LGOV vs WSML

Comparison between FIRST TRUST LONG DURATION OPPORTUNITIES ETF (LGOV, ETF) and ISHARES MSCI WORLD SMALL-CAP ETF (WSML, ETF).

5-Year PerformanceWSML has outperformed LGOV, delivering a return of +733.2% compared to -2.0%

LGOV vs WSML - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	LGOV(ETF)	WSML(ETF)
Net Assets	$664M	$663M
Expense Ratio	0.49%	0.30%
Max Drawdown	37.47%	99.98%
Sharpe Ratio	0.26	1.71
5Y Beta	0.02	0.89
5Y Dividends CAGR	-1.51%	N/A

Net Assets

Winner

LGOV

$664M

WSML

$663M

Expense Ratio

LGOV

0.49%

Winner

WSML

0.30%

Max Drawdown

Winner

LGOV

37.47%

WSML

99.98%

Sharpe Ratio

LGOV

0.26

Winner

WSML

1.71

5Y Beta

Winner

LGOV

0.02

WSML

0.89

5Y Dividends CAGR

LGOV

-1.51%

WSML

N/A

LGOV vs WSML - Historical Returns

Returns include dividend reinvestment.

Period	LGOV	WSML
1 month	+1.79%	+4.61%
3 months	+0.02%	+13.07%
6 months	-0.28%	+15.62%
1 year	+5.42%	+33.05%
5 years(CAGR)	-1.97%	+733.20%
10 years(CAGR)	N/A	+165.13%
Max(CAGR)	+1.26%	+57.07%

LGOV

+1.79%

Winner

WSML

+4.61%

LGOV

+0.02%

Winner

WSML

+13.07%

LGOV

-0.28%

Winner

WSML

+15.62%

LGOV

+5.42%

Winner

WSML

+33.05%

5Y(CAGR)

LGOV

-1.97%

Winner

WSML

+733.20%

10Y(CAGR)

LGOV

N/A

WSML

+165.13%

Max(CAGR)

LGOV

+1.26%

Winner

WSML

+57.07%

LGOV vs WSML - Annual Returns (2013 - 2026)

Returns include dividend reinvestment.

Year	LGOV	WSML
2026	+0.24%	+14.53%
2025	+9.08%	+29.11%
2024	-1.38%	N/A
2023	+3.91%	N/A
2022	-18.69%	+0.00%
2021	-2.09%	+800.00%
2020	+11.10%	+0.00%
2019	+11.54%	+0.00%
2018	N/A	-90.91%
2017	N/A	-47.62%
2016	N/A	-22.22%
2015	N/A	+35.00%
2014	N/A	-60.00%
2013	N/A	-94.12%

LGOV vs WSML Drawdown Comparison

The maximum drawdown for LGOV was -30.86%, occurring on Oct 19, 2023. This drawdown has not yet recovered.

The maximum drawdown for WSML was -99.98%, occurring on Dec 26, 2018. Recovery took 469 trading sessions.

The current LGOV drawdown is -14.71%. The current WSML drawdown is -0.37%.

Rank	LGOV	WSML
#1	-30.86% Mar 9, 2020 - Oct 19, 2023	-99.98% May 29, 2018 - Apr 3, 2025
#2	-4.68% Sep 4, 2019 - Jan 30, 2020	-98.95% Jan 31, 2013 - Apr 2, 2018
#3	-1.68% Mar 28, 2019 - May 13, 2019	-75.56% Apr 9, 2018 - May 29, 2018
#4	-1.49% Jul 3, 2019 - Aug 1, 2019	-10.70% Feb 26, 2026 - Apr 17, 2026
#5	-1.15% Feb 26, 2019 - Mar 8, 2019	-8.00% Apr 3, 2025 - Apr 17, 2025
#6	-0.99% Jan 31, 2020 - Feb 18, 2020	-6.46% Oct 27, 2025 - Nov 28, 2025
#7	-0.83% Aug 15, 2019 - Aug 27, 2019	-3.68% Jul 23, 2025 - Aug 13, 2025
#8	-0.65% Jun 3, 2019 - Jun 18, 2019	-3.48% Oct 6, 2025 - Oct 24, 2025
#9	-0.44% Feb 8, 2019 - Feb 19, 2019	-3.47% May 6, 2026 - May 26, 2026
#10	-0.43% Feb 1, 2019 - Feb 7, 2019	-3.13% May 28, 2026 - Jun 12, 2026
#11	-0.39% Feb 20, 2019 - Feb 26, 2019	-2.50% Apr 17, 2026 - May 5, 2026
#12	-0.33% May 17, 2019 - May 23, 2019	-2.45% Dec 11, 2025 - Jan 5, 2026
#13	-0.31% Jun 28, 2019 - Jul 2, 2019	-2.13% Sep 18, 2025 - Oct 3, 2025
#14	-0.24% Aug 28, 2019 - Sep 3, 2019	-1.99% May 16, 2025 - Jun 3, 2025
#15	-0.24% Aug 8, 2019 - Aug 12, 2019	-1.95% Jul 10, 2025 - Jul 22, 2025

Correlation

Correlation between LGOV and WSML is -0.69 which considered as a moderate negative correlation - the stocks show some tendency to move in opposite directions.

-0.69

-101