PortfoliosLab logoPortfoliosLab logo
WSML.L vs. EL4G.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WSML.L vs. EL4G.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI World Small Cap UCITS ETF USD (Acc) (WSML.L) and Deka EURO STOXX Select Dividend 30 UCITS ETF (EL4G.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

WSML.L is traded in USD, while EL4G.DE is traded in EUR. To make them comparable, the EL4G.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, WSML.L achieves a 13.77% return, which is significantly higher than EL4G.DE's 6.15% return.


WSML.L

1D
-0.41%
1M
3.09%
YTD
13.77%
6M
15.69%
1Y
32.37%
3Y*
17.80%
5Y*
6.95%
10Y*

EL4G.DE

1D
-1.05%
1M
2.87%
YTD
6.15%
6M
10.65%
1Y
22.97%
3Y*
22.85%
5Y*
7.98%
10Y*
7.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WSML.L vs. EL4G.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
WSML.L
iShares MSCI World Small Cap UCITS ETF USD (Acc)
13.77%19.94%7.40%17.06%-18.62%15.23%16.50%24.35%-12.64%
EL4G.DE
Deka EURO STOXX Select Dividend 30 UCITS ETF
6.15%60.77%1.54%7.42%-17.63%13.40%-10.16%19.91%-14.17%

Correlation

The correlation between WSML.L and EL4G.DE is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.59

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

0.59

Correlation (5Y)
Calculated over the trailing 5-year period

0.66

Correlation (All Time)
Calculated using the full available price history since Apr 3, 2018

0.66

The correlation between WSML.L and EL4G.DE has been stable across timeframes, ranging from 0.59 to 0.66 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

WSML.L vs. EL4G.DE — Risk / Return Rank

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

WSML.L
WSML.L Risk / Return Rank: 6767
Overall Rank
WSML.L Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
WSML.L Sortino Ratio Rank: 7171
Sortino Ratio Rank
WSML.L Omega Ratio Rank: 6262
Omega Ratio Rank
WSML.L Calmar Ratio Rank: 7171
Calmar Ratio Rank
WSML.L Martin Ratio Rank: 6969
Martin Ratio Rank

EL4G.DE
EL4G.DE Risk / Return Rank: 5151
Overall Rank
EL4G.DE Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
EL4G.DE Sortino Ratio Rank: 5151
Sortino Ratio Rank
EL4G.DE Omega Ratio Rank: 5252
Omega Ratio Rank
EL4G.DE Calmar Ratio Rank: 5353
Calmar Ratio Rank
EL4G.DE Martin Ratio Rank: 4949
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.

WSML.L vs. EL4G.DE - 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 Deka EURO STOXX Select Dividend 30 UCITS ETF (EL4G.DE). 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.


WSML.LEL4G.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.51

Sortino ratioReturn per unit of downside risk

+0.95

Omega ratioGain probability vs. loss probability

1.38

1.30

+0.08

Calmar ratioReturn relative to maximum drawdown

3.57

2.36

+1.20

Martin ratioReturn relative to average drawdown

13.00

7.17

+5.82

WSML.L vs. EL4G.DE - Sharpe Ratio Comparison

The current WSML.L Sharpe Ratio is 2.19, which is higher than the EL4G.DE Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of WSML.L and EL4G.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


WSML.LEL4G.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.19

1.68

+0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.44

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.15

+0.31

Drawdowns

WSML.L vs. EL4G.DE - Drawdown Comparison

The maximum WSML.L drawdown since its inception was -41.14%, smaller than the maximum EL4G.DE drawdown of -63.82%. Use the drawdown chart below to compare losses from any high point for WSML.L and EL4G.DE.


Loading charts...

Drawdown Indicators


WSML.LEL4G.DEDifference

Max Drawdown

Largest peak-to-trough decline

-41.14%

-63.82%

+22.68%

Max Drawdown (1Y)

Largest decline over 1 year

-9.03%

-9.72%

+0.69%

Max Drawdown (3Y)

Largest decline over 3 years

-20.10%

-13.41%

-6.69%

Max Drawdown (5Y)

Largest decline over 5 years

-30.50%

-36.43%

+5.93%

Max Drawdown (10Y)

Largest decline over 10 years

-46.24%

Current Drawdown

Current decline from peak

-0.41%

-2.06%

+1.65%

Average Drawdown

Average peak-to-trough decline

-8.80%

-17.00%

+8.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.48%

3.20%

-0.72%

Volatility

WSML.L vs. EL4G.DE - Volatility Comparison

The current volatility for iShares MSCI World Small Cap UCITS ETF USD (Acc) (WSML.L) is 4.42%, while Deka EURO STOXX Select Dividend 30 UCITS ETF (EL4G.DE) has a volatility of 4.69%. This indicates that WSML.L experiences smaller price fluctuations and is considered to be less risky than EL4G.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


WSML.LEL4G.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.42%

4.69%

-0.27%

Volatility (6M)

Calculated over the trailing 6-month period

11.23%

11.00%

+0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

14.75%

13.73%

+1.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.48%

18.07%

+0.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.60%

19.45%

+0.15%

WSML.L vs. EL4G.DE - Expense Ratio Comparison

WSML.L has a 0.35% expense ratio, which is higher than EL4G.DE's 0.30% expense ratio.


Dividends

WSML.L vs. EL4G.DE - Dividend Comparison

WSML.L has not paid dividends to shareholders, while EL4G.DE's dividend yield for the trailing twelve months is around 4.06%.


PositionTTM20252024202320222021202020192018201720162015
EL4G.DE
Deka EURO STOXX Select Dividend 30 UCITS ETF
4.06%4.38%5.65%5.82%5.35%3.31%3.69%4.67%4.94%3.53%3.83%3.81%
WSML.L
iShares MSCI World Small Cap UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


WSML.L and EL4G.DE have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EL4G.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EL4G.DE is cheaper with a 0.30% expense ratio, compared with 0.35% for WSML.L.

WSML.L is categorized as Global Equities, while EL4G.DE is Europe Equities. WSML.L tracks MSCI World Small Cap Index, while EL4G.DE tracks EURO STOXX® Select Dividend 30. They also come from different issuers: iShares and Deka. Their fees differ too: 0.35% for WSML.L and 0.30% for EL4G.DE.

Portfolio Optimizer

Find the right allocation for WSML.L and EL4G.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer