WSML.L vs. EL4G.DE
WSML.L (iShares MSCI World Small Cap UCITS ETF USD (Acc)) and EL4G.DE (Deka EURO STOXX Select Dividend 30 UCITS ETF) are both exchange-traded funds - WSML.L is a Global Equities fund tracking the MSCI World Small Cap Index, while EL4G.DE is a Europe Equities fund tracking the EURO STOXX® Select Dividend 30. Both are passively managed. Over the past 5 years, WSML.L returned 6.95%/yr vs 7.98%/yr for EL4G.DE. A 0.66 correlation means they provide meaningful diversification when combined. WSML.L charges 0.35%/yr vs 0.30%/yr for EL4G.DE.
Performance
WSML.L vs. EL4G.DE - Performance Comparison
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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%
WSML.L vs. EL4G.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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.
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Return for Risk
WSML.L vs. EL4G.DE — Risk / Return Rank
WSML.L
EL4G.DE
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.L | EL4G.DE | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WSML.L | EL4G.DE | Difference | |
|---|---|---|---|
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.
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Drawdown Indicators
| WSML.L | EL4G.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.41% | -2.06% | +1.65% |
Average DrawdownAverage peak-to-trough decline | -8.80% | -17.00% | +8.20% |
Ulcer IndexDepth 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.
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Volatility by Period
| WSML.L | EL4G.DE | Difference | |
|---|---|---|---|
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%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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