WSMDX vs. IWQU.L
Compare and contrast key facts about William Blair Small-Mid Cap Growth Fund (WSMDX) and iShares MSCI World Quality Factor UCITS (IWQU.L).
WSMDX is managed by William Blair. It was launched on Dec 29, 2003. IWQU.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI NR USD. It was launched on Oct 3, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WSMDX or IWQU.L.
Key characteristics
| WSMDX | IWQU.L | |
|---|---|---|
| YTD Return | 13.43% | 19.73% |
| 1Y Return | 17.46% | 26.96% |
| 3Y Return (Ann) | -7.46% | 6.67% |
| 5Y Return (Ann) | 2.26% | 12.44% |
| 10Y Return (Ann) | 4.61% | 10.63% |
| Sharpe Ratio | 1.01 | 2.43 |
| Sortino Ratio | 1.44 | 3.45 |
| Omega Ratio | 1.18 | 1.45 |
| Calmar Ratio | 0.52 | 3.67 |
| Martin Ratio | 4.01 | 14.05 |
| Ulcer Index | 4.43% | 1.99% |
| Daily Std Dev | 17.59% | 11.45% |
| Max Drawdown | -57.39% | -33.05% |
| Current Drawdown | -22.15% | -1.20% |
Correlation
The correlation between WSMDX and IWQU.L is 0.53, 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.
Performance
WSMDX vs. IWQU.L - Performance Comparison
In the year-to-date period, WSMDX achieves a 13.43% return, which is significantly lower than IWQU.L's 19.73% return. Over the past 10 years, WSMDX has underperformed IWQU.L with an annualized return of 4.61%, while IWQU.L has yielded a comparatively higher 10.63% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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WSMDX vs. IWQU.L - Expense Ratio Comparison
WSMDX has a 1.10% expense ratio, which is higher than IWQU.L's 0.30% expense ratio.
Risk-Adjusted Performance
WSMDX vs. IWQU.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for William Blair Small-Mid Cap Growth Fund (WSMDX) and iShares MSCI World Quality Factor UCITS (IWQU.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
WSMDX vs. IWQU.L - Dividend Comparison
Neither WSMDX nor IWQU.L has paid dividends to shareholders.
Drawdowns
WSMDX vs. IWQU.L - Drawdown Comparison
The maximum WSMDX drawdown since its inception was -57.39%, which is greater than IWQU.L's maximum drawdown of -33.05%. Use the drawdown chart below to compare losses from any high point for WSMDX and IWQU.L. For additional features, visit the drawdowns tool.
Volatility
WSMDX vs. IWQU.L - Volatility Comparison
William Blair Small-Mid Cap Growth Fund (WSMDX) has a higher volatility of 5.38% compared to iShares MSCI World Quality Factor UCITS (IWQU.L) at 2.82%. This indicates that WSMDX's price experiences larger fluctuations and is considered to be riskier than IWQU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.