WSCR.L vs. URTH

Last updated Apr 3, 2026

Compare and contrast key facts about UBS ETF (IE) MSCI World Small Cap Socially Responsible UCITS ETF (USD) A-dis (WSCR.L) and iShares MSCI World ETF (URTH).

WSCR.L and URTH are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WSCR.L is a passively managed fund by UBS that tracks the performance of the MSCI ACWI SMID NR USD. It was launched on Aug 19, 2021. URTH is a passively managed fund by iShares that tracks the performance of the MSCI World Index. It was launched on Jan 10, 2012. Both WSCR.L and URTH are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

WSCR.L vs. URTH - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (IE) MSCI World Small Cap Socially Responsible UCITS ETF (USD) A-dis (WSCR.L) and iShares MSCI World ETF (URTH). The values are adjusted to include any dividend payments, if applicable.

WSCR.L vs. URTH - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
WSCR.L UBS ETF (IE) MSCI World Small Cap Socially Responsible UCITS ETF (USD) A-dis	0.05%	8.66%	5.56%	10.48%	-8.17%	1.32%
URTH iShares MSCI World ETF	-0.35%	12.71%	20.73%	17.75%	-8.21%	5.51%

Different Trading Currencies

WSCR.L is traded in GBp, while URTH is traded in USD. To make them comparable, the URTH values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, WSCR.L achieves a 0.05% return, which is significantly higher than URTH's -0.35% return.

WSCR.L

• 1D: -0.93%
• 1M: -3.75%
• YTD: 0.05%
• 6M: 3.89%
• 1Y: 15.78%
• 3Y*: 7.66%
• 5Y*: —
• 10Y*: —

URTH

• 1D: 0.56%
• 1M: -1.97%
• YTD: -0.35%
• 6M: 1.91%
• 1Y: 17.34%
• 3Y*: 14.85%
• 5Y*: 11.44%
• 10Y*: 13.05%

*Multi-year figures are annualized to reflect compound growth (CAGR)

WSCR.L vs. URTH - Expense Ratio Comparison

WSCR.L has a 0.23% expense ratio, which is lower than URTH's 0.24% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

URTH

iShares MSCI World ETF

WSCR.L

UBS ETF (IE) MSCI World Small Cap Socially Responsible UCITS ETF (USD) A-dis

Return for Risk

WSCR.L vs. URTH — Risk / Return Rank

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

WSCR.L

WSCR.L Risk / Return Rank: 43
WSCR.L Sharpe Ratio Rank: 54
WSCR.L Sortino Ratio Rank: 52
WSCR.L Omega Ratio Rank: 48
WSCR.L Calmar Ratio Rank: 30
WSCR.L Martin Ratio Rank: 34

URTH

URTH Risk / Return Rank: 62
URTH Sharpe Ratio Rank: 59
URTH Sortino Ratio Rank: 62
URTH Omega Ratio Rank: 64
URTH Calmar Ratio Rank: 57
URTH Martin Ratio Rank: 69

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.

WSCR.L vs. URTH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI World Small Cap Socially Responsible UCITS ETF (USD) A-dis (WSCR.L) 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.

	WSCR.L	URTH	Difference
Sharpe ratio Return per unit of total volatility	1.02	1.02	0.00
Sortino ratio Return per unit of downside risk	1.45	1.51	-0.05
Omega ratio Gain probability vs. loss probability	1.20	1.23	-0.04
Calmar ratio Return relative to maximum drawdown	1.01	1.69	-0.69
Martin ratio Return relative to average drawdown	3.92	7.18	-3.25
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WSCR.L vs. URTH - Sharpe Ratio Comparison

The current WSCR.L Sharpe Ratio is 1.02, which is comparable to the URTH Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of WSCR.L and URTH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	WSCR.L	URTH	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.02	1.02	0.00
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.80	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.78	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.24	0.75	-0.51

Correlation

The correlation between WSCR.L and URTH is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

WSCR.L vs. URTH - Dividend Comparison

WSCR.L's dividend yield for the trailing twelve months is around 0.79%, less than URTH's 1.52% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
WSCR.L UBS ETF (IE) MSCI World Small Cap Socially Responsible UCITS ETF (USD) A-dis	0.79%	0.79%	1.82%	1.59%	1.55%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
URTH iShares MSCI World ETF	1.52%	1.48%	1.47%	1.70%	1.68%	1.50%	1.52%	2.16%	2.30%	1.88%	2.15%	2.35%

Drawdowns

WSCR.L vs. URTH - Drawdown Comparison

The maximum WSCR.L drawdown since its inception was -22.10%, smaller than the maximum URTH drawdown of -27.18%. Use the drawdown chart below to compare losses from any high point for WSCR.L and URTH.

Drawdown Indicators

	WSCR.L	URTH	Difference
Max Drawdown Largest peak-to-trough decline	-22.10%	-34.01%	+11.91%
Max Drawdown (1Y) Largest decline over 1 year	-8.90%	-9.06%	+0.16%
Max Drawdown (5Y) Largest decline over 5 years	—	-26.05%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-34.01%	—
Current Drawdown Current decline from peak	-6.17%	-5.54%	-0.63%
Average Drawdown Average peak-to-trough decline	-6.96%	-4.42%	-2.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.20%	2.49%	+0.71%

Volatility

WSCR.L vs. URTH - Volatility Comparison

UBS ETF (IE) MSCI World Small Cap Socially Responsible UCITS ETF (USD) A-dis (WSCR.L) has a higher volatility of 5.18% compared to iShares MSCI World ETF (URTH) at 4.66%. This indicates that WSCR.L'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.

Volatility by Period

	WSCR.L	URTH	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.18%	4.66%	+0.52%
Volatility (6M) Calculated over the trailing 6-month period	9.29%	9.04%	+0.25%
Volatility (1Y) Calculated over the trailing 1-year period	15.81%	17.14%	-1.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.91%	14.43%	+1.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.91%	16.71%	-0.80%