34.17%

Volatility

WKL.AS vs. URTH - Volatility Comparison

Wolters Kluwer N.V. (WKL.AS) has a higher volatility of 6.29% compared to iShares MSCI World ETF (URTH) at 4.54%. 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.

Volatility by Period

	WKL.AS	URTH	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.29%	4.54%	+1.75%
Volatility (6M) Calculated over the trailing 6-month period	25.54%	9.43%	+16.11%
Volatility (1Y) Calculated over the trailing 1-year period	31.47%	19.08%	+12.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.48%	15.35%	+7.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.14%	17.27%	+3.87%