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WLDS.L vs. XDWT.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WLDS.L vs. XDWT.DE - 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 Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE). 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 XDWT.DE is traded in EUR. To make them comparable, the XDWT.DE 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 15.41% return, which is significantly lower than XDWT.DE's 19.06% return.


WLDS.L

1D
2.23%
1M
3.59%
YTD
15.41%
6M
14.39%
1Y
34.08%
3Y*
14.50%
5Y*
8.13%
10Y*

XDWT.DE

1D
2.47%
1M
0.52%
YTD
19.06%
6M
19.90%
1Y
45.90%
3Y*
27.46%
5Y*
21.16%
10Y*
24.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WLDS.L vs. XDWT.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
WLDS.L
iShares MSCI World Small Cap UCITS ETF
15.41%11.75%8.63%11.26%-8.89%16.71%12.54%20.41%-31.05%
XDWT.DE
Xtrackers MSCI World Information Technology UCITS ETF 1C
19.06%15.26%34.96%47.01%-24.17%31.76%38.37%43.88%5.28%

Correlation

The correlation between WLDS.L and XDWT.DE is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.54

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

0.51

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

0.59

Correlation (All Time)
Calculated using the full available price history since Mar 27, 2018

0.62

The correlation between WLDS.L and XDWT.DE shifts across timeframes, from 0.51 (3 years) to 0.62 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

WLDS.L vs. XDWT.DE — 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: 8787
Overall Rank
WLDS.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
WLDS.L Sortino Ratio Rank: 9090
Sortino Ratio Rank
WLDS.L Omega Ratio Rank: 8686
Omega Ratio Rank
WLDS.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
WLDS.L Martin Ratio Rank: 8686
Martin Ratio Rank

XDWT.DE
XDWT.DE Risk / Return Rank: 6363
Overall Rank
XDWT.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
XDWT.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
XDWT.DE Omega Ratio Rank: 6363
Omega Ratio Rank
XDWT.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
XDWT.DE Martin Ratio Rank: 4848
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. XDWT.DE - 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 Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


WLDS.LXDWT.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.41

Sortino ratioReturn per unit of downside risk

+0.84

Omega ratioGain probability vs. loss probability

1.46

1.35

+0.11

Calmar ratioReturn relative to maximum drawdown

4.23

2.74

+1.49

Martin ratioReturn relative to average drawdown

15.95

6.98

+8.97

WLDS.L vs. XDWT.DE - Sharpe Ratio Comparison

The current WLDS.L Sharpe Ratio is 2.58, which is comparable to the XDWT.DE Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of WLDS.L and XDWT.DE, 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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Drawdowns

WLDS.L vs. XDWT.DE - Drawdown Comparison

The maximum WLDS.L drawdown since its inception was -43.18%, roughly equal to the maximum XDWT.DE drawdown of -44.78%. Use the drawdown chart below to compare losses from any high point for WLDS.L and XDWT.DE.


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Drawdown Indicators


WLDS.LXDWT.DEDifference

Max Drawdown

Largest peak-to-trough decline

-43.18%

-44.78%

+1.60%

Max Drawdown (1Y)

Largest decline over 1 year

-7.86%

-16.34%

+8.48%

Max Drawdown (3Y)

Largest decline over 3 years

-21.53%

-28.20%

+6.67%

Max Drawdown (5Y)

Largest decline over 5 years

-21.53%

-28.20%

+6.67%

Max Drawdown (10Y)

Largest decline over 10 years

-28.20%

Current Drawdown

Current decline from peak

0.00%

-6.49%

+6.49%

Average Drawdown

Average peak-to-trough decline

-12.28%

-9.09%

-3.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.09%

6.42%

-4.33%

Volatility

WLDS.L vs. XDWT.DE - Volatility Comparison

The current volatility for iShares MSCI World Small Cap UCITS ETF (WLDS.L) is 4.13%, while Xtrackers MSCI World Information Technology UCITS ETF 1C (XDWT.DE) has a volatility of 8.22%. This indicates that WLDS.L experiences smaller price fluctuations and is considered to be less risky than XDWT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WLDS.LXDWT.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.13%

8.22%

-4.09%

Volatility (6M)

Calculated over the trailing 6-month period

9.74%

15.54%

-5.80%

Volatility (1Y)

Calculated over the trailing 1-year period

12.93%

20.62%

-7.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.30%

22.17%

-1.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.45%

21.98%

+0.47%

WLDS.L vs. XDWT.DE - Expense Ratio Comparison

WLDS.L has a 0.35% expense ratio, which is higher than XDWT.DE's 0.25% expense ratio.


Dividends

WLDS.L vs. XDWT.DE - Dividend Comparison

Neither WLDS.L nor XDWT.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


WLDS.L and XDWT.DE have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDWT.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDWT.DE is cheaper with a 0.25% expense ratio, compared with 0.35% for WLDS.L.

WLDS.L is categorized as Small Cap Blend Equities, while XDWT.DE is Technology Equities. WLDS.L tracks MSCI World Small Cap Inde, while XDWT.DE tracks MSCI World Information Technology 20/35 Custom Index. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.35% for WLDS.L and 0.25% for XDWT.DE.

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