IEUS vs. USSC.L
Compare and contrast key facts about iShares MSCI Europe Small-Cap ETF (IEUS) and SPDR MSCI USA Small Cap Value Weighted UCITS ETF (USSC.L).
IEUS 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. IEUS is a passively managed fund by iShares that tracks the performance of the MSCI Europe Small Cap Index. It was launched on Nov 12, 2007. 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 IEUS 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: IEUS or USSC.L.
Performance
IEUS vs. USSC.L - Performance Comparison
Returns By Period
In the year-to-date period, IEUS achieves a -0.69% return, which is significantly lower than USSC.L's 13.14% return.
IEUS
-0.69%
-7.36%
-6.35%
8.52%
3.42%
5.47%
USSC.L
13.14%
1.99%
11.59%
32.15%
13.91%
N/A
Key characteristics
| IEUS | USSC.L | |
|---|---|---|
| Sharpe Ratio | 0.64 | 1.53 |
| Sortino Ratio | 0.98 | 2.34 |
| Omega Ratio | 1.12 | 1.29 |
| Calmar Ratio | 0.39 | 3.38 |
| Martin Ratio | 3.02 | 8.25 |
| Ulcer Index | 3.49% | 3.71% |
| Daily Std Dev | 16.39% | 20.10% |
| Max Drawdown | -62.12% | -48.99% |
| Current Drawdown | -19.93% | -3.59% |
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IEUS vs. USSC.L - Expense Ratio Comparison
IEUS has a 0.40% expense ratio, which is higher than USSC.L's 0.30% expense ratio.
Correlation
The correlation between IEUS and USSC.L is 0.49, 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
IEUS vs. USSC.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Small-Cap ETF (IEUS) 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
IEUS vs. USSC.L - Dividend Comparison
IEUS's dividend yield for the trailing twelve months is around 3.30%, while USSC.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEUS iShares MSCI Europe Small-Cap ETF | 3.30% | 2.97% | 3.00% | 2.63% | 1.21% | 4.03% | 3.20% | 2.13% | 2.48% | 2.06% | 2.38% | 2.50% |
USSC.L SPDR MSCI USA Small Cap Value Weighted UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IEUS vs. USSC.L - Drawdown Comparison
The maximum IEUS drawdown since its inception was -62.12%, which is greater than USSC.L's maximum drawdown of -48.99%. Use the drawdown chart below to compare losses from any high point for IEUS and USSC.L. For additional features, visit the drawdowns tool.
Volatility
IEUS vs. USSC.L - Volatility Comparison
The current volatility for iShares MSCI Europe Small-Cap ETF (IEUS) is 5.03%, while SPDR MSCI USA Small Cap Value Weighted UCITS ETF (USSC.L) has a volatility of 6.64%. This indicates that IEUS 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.