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WOSB.DE vs. URTH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WOSB.DE vs. URTH - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Wolters Kluwers Nv (WOSB.DE) and iShares MSCI World ETF (URTH). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

WOSB.DE is traded in EUR, while URTH is traded in USD. To make them comparable, the URTH values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, WOSB.DE achieves a -25.69% return, which is significantly lower than URTH's 11.97% return.


WOSB.DE

1D
6.28%
1M
3.39%
YTD
-25.69%
6M
-26.71%
1Y
-57.32%
3Y*
-15.49%
5Y*
10Y*

URTH

1D
0.00%
1M
3.69%
YTD
11.97%
6M
11.38%
1Y
25.19%
3Y*
17.68%
5Y*
13.01%
10Y*
12.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WOSB.DE vs. URTH - Yearly Performance Comparison


2026 (YTD)20252024202320222021
WOSB.DE
Wolters Kluwers Nv
-25.69%-43.30%26.10%30.92%2.02%-2.27%
URTH
iShares MSCI World ETF
9.98%6.96%26.49%20.23%-12.88%-0.13%

Correlation

The correlation between WOSB.DE and URTH is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

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

0.21

Correlation (All Time)
Calculated using the full available price history since Nov 23, 2021

0.18

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Return for Risk

WOSB.DE vs. URTH — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WOSB.DE
WOSB.DE Risk / Return Rank: 33
Overall Rank
WOSB.DE Sharpe Ratio Rank: 00
Sharpe Ratio Rank
WOSB.DE Sortino Ratio Rank: 00
Sortino Ratio Rank
WOSB.DE Omega Ratio Rank: 11
Omega Ratio Rank
WOSB.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
WOSB.DE Martin Ratio Rank: 99
Martin Ratio Rank

URTH
URTH Risk / Return Rank: 5959
Overall Rank
URTH Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
URTH Sortino Ratio Rank: 5757
Sortino Ratio Rank
URTH Omega Ratio Rank: 5757
Omega Ratio Rank
URTH Calmar Ratio Rank: 5454
Calmar Ratio Rank
URTH Martin Ratio Rank: 6666
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.

WOSB.DE vs. URTH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wolters Kluwers Nv (WOSB.DE) and iShares MSCI World ETF (URTH). 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.


WOSB.DEURTHDifference
Sharpe ratioReturn per unit of total volatility

-3.76

Sortino ratioReturn per unit of downside risk

-5.58

Omega ratioGain probability vs. loss probability

0.67

1.40

-0.73

Calmar ratioReturn relative to maximum drawdown

-0.92

3.86

-4.78

Martin ratioReturn relative to average drawdown

-1.37

15.85

-17.21

WOSB.DE vs. URTH - Sharpe Ratio Comparison

The current WOSB.DE Sharpe Ratio is -1.61, which is lower than the URTH Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of WOSB.DE and URTH, 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


WOSB.DEURTHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.61

2.16

-3.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.34

0.75

-1.09

Drawdowns

WOSB.DE vs. URTH - Drawdown Comparison

The maximum WOSB.DE drawdown since its inception was -67.77%, which is greater than URTH's maximum drawdown of -33.45%. Use the drawdown chart below to compare losses from any high point for WOSB.DE and URTH.


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Drawdown Indicators


WOSB.DEURTHDifference

Max Drawdown

Largest peak-to-trough decline

-67.77%

-33.45%

-34.32%

Max Drawdown (1Y)

Largest decline over 1 year

-63.00%

-6.56%

-56.44%

Max Drawdown (3Y)

Largest decline over 3 years

-67.77%

-20.94%

-46.83%

Max Drawdown (5Y)

Largest decline over 5 years

-20.94%

Max Drawdown (10Y)

Largest decline over 10 years

-33.45%

Current Drawdown

Current decline from peak

-62.86%

-0.11%

-62.75%

Average Drawdown

Average peak-to-trough decline

-16.58%

-4.10%

-12.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

42.41%

1.59%

+40.82%

Volatility

WOSB.DE vs. URTH - Volatility Comparison

Wolters Kluwers Nv (WOSB.DE) has a higher volatility of 15.05% compared to iShares MSCI World ETF (URTH) at 2.24%. This indicates that WOSB.DE's price experiences larger fluctuations and is considered to be riskier than URTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WOSB.DEURTHDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.05%

2.24%

+12.81%

Volatility (6M)

Calculated over the trailing 6-month period

28.84%

8.59%

+20.25%

Volatility (1Y)

Calculated over the trailing 1-year period

36.01%

11.76%

+24.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.27%

15.36%

+12.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.27%

17.21%

+11.06%

Dividends

WOSB.DE vs. URTH - Dividend Comparison

WOSB.DE's dividend yield for the trailing twelve months is around 3.92%, more than URTH's 1.38% yield.


PositionTTM20252024202320222021202020192018201720162015
URTH
iShares MSCI World ETF
1.38%1.48%1.47%1.70%1.68%1.50%1.52%2.16%2.30%1.88%2.15%2.35%
WOSB.DE
Wolters Kluwers Nv
3.92%2.74%1.37%1.48%1.67%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


WOSB.DE and URTH have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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