WSML.L vs. DTLA.L
WSML.L (iShares MSCI World Small Cap UCITS ETF USD (Acc)) and DTLA.L (iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc)) are both exchange-traded funds - WSML.L is a Global Equities fund tracking the MSCI World Small Cap Index, while DTLA.L is a Government Bonds fund tracking the ICE US Treasury 20+ Year Index. Both are passively managed. Over the past 5 years, WSML.L returned 7.00%/yr vs -6.37%/yr for DTLA.L. At a correlation of -0.07, they often move in opposite directions. WSML.L charges 0.35%/yr vs 0.07%/yr for DTLA.L.
Performance
WSML.L vs. DTLA.L - Performance Comparison
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Returns By Period
In the year-to-date period, WSML.L achieves a 14.98% return, which is significantly higher than DTLA.L's -0.86% return.
WSML.L
- 1D
- 2.86%
- 1M
- 2.45%
- YTD
- 14.98%
- 6M
- 14.98%
- 1Y
- 32.15%
- 3Y*
- 16.81%
- 5Y*
- 7.00%
- 10Y*
- —
DTLA.L
- 1D
- 0.44%
- 1M
- 1.10%
- YTD
- -0.86%
- 6M
- 0.88%
- 1Y
- 4.30%
- 3Y*
- -1.20%
- 5Y*
- -6.37%
- 10Y*
- —
WSML.L vs. DTLA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
WSML.L iShares MSCI World Small Cap UCITS ETF USD (Acc) | 14.98% | 19.95% | 7.38% | 17.11% | -18.62% | 15.23% | 16.50% | 24.35% | -15.20% |
DTLA.L iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) | -0.86% | 4.49% | -6.90% | 1.69% | -30.29% | -4.46% | 17.00% | 15.69% | 3.65% |
Correlation
The correlation between WSML.L and DTLA.L is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since May 10, 2018 | -0.07 |
The correlation between WSML.L and DTLA.L shifts across timeframes, from -0.07 (all time) to 0.32 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
WSML.L vs. DTLA.L — Risk / Return Rank
WSML.L
DTLA.L
WSML.L vs. DTLA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Small Cap UCITS ETF USD (Acc) (WSML.L) and iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.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.
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.
| WSML.L | DTLA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.75 | ||
| Sortino ratioReturn per unit of downside risk | +2.62 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.06 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 3.46 | 0.45 | +3.02 |
| Martin ratioReturn relative to average drawdown | 12.61 | 1.12 | +11.49 |
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Drawdowns
WSML.L vs. DTLA.L - Drawdown Comparison
The maximum WSML.L drawdown since its inception was -41.14%, smaller than the maximum DTLA.L drawdown of -48.41%. Use the drawdown chart below to compare losses from any high point for WSML.L and DTLA.L.
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Drawdown Indicators
| WSML.L | DTLA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.14% | -48.41% | +7.27% |
Max Drawdown (1Y)Largest decline over 1 year | -9.05% | -7.50% | -1.55% |
Max Drawdown (3Y)Largest decline over 3 years | -20.10% | -18.57% | -1.53% |
Max Drawdown (5Y)Largest decline over 5 years | -30.50% | -42.80% | +12.30% |
Current DrawdownCurrent decline from peak | 0.00% | -40.40% | +40.40% |
Average DrawdownAverage peak-to-trough decline | -8.76% | -24.06% | +15.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 3.00% | -0.51% |
Volatility
WSML.L vs. DTLA.L - Volatility Comparison
iShares MSCI World Small Cap UCITS ETF USD (Acc) (WSML.L) has a higher volatility of 4.87% compared to iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L) at 3.33%. This indicates that WSML.L's price experiences larger fluctuations and is considered to be riskier than DTLA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WSML.L | DTLA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.87% | 3.33% | +1.54% |
Volatility (6M)Calculated over the trailing 6-month period | 11.71% | 6.74% | +4.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.07% | 10.03% | +5.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.55% | 14.95% | +3.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.58% | 14.79% | +4.79% |
WSML.L vs. DTLA.L - Expense Ratio Comparison
WSML.L has a 0.35% expense ratio, which is higher than DTLA.L's 0.07% expense ratio.
Dividends
WSML.L vs. DTLA.L - Dividend Comparison
Neither WSML.L nor DTLA.L has paid dividends to shareholders.
Frequently Asked Questions
WSML.L and DTLA.L have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DTLA.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DTLA.L is cheaper with a 0.07% expense ratio, compared with 0.35% for WSML.L.
WSML.L is categorized as Global Equities, while DTLA.L is Government Bonds. WSML.L tracks MSCI World Small Cap Index, while DTLA.L tracks ICE US Treasury 20+ Year Index. Their fees differ too: 0.35% for WSML.L and 0.07% for DTLA.L.
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