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WLDS.L vs. RS2G.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

WLDS.L vs. RS2G.L

Last updated Jun 5, 2026

WLDS.L (iShares MSCI World Small Cap UCITS ETF) and RS2G.L (Amundi Russell 2000 UCITS ETF USD) are both Small Cap Blend Equities funds - WLDS.L tracks the MSCI World Small Cap Inde while RS2G.L tracks the Russell 2000 TR USD. Both are passively managed. Over the past 5 years, WLDS.L returned 8.23%/yr vs 7.25%/yr for RS2G.L. Their correlation of 0.93 suggests significant overlap in exposure. Both charge a 0.35% expense ratio.

Performance

WLDS.L vs. RS2G.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI World Small Cap UCITS ETF (WLDS.L) and Amundi Russell 2000 UCITS ETF USD (RS2G.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

WLDS.L is traded in GBP, while RS2G.L is traded in GBp. To make them comparable, the RS2G.L 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 14.58% return, which is significantly lower than RS2G.L's 18.06% return.

WLDS.L

1D
0.69%
1M
4.25%
YTD
14.58%
6M
14.95%
1Y
33.75%
3Y*
15.03%
5Y*
8.23%
10Y*
—

RS2G.L

1D
1.24%
1M
4.44%
YTD
18.06%
6M
15.88%
1Y
42.31%
3Y*
15.57%
5Y*
7.25%
10Y*
11.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WLDS.L vs. RS2G.L - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
WLDS.L
iShares MSCI World Small Cap UCITS ETF		14.58%11.86%8.58%11.22%-8.89%16.71%12.54%20.41%-4.07%
RS2G.L
Amundi Russell 2000 UCITS ETF USD		18.06%4.55%11.87%12.47%-11.37%15.31%15.83%21.59%-3.02%

Correlation

The correlation between WLDS.L and RS2G.L is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

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

0.93

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

0.94

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

0.94

Correlation (All Time)
Calculated using the full available price history since Apr 3, 2018

0.93

The correlation between WLDS.L and RS2G.L has been stable across timeframes, ranging from 0.93 to 0.94 - a consistent structural relationship.

WLDS.L vs. RS2G.L - Sectors Allocation Comparison

Sectors
WLDS.L
RS2G.L

Industrials

20.5%
17.7%

Technology

15.2%
17.0%

Financial Services

13.3%
15.8%

Consumer Cyclical

10.6%
8.4%

Healthcare

9.5%
16.5%

Basic Materials

8.2%
4.8%

Real Estate

8.0%
6.1%

Energy

5.0%
6.1%

Consumer Defensive

3.9%
2.4%

Communication Services

3.0%
2.4%

Utilities

2.8%
2.9%

Industrials

WLDS.L
20.5%
RS2G.L
17.7%

Technology

WLDS.L
15.2%
RS2G.L
17.0%

Financial Services

WLDS.L
13.3%
RS2G.L
15.8%

Consumer Cyclical

WLDS.L
10.6%
RS2G.L
8.4%

Healthcare

WLDS.L
9.5%
RS2G.L
16.5%

Basic Materials

WLDS.L
8.2%
RS2G.L
4.8%

Real Estate

WLDS.L
8.0%
RS2G.L
6.1%

Energy

WLDS.L
5.0%
RS2G.L
6.1%

Consumer Defensive

WLDS.L
3.9%
RS2G.L
2.4%

Communication Services

WLDS.L
3.0%
RS2G.L
2.4%

Utilities

WLDS.L
2.8%
RS2G.L
2.9%

Compare stocks, funds, or ETFs

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iShares MSCI World Small Cap UCITS ETF

Amundi Russell 2000 UCITS ETF USD

Often compared with WLDS.L:
WLDS.L vs. WOSC.LWLDS.L vs. AVSG.LWLDS.L vs. URTHWLDS.L vs. EQGB.LWLDS.L vs. EXUS.LWLDS.L vs. VUAA.LWLDS.L vs. IYW
Often compared with RS2G.L:
RS2G.L vs. AVUVRS2G.L vs. SPYRS2G.L vs. VHYG.LRS2G.L vs. USSC.LRS2G.L vs. RTWO.LRS2G.L vs. 500G.LRS2G.L vs. CUS1.L

