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ISIN
IE00BCBJG560
Inception Date
Nov 25, 2013
Region
Global (Developed Markets)
Leveraged
1x (No leverage)
Index Tracked
MSCI World Small Cap Index
Domicile
Ireland
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Blend

Highlights

Avg. Volume (1M)
6K
Avg. Volume Value (1M)
$851.82K

Share Price Chart


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Performance

WDSC.L Performance Chart

State Street SPDR MSCI World Small Cap UCITS ETF (Acc) (WDSC.L) is up 11.8% since the beginning of the year. WDSC.L is currently trading at $144 per share. Investors who bought $1,000 worth of WDSC.L shares 5 years ago would now be looking at an investment worth $1,383.


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Benchmark

Compare this symbol against anything

Returns By Period

State Street SPDR MSCI World Small Cap UCITS ETF (Acc) (WDSC.L) has returned 11.81% so far this year and 22.37% over the past 12 months. Over the last ten years, WDSC.L has returned 9.63% per year, falling short of the S&P 500 Index benchmark, which averaged 13.08% annually.


State Street SPDR MSCI World Small Cap UCITS ETF (Acc)

1D
-0.99%
1M
-2.65%
6M
4.90%
YTD
11.81%
1Y
22.37%
3Y*
14.32%
5Y*
6.70%
10Y*
9.63%
ALL TIME*
8.61%

Benchmark (S&P 500 Index)

1D
0.21%
1M
1.02%
6M
6.45%
YTD
8.52%
1Y
16.26%
3Y*
17.48%
5Y*
10.95%
10Y*
13.08%
ALL TIME*
8.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WDSC.L Monthly Returns History

Based on dividend-adjusted daily data since Nov 25, 2013, WDSC.L's average daily return is +0.04%, while the average monthly return is +0.80%. At this rate, an investment would double in approximately 7.2 years.

Historically, 62% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +14.4%, while the worst month was Mar 2020 at -18.6%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 4 months.

On a daily basis, WDSC.L closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +9.7%, while the worst single day was Mar 12, 2020 at -11.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.83%3.70%-8.33%9.64%4.21%1.42%-3.17%11.81%
20253.95%-4.45%-3.63%0.22%6.28%4.43%1.70%4.56%1.43%0.55%2.31%1.58%20.00%
2024-2.53%2.37%4.01%-4.79%3.56%-1.29%6.63%-0.14%2.75%-2.70%6.11%-5.75%7.53%
20238.74%-0.85%-3.09%-0.13%-3.49%6.92%4.98%-3.44%-5.12%-6.72%9.36%10.21%16.42%
2022-8.11%1.81%1.12%-7.08%-1.84%-9.73%8.57%-2.83%-8.92%6.66%4.04%-1.84%-18.49%
20212.70%4.02%1.79%4.20%0.67%-0.10%-0.34%2.21%-2.33%2.93%-4.62%3.06%14.70%

Benchmark Metrics

State Street SPDR MSCI World Small Cap UCITS ETF (Acc) has an annualized alpha of 2.59%, beta of 0.58, and R2 of 0.32 versus S&P 500 Index. Calculated based on daily prices since November 25, 2013.

  • This ETF participated in 104.55% of S&P 500 Index downside but only 92.63% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.58 may look defensive, but with R2 of 0.32 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.32 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
2.59%
Beta
0.58
0.32
Upside Capture
92.63%
Downside Capture
104.55%

Expense Ratio

WDSC.L has an expense ratio of 0.45%, placing it in the medium range.


Return for Risk

Risk / Return Rank

WDSC.L ranks 66 for risk / return — better than 66% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


WDSC.L Risk / Return Rank: 6666
Overall Rank
WDSC.L Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
WDSC.L Sortino Ratio Rank: 6868
Sortino Ratio Rank
WDSC.L Omega Ratio Rank: 5959
Omega Ratio Rank
WDSC.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
WDSC.L Martin Ratio Rank: 7171
Martin Ratio Rank
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.

Risk / Return Metrics

The table below present risk-adjusted performance metrics for State Street SPDR MSCI World Small Cap UCITS ETF (Acc) (WDSC.L) and compare them to S&P 500 Index.

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.


WDSC.LBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.17

Sortino ratioReturn per unit of downside risk

+0.39

Omega ratioGain probability vs. loss probability

1.26

1.23

+0.02

Calmar ratioReturn relative to maximum drawdown

2.44

1.80

+0.64

Martin ratioReturn relative to average drawdown

8.74

7.70

+1.04

Dividends

Dividend History


State Street SPDR MSCI World Small Cap UCITS ETF (Acc) doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the State Street SPDR MSCI World Small Cap UCITS ETF (Acc). A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the State Street SPDR MSCI World Small Cap UCITS ETF (Acc) was 41.19%, occurring on Mar 23, 2020. Recovery took 160 trading sessions.

The current State Street SPDR MSCI World Small Cap UCITS ETF (Acc) drawdown is 3.73%.


Drawdown

Fall

Recovery

Underwater

Related event

-41.19%Mar 2020
2mo 3d7mo 21d
9mo 24dJan 2020 - Nov 2020
COVID crash2020
-30.50%Sep 2022
10mo 24d2y 1mo
2y 12moNov 2021 - Nov 2024
Bear market2022
-22.29%Dec 2018
3mo 26d11mo 24d
1y 3moAug 2018 - Dec 2019
Rate-hike selloffLate 2018
-21.96%Feb 2016
7mo 23d6mo 6d
1y 1moJun 2015 - Aug 2016
-20.33%Apr 2025
4mo 5d2mo 19d
6mo 24dDec 2024 - Jun 2025
2025 selloff2025

Drawdown Indicators


WDSC.LBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-41.19%

-56.78%

+15.59%

Max Drawdown (1Y)

Largest decline over 1 year

-9.39%

-9.10%

-0.29%

Max Drawdown (3Y)

Largest decline over 3 years

-20.33%

-18.90%

-1.43%

Max Drawdown (5Y)

Largest decline over 5 years

-30.50%

-25.43%

-5.07%

Max Drawdown (10Y)

Largest decline over 10 years

-41.19%

-33.92%

-7.27%

Current Drawdown

Current decline from peak

-3.73%

-2.38%

-1.35%

Average Drawdown

Average peak-to-trough decline

-7.09%

-10.70%

+3.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.62%

2.12%

+0.50%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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