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WSML.L vs. ZPRS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WSML.L vs. ZPRS.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 SPDR MSCI World Small Cap UCITS ETF (ZPRS.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

WSML.L is traded in USD, while ZPRS.DE is traded in EUR. To make them comparable, the ZPRS.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 ZPRS.DE's 12.79% 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*

ZPRS.DE

1D
-0.51%
1M
3.70%
YTD
12.79%
6M
15.42%
1Y
32.19%
3Y*
17.67%
5Y*
6.76%
10Y*
10.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WSML.L vs. ZPRS.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%
ZPRS.DE
SPDR MSCI World Small Cap UCITS ETF
12.79%21.21%7.28%16.12%-18.62%15.24%15.70%27.46%-14.47%

Correlation

The correlation between WSML.L and ZPRS.DE is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.92

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

0.92

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

0.93

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

0.92

The correlation between WSML.L and ZPRS.DE has been stable across timeframes, ranging from 0.92 to 0.93 - a consistent structural relationship.

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Return for Risk

WSML.L vs. ZPRS.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

ZPRS.DE
ZPRS.DE Risk / Return Rank: 6969
Overall Rank
ZPRS.DE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
ZPRS.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
ZPRS.DE Omega Ratio Rank: 6060
Omega Ratio Rank
ZPRS.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
ZPRS.DE Martin Ratio Rank: 7878
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. ZPRS.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 SPDR MSCI World Small Cap UCITS ETF (ZPRS.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.LZPRS.DEDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

+0.10

Omega ratioGain probability vs. loss probability

1.38

1.37

+0.01

Calmar ratioReturn relative to maximum drawdown

3.57

3.51

+0.05

Martin ratioReturn relative to average drawdown

13.00

12.73

+0.27

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

The current WSML.L Sharpe Ratio is 2.19, which is comparable to the ZPRS.DE Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of WSML.L and ZPRS.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.


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Sharpe Ratios by Period


WSML.LZPRS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.19

2.18

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

0.37

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.50

-0.04

Drawdowns

WSML.L vs. ZPRS.DE - Drawdown Comparison

The maximum WSML.L drawdown since its inception was -41.14%, roughly equal to the maximum ZPRS.DE drawdown of -40.97%. Use the drawdown chart below to compare losses from any high point for WSML.L and ZPRS.DE.


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Drawdown Indicators


WSML.LZPRS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-41.14%

-40.97%

-0.17%

Max Drawdown (1Y)

Largest decline over 1 year

-9.03%

-9.12%

+0.09%

Max Drawdown (3Y)

Largest decline over 3 years

-20.10%

-21.32%

+1.22%

Max Drawdown (5Y)

Largest decline over 5 years

-30.50%

-30.69%

+0.19%

Max Drawdown (10Y)

Largest decline over 10 years

-40.97%

Current Drawdown

Current decline from peak

-0.41%

-0.51%

+0.10%

Average Drawdown

Average peak-to-trough decline

-8.80%

-7.39%

-1.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.48%

2.52%

-0.04%

Volatility

WSML.L vs. ZPRS.DE - Volatility Comparison

iShares MSCI World Small Cap UCITS ETF USD (Acc) (WSML.L) and SPDR MSCI World Small Cap UCITS ETF (ZPRS.DE) have volatilities of 4.42% and 4.43%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WSML.LZPRS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.42%

4.43%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

11.23%

10.65%

+0.58%

Volatility (1Y)

Calculated over the trailing 1-year period

14.75%

14.69%

+0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.48%

18.27%

+0.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.60%

18.33%

+1.27%

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

WSML.L has a 0.35% expense ratio, which is lower than ZPRS.DE's 0.45% expense ratio.


Dividends

WSML.L vs. ZPRS.DE - Dividend Comparison

Neither WSML.L nor ZPRS.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.92, WSML.L and ZPRS.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, WSML.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WSML.L is cheaper with a 0.35% expense ratio, compared with 0.45% for ZPRS.DE.

WSML.L tracks MSCI World Small Cap Index, while ZPRS.DE tracks MSCI World Small Cap. They also come from different issuers: iShares and State Street. Their fees differ too: 0.35% for WSML.L and 0.45% for ZPRS.DE.

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