Return for Risk

WLDS.L vs. RS2G.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
WLDS.L
WLDS.L Risk / Return Rank: 8383
Overall Rank
WLDS.L Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
WLDS.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
WLDS.L Omega Ratio Rank: 8080
Omega Ratio Rank
WLDS.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
WLDS.L Martin Ratio Rank: 8282
Martin Ratio Rank
RS2G.L
RS2G.L Risk / Return Rank: 7777
Overall Rank
RS2G.L Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
RS2G.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
RS2G.L Omega Ratio Rank: 7070
Omega Ratio Rank
RS2G.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
RS2G.L Martin Ratio Rank: 7676
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.

WLDS.L vs. RS2G.L - 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 Amundi Russell 2000 UCITS ETF USD (RS2G.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.

WLDS.LRS2G.LDifference
Sharpe ratioReturn per unit of total volatility
2.67
2.50

+0.18

Sortino ratioReturn per unit of downside risk
3.75
3.37

+0.37

Omega ratioGain probability vs. loss probability

1.48

1.41

+0.06

Calmar ratioReturn relative to maximum drawdown

4.32

4.84

-0.53

Martin ratioReturn relative to average drawdown

16.35

14.20

+2.15

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

WLDS.L vs. RS2G.L - Sharpe Ratio Comparison

The current WLDS.L Sharpe Ratio is 2.67, which is comparable to the RS2G.L Sharpe Ratio of 2.50. The chart below compares the historical Sharpe Ratios of WLDS.L and RS2G.L, 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

WLDS.LRS2G.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.67

2.50

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.36

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.55

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.60

-0.04

Drawdowns

WLDS.L vs. RS2G.L - Drawdown Comparison

The maximum WLDS.L drawdown since its inception was -33.26%, smaller than the maximum RS2G.L drawdown of -35.05%. Use the drawdown chart below to compare losses from any high point for WLDS.L and RS2G.L.

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Drawdown Indicators

WLDS.LRS2G.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.26%

-35.05%

+1.79%

Max Drawdown (1Y)

Largest decline over 1 year

-7.78%

-8.69%

+0.91%

Max Drawdown (3Y)

Largest decline over 3 years

-21.55%

-30.04%

+8.49%

Max Drawdown (5Y)

Largest decline over 5 years

-21.55%

-30.04%

+8.49%

Max Drawdown (10Y)

Largest decline over 10 years

—

-35.05%

—

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-6.36%

-8.55%

+2.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.06%

2.97%

-0.91%

Volatility

WLDS.L vs. RS2G.L - Volatility Comparison

The current volatility for iShares MSCI World Small Cap UCITS ETF (WLDS.L) is 3.41%, while Amundi Russell 2000 UCITS ETF USD (RS2G.L) has a volatility of 5.30%. This indicates that WLDS.L experiences smaller price fluctuations and is considered to be less risky than RS2G.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

WLDS.LRS2G.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.41%

5.30%

-1.89%

Volatility (6M)

Calculated over the trailing 6-month period

9.29%

11.90%

-2.61%

Volatility (1Y)

Calculated over the trailing 1-year period

12.58%

16.87%

-4.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.53%

20.07%

-4.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.29%

20.93%

-3.64%

WLDS.L vs. RS2G.L - Expense Ratio Comparison

Both WLDS.L and RS2G.L have an expense ratio of 0.35%.

Dividends

WLDS.L vs. RS2G.L - Dividend Comparison

Neither WLDS.L nor RS2G.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

With a correlation of 0.93, WLDS.L and RS2G.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.35% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

WLDS.L and RS2G.L have the same expense ratio: 0.35% per year.

WLDS.L tracks MSCI World Small Cap Inde, while RS2G.L tracks Russell 2000 TR USD. They also come from different issuers: iShares and Amundi.

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