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WSML vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WSML vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI World Small-Cap ETF (WSML) and iShares Bitcoin Trust ETF (IBIT). 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 achieves a 16.08% return, which is significantly higher than IBIT's -31.16% return.


WSML

1D
0.17%
1M
1.26%
YTD
16.08%
6M
14.77%
1Y
29.90%
3Y*
5Y*
10Y*

IBIT

1D
0.97%
1M
-17.90%
YTD
-31.16%
6M
-30.78%
1Y
-43.71%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WSML vs. IBIT - Yearly Performance Comparison


2026 (YTD)2025
WSML
iShares MSCI World Small-Cap ETF
16.08%29.10%
IBIT
iShares Bitcoin Trust ETF
-31.16%0.49%

Correlation

The correlation between WSML and IBIT is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.46

Correlation (All Time)
Calculated using the full available price history since Apr 3, 2025

0.45

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Return for Risk

WSML vs. IBIT — Risk / Return Rank

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

WSML
WSML Risk / Return Rank: 7070
Overall Rank
WSML Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
WSML Sortino Ratio Rank: 7272
Sortino Ratio Rank
WSML Omega Ratio Rank: 6868
Omega Ratio Rank
WSML Calmar Ratio Rank: 6666
Calmar Ratio Rank
WSML Martin Ratio Rank: 7272
Martin Ratio Rank

IBIT
IBIT Risk / Return Rank: 22
Overall Rank
IBIT Sharpe Ratio Rank: 22
Sharpe Ratio Rank
IBIT Sortino Ratio Rank: 22
Sortino Ratio Rank
IBIT Omega Ratio Rank: 22
Omega Ratio Rank
IBIT Calmar Ratio Rank: 22
Calmar Ratio Rank
IBIT Martin Ratio Rank: 22
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 vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Small-Cap ETF (WSML) and iShares Bitcoin Trust ETF (IBIT). 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.


WSMLIBITDifference
Sharpe ratioReturn per unit of total volatility

+2.93

Sortino ratioReturn per unit of downside risk

+4.19

Omega ratioGain probability vs. loss probability

1.34

0.84

+0.50

Calmar ratioReturn relative to maximum drawdown

2.81

-0.83

+3.63

Martin ratioReturn relative to average drawdown

11.21

-1.40

+12.61

WSML vs. IBIT - Sharpe Ratio Comparison

The current WSML Sharpe Ratio is 1.94, which is higher than the IBIT Sharpe Ratio of -0.99. The chart below compares the historical Sharpe Ratios of WSML and IBIT, 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 vs. IBIT - Drawdown Comparison

The maximum WSML drawdown since its inception was -10.70%, smaller than the maximum IBIT drawdown of -52.98%. Use the drawdown chart below to compare losses from any high point for WSML and IBIT.


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Drawdown Indicators


WSMLIBITDifference

Max Drawdown

Largest peak-to-trough decline

-10.70%

-52.98%

+42.28%

Max Drawdown (1Y)

Largest decline over 1 year

-10.70%

-52.98%

+42.28%

Current Drawdown

Current decline from peak

0.00%

-52.05%

+52.05%

Average Drawdown

Average peak-to-trough decline

-1.45%

-17.08%

+15.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.67%

31.29%

-28.62%

Volatility

WSML vs. IBIT - Volatility Comparison

The current volatility for iShares MSCI World Small-Cap ETF (WSML) is 5.10%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 13.70%. This indicates that WSML experiences smaller price fluctuations and is considered to be less risky than IBIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WSMLIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.10%

13.70%

-8.60%

Volatility (6M)

Calculated over the trailing 6-month period

12.22%

34.64%

-22.42%

Volatility (1Y)

Calculated over the trailing 1-year period

15.52%

44.47%

-28.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.82%

50.14%

-32.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.82%

50.14%

-32.32%

Dividends

WSML vs. IBIT - Dividend Comparison

WSML's dividend yield for the trailing twelve months is around 2.78%, while IBIT has not paid dividends to shareholders.


PositionTTM2025
IBIT
iShares Bitcoin Trust ETF
0.00%0.00%
WSML
iShares MSCI World Small-Cap ETF
2.78%2.53%

Frequently Asked Questions


WSML and IBIT have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBIT has higher volatility (13.70%) compared to WSML (5.10%). In terms of maximum drawdown, WSML dropped -10.70% vs IBIT's -52.98%.

On 1-year performance, WSML leads with 29.90% vs -43.71% for IBIT. On volatility, WSML has been the lower-risk option at 5.10%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, WSML has performed better with a 29.90% return vs -43.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

WSML has the higher dividend yield at 2.78%, compared with 0.00% for IBIT.

WSML is categorized as Global Equities, while IBIT is Cryptocurrency. WSML tracks MSCI World Small Cap Index, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant.

WSML currently has the higher Sharpe Ratio (1.94 vs -0.99), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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