WLDS.L vs. VGOV.L
Compare and contrast key facts about iShares MSCI World Small Cap UCITS ETF (WLDS.L) and Vanguard UK Gilt UCITS ETF Distributing (VGOV.L).
WLDS.L and VGOV.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WLDS.L is a passively managed fund by iShares that tracks the performance of the MSCI World Small Cap Inde. It was launched on Mar 27, 2018. VGOV.L is a passively managed fund by Vanguard that tracks the performance of the FTSE Act UK Cnvt Gilts All Stocks TR GBP. It was launched on May 22, 2012. Both WLDS.L and VGOV.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WLDS.L or VGOV.L.
Performance
WLDS.L vs. VGOV.L - Performance Comparison
Returns By Period
In the year-to-date period, WLDS.L achieves a 9.72% return, which is significantly higher than VGOV.L's -4.16% return.
WLDS.L
9.72%
1.81%
6.38%
-2.11%
8.20%
N/A
VGOV.L
-4.16%
-3.46%
-1.06%
1.04%
-5.79%
-0.49%
Key characteristics
| WLDS.L | VGOV.L | |
|---|---|---|
| Sharpe Ratio | 1.53 | 0.11 |
| Sortino Ratio | 2.21 | 0.21 |
| Omega Ratio | 1.28 | 1.02 |
| Calmar Ratio | 1.05 | 0.02 |
| Martin Ratio | 7.62 | 0.23 |
| Ulcer Index | 2.68% | 3.72% |
| Daily Std Dev | 31.85% | 8.17% |
| Max Drawdown | -33.26% | -39.28% |
| Current Drawdown | -2.11% | -32.95% |
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WLDS.L vs. VGOV.L - Expense Ratio Comparison
WLDS.L has a 0.35% expense ratio, which is higher than VGOV.L's 0.07% expense ratio.
Correlation
The correlation between WLDS.L and VGOV.L is 0.22, 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.
Risk-Adjusted Performance
WLDS.L vs. VGOV.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Small Cap UCITS ETF (WLDS.L) and Vanguard UK Gilt UCITS ETF Distributing (VGOV.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.
Dividends
WLDS.L vs. VGOV.L - Dividend Comparison
WLDS.L has not paid dividends to shareholders, while VGOV.L's dividend yield for the trailing twelve months is around 3.68%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WLDS.L iShares MSCI World Small Cap UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VGOV.L Vanguard UK Gilt UCITS ETF Distributing | 3.68% | 3.16% | 1.87% | 1.09% | 1.16% | 1.38% | 1.57% | 1.62% | 1.62% | 1.92% | 2.05% | 1.90% |
Drawdowns
WLDS.L vs. VGOV.L - Drawdown Comparison
The maximum WLDS.L drawdown since its inception was -33.26%, smaller than the maximum VGOV.L drawdown of -39.28%. Use the drawdown chart below to compare losses from any high point for WLDS.L and VGOV.L. For additional features, visit the drawdowns tool.
Volatility
WLDS.L vs. VGOV.L - Volatility Comparison
iShares MSCI World Small Cap UCITS ETF (WLDS.L) has a higher volatility of 4.36% compared to Vanguard UK Gilt UCITS ETF Distributing (VGOV.L) at 3.20%. This indicates that WLDS.L's price experiences larger fluctuations and is considered to be riskier than VGOV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.