WSML vs LGOV

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

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

WSML vs LGOV - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

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

Net Assets

WSML

$663M

Winner

LGOV

$664M

Expense Ratio

Winner

WSML

0.30%

LGOV

0.49%

Max Drawdown

WSML

99.98%

Winner

LGOV

37.47%

Sharpe Ratio

Winner

WSML

1.71

LGOV

0.26

5Y Beta

WSML

0.89

Winner

LGOV

0.02

5Y Dividends CAGR

WSML

N/A

LGOV

-1.51%

WSML vs LGOV - Historical Returns

Returns include dividend reinvestment.

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

Winner

WSML

+4.61%

LGOV

+1.79%

Winner

WSML

+13.07%

LGOV

+0.02%

Winner

WSML

+15.62%

LGOV

-0.28%

Winner

WSML

+33.05%

LGOV

+5.42%

5Y(CAGR)

Winner

WSML

+733.20%

LGOV

-1.97%

10Y(CAGR)

WSML

+165.13%

LGOV

N/A

Max(CAGR)

Winner

WSML

+57.07%

LGOV

+1.26%

WSML vs LGOV - Annual Returns (2013 - 2026)

Returns include dividend reinvestment.

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

WSML vs LGOV Drawdown Comparison

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

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

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

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

Correlation

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

-0.69

-101