WSML vs. VXUS
WSML (iShares MSCI World Small-Cap ETF) and VXUS (Vanguard Total International Stock ETF) are both Global Equities funds - WSML tracks the MSCI World Small Cap Index while VXUS tracks the FTSE Global All Cap ex US Index. Both are passively managed. Over the past year, WSML returned 29.90% vs 26.83% for VXUS. Their correlation of 0.84 suggests significant overlap in exposure.
Performance
WSML vs. VXUS - Performance Comparison
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Returns By Period
In the year-to-date period, WSML achieves a 16.08% return, which is significantly higher than VXUS's 13.20% return.
WSML
- 1D
- 0.17%
- 1M
- 1.26%
- YTD
- 16.08%
- 6M
- 14.77%
- 1Y
- 29.90%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VXUS
- 1D
- 0.53%
- 1M
- -0.87%
- YTD
- 13.20%
- 6M
- 12.95%
- 1Y
- 26.83%
- 3Y*
- 18.41%
- 5Y*
- 8.62%
- 10Y*
- 9.85%
WSML vs. VXUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
WSML iShares MSCI World Small-Cap ETF | 16.08% | 29.10% |
VXUS Vanguard Total International Stock ETF | 13.20% | 24.54% |
Correlation
The correlation between WSML and VXUS is 0.85, 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 | 0.85 |
Correlation (All Time) Calculated using the full available price history since Apr 3, 2025 | 0.84 |
The correlation between WSML and VXUS has been stable across timeframes, ranging from 0.84 to 0.85 - a consistent structural relationship.
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Return for Risk
WSML vs. VXUS — Risk / Return Rank
WSML
VXUS
WSML vs. VXUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Small-Cap ETF (WSML) and Vanguard Total International Stock ETF (VXUS). 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 | VXUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.29 | ||
| Sortino ratioReturn per unit of downside risk | +0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.31 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.81 | 2.39 | +0.42 |
| Martin ratioReturn relative to average drawdown | 11.21 | 9.12 | +2.09 |
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Drawdowns
WSML vs. VXUS - Drawdown Comparison
The maximum WSML drawdown since its inception was -10.70%, smaller than the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for WSML and VXUS.
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Drawdown Indicators
| WSML | VXUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.70% | -35.97% | +25.27% |
Max Drawdown (1Y)Largest decline over 1 year | -10.70% | -11.27% | +0.57% |
Max Drawdown (3Y)Largest decline over 3 years | — | -13.58% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.44% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.97% | — |
Current DrawdownCurrent decline from peak | 0.00% | -2.45% | +2.45% |
Average DrawdownAverage peak-to-trough decline | -1.45% | -8.19% | +6.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 2.95% | -0.28% |
Volatility
WSML vs. VXUS - Volatility Comparison
The current volatility for iShares MSCI World Small-Cap ETF (WSML) is 5.10%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 6.89%. This indicates that WSML experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WSML | VXUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.10% | 6.89% | -1.79% |
Volatility (6M)Calculated over the trailing 6-month period | 12.22% | 14.47% | -2.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.52% | 16.33% | -0.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.82% | 16.28% | +1.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.82% | 16.99% | +0.83% |
Dividends
WSML vs. VXUS - Dividend Comparison
WSML's dividend yield for the trailing twelve months is around 2.78%, more than VXUS's 2.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VXUS Vanguard Total International Stock ETF | 2.58% | 3.18% | 3.37% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% |
WSML iShares MSCI World Small-Cap ETF | 2.78% | 2.53% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
WSML and VXUS have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VXUS has higher volatility (6.89%) compared to WSML (5.10%). In terms of maximum drawdown, WSML dropped -10.70% vs VXUS's -35.97%.
On 1-year performance, WSML leads with 29.90% vs 26.83% for VXUS. 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 26.83%. 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 2.58% for VXUS.
WSML tracks MSCI World Small Cap Index, while VXUS tracks FTSE Global All Cap ex US Index. They also come from different issuers: iShares and Vanguard.
WSML currently has the higher Sharpe Ratio (1.94 vs 1.65), 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.
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