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WSML vs. PJBF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

WSML vs. PJBF

Last updated Jul 21, 2026
Documentation

WSML (iShares MSCI World Small-Cap ETF) and PJBF (PGIM Jennison Better Future ETF) are both Global Equities funds. WSML is passively managed, while PJBF is actively managed.

Performance

WSML vs. PJBF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI World Small-Cap ETF (WSML) and PGIM Jennison Better Future ETF (PJBF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

WSML

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

PJBF

1D
0.00%
1M
—
6M
—
YTD
—
1Y
—
3Y*
—
5Y*
—
10Y*
—
ALL TIME*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

WSML vs. PJBF - Yearly Performance Comparison

2026 (YTD)
WSML
iShares MSCI World Small-Cap ETF		-0.81%
PJBF
PGIM Jennison Better Future ETF		0.00%

WSML vs. PJBF - Sectors Allocation Comparison

Sectors
WSML
PJBF

Industrials

19.2%
18.9%

Technology

16.5%
42.1%

Financial Services

14.3%
1.9%

Healthcare

10.7%
11.7%

Consumer Cyclical

10.0%
11.9%

Real Estate

7.7%

-

Basic Materials

7.3%

-

Energy

4.7%

-

Consumer Defensive

3.5%
2.2%

Utilities

2.9%
2.0%

Communication Services

2.6%
11.3%

Industrials

WSML
19.2%
PJBF
18.9%

Technology

WSML
16.5%
PJBF
42.1%

Financial Services

WSML
14.3%
PJBF
1.9%

Healthcare

WSML
10.7%
PJBF
11.7%

Consumer Cyclical

WSML
10.0%
PJBF
11.9%

Real Estate

WSML
7.7%
PJBF

-

Basic Materials

WSML
7.3%
PJBF

-

Energy

WSML
4.7%
PJBF

-

Consumer Defensive

WSML
3.5%
PJBF
2.2%

Utilities

WSML
2.9%
PJBF
2.0%

Communication Services

WSML
2.6%
PJBF
11.3%

Compare stocks, funds, or ETFs

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iShares MSCI World Small-Cap ETF

PGIM Jennison Better Future ETF

Often compared with WSML:
WSML vs. GRIDWSML vs. VOLTWSML vs. VTWSML vs. SLVWSML vs. ACWIWSML vs. AVGVWSML vs. IVV
Often compared with PJBF:
PJBF vs. SNPEPJBF vs. AADRPJBF vs. GABFPJBF vs. XAIX.DEPJBF vs. QLTYPJBF vs. BUFPPJBF vs. BDVL

Return for Risk

WSML vs. PJBF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
WSML
WSML Risk / Return Rank: 6565
Overall Rank
WSML Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
WSML Sortino Ratio Rank: 6767
Sortino Ratio Rank
WSML Omega Ratio Rank: 6262
Omega Ratio Rank
WSML Calmar Ratio Rank: 6262
Calmar Ratio Rank
WSML Martin Ratio Rank: 6969
Martin Ratio Rank
PJBF

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. PJBF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Small-Cap ETF (WSML) and PGIM Jennison Better Future ETF (PJBF). 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.

WSMLPJBFDifference
Sharpe ratioReturn per unit of total volatility
1.56

—

—

Sortino ratioReturn per unit of downside risk
2.28

—

—

Omega ratioGain probability vs. loss probability

1.28

—

—

Calmar ratioReturn relative to maximum drawdown

2.27

—

—

Martin ratioReturn relative to average drawdown

8.97

—

—

WSML vs. PJBF - Sharpe Ratio Comparison

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Drawdowns

WSML vs. PJBF - Drawdown Comparison

The maximum WSML drawdown since its inception was -10.70%, which is greater than PJBF's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for WSML and PJBF.

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Drawdown Indicators

WSMLPJBFDifference

Max Drawdown

Largest peak-to-trough decline

-10.70%

0.00%

-10.70%

Max Drawdown (1Y)

Largest decline over 1 year

-10.70%

—

—

Current Drawdown

Current decline from peak

-3.17%

0.00%

-3.17%

Average Drawdown

Average peak-to-trough decline

-1.45%

0.00%

-1.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

—

—

Volatility

WSML vs. PJBF - Volatility Comparison

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Volatility by Period

WSMLPJBFDifference

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%

0.00%

+15.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.62%

0.00%

+17.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.62%

0.00%

+17.62%

Dividends

WSML vs. PJBF - Dividend Comparison

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

PositionTTM2025
PJBF
PGIM Jennison Better Future ETF		0.00%0.00%
WSML
iShares MSCI World Small-Cap ETF		2.85%2.53%

Frequently Asked Questions

WSML has the higher dividend yield at 2.85%, compared with 0.00% for PJBF.

They also come from different issuers: iShares and PGIM.

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