DFSV vs. USSC.L
Compare and contrast key facts about Dimensional US Small Cap Value ETF (DFSV) and SPDR MSCI USA Small Cap Value Weighted UCITS ETF (USSC.L).
DFSV and USSC.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DFSV is an actively managed fund by Dimensional. It was launched on Feb 23, 2022. USSC.L is a passively managed fund by State Street that tracks the performance of the Russell 2000 TR USD. It was launched on Feb 18, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFSV or USSC.L.
Key characteristics
| DFSV | USSC.L | |
|---|---|---|
| YTD Return | 13.65% | 15.53% |
| 1Y Return | 36.62% | 39.65% |
| Sharpe Ratio | 1.65 | 2.00 |
| Sortino Ratio | 2.47 | 2.98 |
| Omega Ratio | 1.30 | 1.37 |
| Calmar Ratio | 2.64 | 3.23 |
| Martin Ratio | 8.76 | 11.16 |
| Ulcer Index | 3.97% | 3.71% |
| Daily Std Dev | 21.14% | 20.63% |
| Max Drawdown | -17.96% | -48.99% |
| Current Drawdown | -1.12% | -0.13% |
Correlation
The correlation between DFSV and USSC.L is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
DFSV vs. USSC.L - Performance Comparison
In the year-to-date period, DFSV achieves a 13.65% return, which is significantly lower than USSC.L's 15.53% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DFSV vs. USSC.L - Expense Ratio Comparison
DFSV has a 0.31% expense ratio, which is higher than USSC.L's 0.30% expense ratio.
Risk-Adjusted Performance
DFSV vs. USSC.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional US Small Cap Value ETF (DFSV) and SPDR MSCI USA Small Cap Value Weighted UCITS ETF (USSC.L). 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.
Dividends
DFSV vs. USSC.L - Dividend Comparison
DFSV's dividend yield for the trailing twelve months is around 1.17%, while USSC.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | |
|---|---|---|---|
DFSV Dimensional US Small Cap Value ETF | 1.17% | 1.29% | 0.90% |
USSC.L SPDR MSCI USA Small Cap Value Weighted UCITS ETF | 0.00% | 0.00% | 0.00% |
Drawdowns
DFSV vs. USSC.L - Drawdown Comparison
The maximum DFSV drawdown since its inception was -17.96%, smaller than the maximum USSC.L drawdown of -48.99%. Use the drawdown chart below to compare losses from any high point for DFSV and USSC.L. For additional features, visit the drawdowns tool.
Volatility
DFSV vs. USSC.L - Volatility Comparison
Dimensional US Small Cap Value ETF (DFSV) has a higher volatility of 8.12% compared to SPDR MSCI USA Small Cap Value Weighted UCITS ETF (USSC.L) at 6.29%. This indicates that DFSV's price experiences larger fluctuations and is considered to be riskier than USSC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.