WSML vs. LVWC.DE

Last updated Jul 21, 2026

WSML (iShares MSCI World Small-Cap ETF) and LVWC.DE (Amundi MSCI World 2x Leveraged UCITS ETF) are both exchange-traded funds - WSML is a Global Equities fund tracking the MSCI World Small Cap Index, while LVWC.DE is a Leveraged Equities fund tracking the MSCI World Leveraged 2x Daily Net Index. Both are passively managed. A 0.61 correlation means they provide meaningful diversification when combined.

Performance

WSML vs. LVWC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI World Small-Cap ETF (WSML) and Amundi MSCI World 2x Leveraged UCITS ETF (LVWC.DE). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

WSML is traded in USD, while LVWC.DE is traded in EUR. To make them comparable, the LVWC.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, WSML achieves a 13.15% return, which is significantly lower than LVWC.DE's 14.00% return.

WSML

• 1D: -0.58%
• 1M: -2.15%
• 6M: 6.46%
• YTD: 13.15%
• 1Y: 24.16%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 33.99%

LVWC.DE

• 1D: 0.03%
• 1M: -0.77%
• 6M: 13.49%
• YTD: 14.00%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

WSML vs. LVWC.DE - Yearly Performance Comparison

	2026 (YTD)	2025
WSML iShares MSCI World Small-Cap ETF	13.15%	1.68%
LVWC.DE Amundi MSCI World 2x Leveraged UCITS ETF	14.00%	3.95%

Correlation

The correlation between WSML and LVWC.DE is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 9, 2025	0.61

Return for Risk

WSML vs. LVWC.DE — Risk / Return Rank

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

WSML

WSML Risk / Return Rank: 65
WSML Sharpe Ratio Rank: 65
WSML Sortino Ratio Rank: 67
WSML Omega Ratio Rank: 62
WSML Calmar Ratio Rank: 62
WSML Martin Ratio Rank: 69

LVWC.DE

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. LVWC.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Small-Cap ETF (WSML) and Amundi MSCI World 2x Leveraged UCITS ETF (LVWC.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.

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	LVWC.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.56	—	—
Sortino ratio: Return per unit of downside risk	2.28	—	—
Omega ratio: Gain probability vs. loss probability	1.28	—	—
Calmar ratio: Return relative to maximum drawdown	2.27	—	—
Martin ratio: Return relative to average drawdown	8.97	—	—

Drawdowns

WSML vs. LVWC.DE - Drawdown Comparison

The maximum WSML drawdown since its inception was -10.70%, smaller than the maximum LVWC.DE drawdown of -16.68%. Use the drawdown chart below to compare losses from any high point for WSML and LVWC.DE.

Drawdown Indicators

	WSML	LVWC.DE	Difference
Max Drawdown Largest peak-to-trough decline	-10.70%	-16.68%	+5.98%
Max Drawdown (1Y) Largest decline over 1 year	-10.70%	—	—
Current Drawdown Current decline from peak	-3.17%	-3.23%	+0.06%
Average Drawdown Average peak-to-trough decline	-1.45%	-3.21%	+1.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.70%	—	—

Volatility

Volatility by Period

	WSML	LVWC.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.65%	—	—
Volatility (6M) Calculated over the trailing 6-month period	12.27%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	15.54%	25.05%	-9.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.62%	25.05%	-7.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.62%	25.05%	-7.43%

Dividends

WSML vs. LVWC.DE - Dividend Comparison

WSML's dividend yield for the trailing twelve months is around 2.85%, while LVWC.DE has not paid dividends to shareholders.

Position	TTM	2025
LVWC.DE Amundi MSCI World 2x Leveraged UCITS ETF	0.00%	0.00%
WSML iShares MSCI World Small-Cap ETF	2.85%	2.53%

Frequently Asked Questions

Can I hold both WSML and LVWC.DE in my portfolio?

WSML and LVWC.DE have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

What is the main difference between WSML and LVWC.DE?

WSML is categorized as Global Equities, while LVWC.DE is Leveraged Equities. WSML tracks MSCI World Small Cap Index, while LVWC.DE tracks MSCI World Leveraged 2x Daily Net Index. They also come from different issuers: iShares and Amundi.