EMSM.L vs. USSC.L
Compare and contrast key facts about SPDR MSCI Emerging Markets Small Cap UCITS ETF (EMSM.L) and SPDR MSCI USA Small Cap Value Weighted UCITS ETF (USSC.L).
EMSM.L 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. EMSM.L is a passively managed fund by State Street Global Advisors Europe Limited that tracks the performance of the MSCI Emerging Markets SMID NR USD. It was launched on May 13, 2011. 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. Both EMSM.L and USSC.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EMSM.L or USSC.L.
Performance
EMSM.L vs. USSC.L - Performance Comparison
Returns By Period
In the year-to-date period, EMSM.L achieves a 2.58% return, which is significantly lower than USSC.L's 13.27% return.
EMSM.L
2.58%
-4.00%
-4.90%
5.42%
9.23%
7.15%
USSC.L
13.27%
2.20%
11.10%
30.75%
14.07%
N/A
Key characteristics
| EMSM.L | USSC.L | |
|---|---|---|
| Sharpe Ratio | 0.43 | 1.50 |
| Sortino Ratio | 0.62 | 2.31 |
| Omega Ratio | 1.09 | 1.28 |
| Calmar Ratio | 0.53 | 3.31 |
| Martin Ratio | 1.71 | 8.08 |
| Ulcer Index | 2.89% | 3.71% |
| Daily Std Dev | 11.57% | 19.93% |
| Max Drawdown | -37.81% | -48.99% |
| Current Drawdown | -6.46% | -3.48% |
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EMSM.L vs. USSC.L - Expense Ratio Comparison
EMSM.L has a 0.55% expense ratio, which is higher than USSC.L's 0.30% expense ratio.
Correlation
The correlation between EMSM.L and USSC.L is 0.52, 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.
Risk-Adjusted Performance
EMSM.L vs. USSC.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Emerging Markets Small Cap UCITS ETF (EMSM.L) 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
EMSM.L vs. USSC.L - Dividend Comparison
Neither EMSM.L nor USSC.L has paid dividends to shareholders.
Drawdowns
EMSM.L vs. USSC.L - Drawdown Comparison
The maximum EMSM.L drawdown since its inception was -37.81%, smaller than the maximum USSC.L drawdown of -48.99%. Use the drawdown chart below to compare losses from any high point for EMSM.L and USSC.L. For additional features, visit the drawdowns tool.
Volatility
EMSM.L vs. USSC.L - Volatility Comparison
The current volatility for SPDR MSCI Emerging Markets Small Cap UCITS ETF (EMSM.L) is 4.07%, while SPDR MSCI USA Small Cap Value Weighted UCITS ETF (USSC.L) has a volatility of 6.64%. This indicates that EMSM.L experiences smaller price fluctuations and is considered to be less risky than USSC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.