WLDS.L vs. ETH-USD
WLDS.L (iShares MSCI World Small Cap UCITS ETF) is Small Cap Blend Equities fund tracking the MSCI World Small Cap Inde, while ETH-USD (Ethereum) is a cryptocurrency. Over the past 5 years, WLDS.L returned 7.61%/yr vs -7.61%/yr for ETH-USD. At a 0.14 correlation, their price movements are largely independent.
Performance
WLDS.L vs. ETH-USD - Performance Comparison
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Different Trading Currencies
WLDS.L is traded in GBP, while ETH-USD is traded in USD. To make them comparable, the ETH-USD values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, WLDS.L achieves a 13.04% return, which is significantly higher than ETH-USD's -43.44% return.
WLDS.L
- 1D
- -0.13%
- 1M
- 1.73%
- YTD
- 13.04%
- 6M
- 13.37%
- 1Y
- 30.87%
- 3Y*
- 14.30%
- 5Y*
- 7.61%
- 10Y*
- —
ETH-USD
- 1D
- -1.66%
- 1M
- -26.41%
- YTD
- -43.44%
- 6M
- -46.90%
- 1Y
- -32.84%
- 3Y*
- -5.24%
- 5Y*
- -7.61%
- 10Y*
- 62.41%
WLDS.L vs. ETH-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
WLDS.L iShares MSCI World Small Cap UCITS ETF | 13.04% | 11.75% | 8.63% | 11.26% | -8.89% | 16.71% | 12.54% | 20.41% | -31.05% |
ETH-USD Ethereum | -43.44% | -17.26% | 47.37% | 82.17% | -63.50% | 403.02% | 457.03% | -5.27% | -70.09% |
Correlation
The correlation between WLDS.L and ETH-USD is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Mar 27, 2018 | 0.14 |
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Return for Risk
WLDS.L vs. ETH-USD — Risk / Return Rank
WLDS.L
ETH-USD
WLDS.L vs. ETH-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Small Cap UCITS ETF (WLDS.L) and Ethereum (ETH-USD). 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.
| WLDS.L | ETH-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.91 | ||
| Sortino ratioReturn per unit of downside risk | +3.77 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 0.96 | +0.47 |
| Calmar ratioReturn relative to maximum drawdown | 3.91 | -0.49 | +4.40 |
| Martin ratioReturn relative to average drawdown | 14.75 | -0.86 | +15.61 |
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
| WLDS.L | ETH-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.42 | -0.49 | +2.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | -0.11 | +0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.66 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.76 | -0.53 |
Drawdowns
WLDS.L vs. ETH-USD - Drawdown Comparison
The maximum WLDS.L drawdown since its inception was -43.18%, smaller than the maximum ETH-USD drawdown of -93.08%. Use the drawdown chart below to compare losses from any high point for WLDS.L and ETH-USD.
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Drawdown Indicators
| WLDS.L | ETH-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.18% | -93.08% | +49.90% |
Max Drawdown (1Y)Largest decline over 1 year | -7.86% | -66.80% | +58.94% |
Max Drawdown (3Y)Largest decline over 3 years | -21.53% | -66.80% | +45.27% |
Max Drawdown (5Y)Largest decline over 5 years | -21.53% | -75.89% | +54.36% |
Max Drawdown (10Y)Largest decline over 10 years | — | -93.08% | — |
Current DrawdownCurrent decline from peak | -1.42% | -65.15% | +63.73% |
Average DrawdownAverage peak-to-trough decline | -12.31% | -48.56% | +36.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.09% | 44.32% | -42.23% |
Volatility
WLDS.L vs. ETH-USD - Volatility Comparison
The current volatility for iShares MSCI World Small Cap UCITS ETF (WLDS.L) is 3.57%, while Ethereum (ETH-USD) has a volatility of 16.35%. This indicates that WLDS.L experiences smaller price fluctuations and is considered to be less risky than ETH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WLDS.L | ETH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.57% | 16.35% | -12.78% |
Volatility (6M)Calculated over the trailing 6-month period | 9.48% | 46.86% | -37.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.74% | 55.63% | -42.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.28% | 58.85% | -38.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.46% | 78.69% | -56.23% |
Frequently Asked Questions
WLDS.L and ETH-USD have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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