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

Performance

WLDS.L vs. XRSG.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 Xtrackers Russell 2000 UCITS ETF 1C (XRSG.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)20252024202320222021202020192018
WLDS.L
iShares MSCI World Small Cap UCITS ETF
4.53%11.86%8.58%11.22%-8.89%16.71%12.54%20.41%-4.07%
XRSG.L
Xtrackers Russell 2000 UCITS ETF 1C
2.66%4.65%11.80%12.16%-11.47%15.43%15.81%20.64%-2.67%
Different Trading Currencies

WLDS.L is traded in GBP, while XRSG.L is traded in GBp. To make them comparable, the XRSG.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 4.53% return, which is significantly higher than XRSG.L's 2.66% return.


WLDS.L

1D
2.59%
1M
-3.95%
YTD
4.53%
6M
7.99%
1Y
24.74%
3Y*
11.47%
5Y*
6.66%
10Y*

XRSG.L

1D
2.42%
1M
-3.15%
YTD
2.66%
6M
5.66%
1Y
22.80%
3Y*
10.35%
5Y*
4.20%
10Y*
10.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

WLDS.L has a 0.35% expense ratio, which is higher than XRSG.L's 0.30% expense ratio.


Return for Risk

WLDS.L vs. XRSG.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: 8484
Overall Rank
WLDS.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
WLDS.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
WLDS.L Omega Ratio Rank: 7878
Omega Ratio Rank
WLDS.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
WLDS.L Martin Ratio Rank: 8989
Martin Ratio Rank

XRSG.L
XRSG.L Risk / Return Rank: 6565
Overall Rank
XRSG.L Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
XRSG.L Sortino Ratio Rank: 5959
Sortino Ratio Rank
XRSG.L Omega Ratio Rank: 5353
Omega Ratio Rank
XRSG.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
XRSG.L Martin Ratio Rank: 6767
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. XRSG.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 Xtrackers Russell 2000 UCITS ETF 1C (XRSG.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.LXRSG.LDifference

Sharpe ratio

Return per unit of total volatility

1.59

1.13

+0.46

Sortino ratio

Return per unit of downside risk

2.13

1.60

+0.53

Omega ratio

Gain probability vs. loss probability

1.31

1.21

+0.10

Calmar ratio

Return relative to maximum drawdown

3.18

2.62

+0.56

Martin ratio

Return relative to average drawdown

11.59

7.40

+4.19

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

The current WLDS.L Sharpe Ratio is 1.59, which is higher than the XRSG.L Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of WLDS.L and XRSG.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WLDS.LXRSG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.59

1.13

+0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.21

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.43

+0.07

Correlation

The correlation between WLDS.L and XRSG.L is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

WLDS.L vs. XRSG.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

WLDS.L vs. XRSG.L - Drawdown Comparison

The maximum WLDS.L drawdown since its inception was -33.26%, smaller than the maximum XRSG.L drawdown of -35.31%. Use the drawdown chart below to compare losses from any high point for WLDS.L and XRSG.L.


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Drawdown Indicators


WLDS.LXRSG.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.26%

-35.31%

+2.05%

Max Drawdown (1Y)

Largest decline over 1 year

-11.09%

-12.72%

+1.63%

Max Drawdown (5Y)

Largest decline over 5 years

-21.55%

-30.09%

+8.54%

Max Drawdown (10Y)

Largest decline over 10 years

-35.31%

Current Drawdown

Current decline from peak

-4.33%

-5.81%

+1.48%

Average Drawdown

Average peak-to-trough decline

-6.47%

-8.84%

+2.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.14%

3.05%

-0.91%

Volatility

WLDS.L vs. XRSG.L - Volatility Comparison

The current volatility for iShares MSCI World Small Cap UCITS ETF (WLDS.L) is 5.57%, while Xtrackers Russell 2000 UCITS ETF 1C (XRSG.L) has a volatility of 6.01%. This indicates that WLDS.L experiences smaller price fluctuations and is considered to be less risky than XRSG.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.LXRSG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.57%

6.01%

-0.44%

Volatility (6M)

Calculated over the trailing 6-month period

9.98%

12.76%

-2.78%

Volatility (1Y)

Calculated over the trailing 1-year period

15.52%

20.06%

-4.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.60%

20.15%

-4.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.38%

20.90%

-3.52%