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WSML.L vs. SASU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WSML.L vs. SASU.L - 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 iShares MSCI USA Screened UCITS ETF USD (Acc) (SASU.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WSML.L achieves a 14.65% return, which is significantly higher than SASU.L's 9.97% return.


WSML.L

1D
0.19%
1M
-0.86%
6M
8.10%
YTD
14.65%
1Y
28.20%
3Y*
15.82%
5Y*
7.83%
10Y*

SASU.L

1D
0.00%
1M
0.45%
6M
9.06%
YTD
9.97%
1Y
23.20%
3Y*
20.83%
5Y*
13.16%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WSML.L vs. SASU.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
WSML.L
iShares MSCI World Small Cap UCITS ETF USD (Acc)
14.65%19.95%7.38%17.11%-18.62%15.23%16.50%24.35%-11.41%
SASU.L
iShares MSCI USA Screened UCITS ETF USD (Acc)
9.97%17.83%26.90%30.69%-21.34%28.26%22.00%31.02%-8.81%

Correlation

The correlation between WSML.L and SASU.L is 0.79, 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

0.79

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

0.78

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

0.83

Correlation (All Time)
Calculated using the full available price history since Oct 19, 2018

0.83

The correlation between WSML.L and SASU.L has been stable across timeframes, ranging from 0.78 to 0.83 - a consistent structural relationship.

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Return for Risk

WSML.L vs. SASU.L — 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: 7575
Overall Rank
WSML.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
WSML.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
WSML.L Omega Ratio Rank: 7070
Omega Ratio Rank
WSML.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
WSML.L Martin Ratio Rank: 7676
Martin Ratio Rank

SASU.L
SASU.L Risk / Return Rank: 6767
Overall Rank
SASU.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
SASU.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
SASU.L Omega Ratio Rank: 6666
Omega Ratio Rank
SASU.L Calmar Ratio Rank: 6161
Calmar Ratio Rank
SASU.L Martin Ratio Rank: 6868
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. SASU.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 MSCI USA Screened UCITS ETF USD (Acc) (SASU.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.LSASU.LDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

+0.19

Omega ratioGain probability vs. loss probability

1.33

1.32

+0.01

Calmar ratioReturn relative to maximum drawdown

3.10

2.42

+0.68

Martin ratioReturn relative to average drawdown

11.20

9.65

+1.56

WSML.L vs. SASU.L - Sharpe Ratio Comparison

The current WSML.L Sharpe Ratio is 1.86, which is comparable to the SASU.L Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of WSML.L and SASU.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

WSML.L vs. SASU.L - Drawdown Comparison

The maximum WSML.L drawdown since its inception was -41.14%, which is greater than SASU.L's maximum drawdown of -34.07%. Use the drawdown chart below to compare losses from any high point for WSML.L and SASU.L.


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Drawdown Indicators


WSML.LSASU.LDifference

Max Drawdown

Largest peak-to-trough decline

-41.14%

-34.07%

-7.07%

Max Drawdown (1Y)

Largest decline over 1 year

-9.05%

-9.53%

+0.48%

Max Drawdown (3Y)

Largest decline over 3 years

-20.10%

-19.83%

-0.27%

Max Drawdown (5Y)

Largest decline over 5 years

-30.50%

-26.24%

-4.26%

Current Drawdown

Current decline from peak

-1.61%

-0.69%

-0.92%

Average Drawdown

Average peak-to-trough decline

-8.67%

-5.40%

-3.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

2.40%

+0.11%

Volatility

WSML.L vs. SASU.L - Volatility Comparison

iShares MSCI World Small Cap UCITS ETF USD (Acc) (WSML.L) has a higher volatility of 4.08% compared to iShares MSCI USA Screened UCITS ETF USD (Acc) (SASU.L) at 3.04%. This indicates that WSML.L's price experiences larger fluctuations and is considered to be riskier than SASU.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.LSASU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.08%

3.04%

+1.04%

Volatility (6M)

Calculated over the trailing 6-month period

11.94%

10.09%

+1.85%

Volatility (1Y)

Calculated over the trailing 1-year period

15.17%

13.09%

+2.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.55%

17.03%

+1.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.52%

18.39%

+1.13%

WSML.L vs. SASU.L - Expense Ratio Comparison

WSML.L has a 0.35% expense ratio, which is higher than SASU.L's 0.07% expense ratio.


Dividends

WSML.L vs. SASU.L - Dividend Comparison

Neither WSML.L nor SASU.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


WSML.L and SASU.L have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SASU.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SASU.L is cheaper with a 0.07% expense ratio, compared with 0.35% for WSML.L.

WSML.L is categorized as Global Equities, while SASU.L is Large Cap Blend Equities. WSML.L tracks MSCI World Small Cap Index, while SASU.L tracks MSCI USA Screened Index. Their fees differ too: 0.35% for WSML.L and 0.07% for SASU.L.

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