WSML.L vs. SASU.L
WSML.L (iShares MSCI World Small Cap UCITS ETF USD (Acc)) and SASU.L (iShares MSCI USA Screened UCITS ETF USD (Acc)) are both exchange-traded funds - WSML.L is a Global Equities fund tracking the MSCI World Small Cap Index, while SASU.L is a Large Cap Blend Equities fund tracking the MSCI USA Screened Index. Both are passively managed. Over the past 5 years, WSML.L returned 7.83%/yr vs 13.16%/yr for SASU.L. Their correlation of 0.83 suggests significant overlap in exposure. WSML.L charges 0.35%/yr vs 0.07%/yr for SASU.L.
Performance
WSML.L vs. SASU.L - Performance Comparison
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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*
- —
WSML.L vs. SASU.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) | 14.65% | 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
WSML.L
SASU.L
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.L | SASU.L | Difference | |
|---|---|---|---|
| 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 |
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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.L | SASU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.61% | -0.69% | -0.92% |
Average DrawdownAverage peak-to-trough decline | -8.67% | -5.40% | -3.27% |
Ulcer IndexDepth 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.L | SASU.L | Difference | |
|---|---|---|---|
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.
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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