ISP6.L vs. USSC.L
Compare and contrast key facts about iShares S&P SmallCap 600 UCITS ETF (ISP6.L) and SPDR MSCI USA Small Cap Value Weighted UCITS ETF (USSC.L).
ISP6.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. ISP6.L is a passively managed fund by iShares that tracks the performance of the Russell 2000 TR USD. It was launched on May 9, 2008. 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 ISP6.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: ISP6.L or USSC.L.
Performance
ISP6.L vs. USSC.L - Performance Comparison
Returns By Period
In the year-to-date period, ISP6.L achieves a 11.93% return, which is significantly lower than USSC.L's 13.14% return.
ISP6.L
11.93%
4.84%
11.01%
26.17%
9.95%
11.44%
USSC.L
13.14%
1.99%
11.59%
32.15%
13.91%
N/A
Key characteristics
| ISP6.L | USSC.L | |
|---|---|---|
| Sharpe Ratio | 1.37 | 1.53 |
| Sortino Ratio | 2.21 | 2.34 |
| Omega Ratio | 1.27 | 1.29 |
| Calmar Ratio | 1.73 | 3.38 |
| Martin Ratio | 6.46 | 8.25 |
| Ulcer Index | 3.88% | 3.71% |
| Daily Std Dev | 18.38% | 20.10% |
| Max Drawdown | -39.08% | -48.99% |
| Current Drawdown | -2.61% | -3.59% |
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ISP6.L vs. USSC.L - Expense Ratio Comparison
ISP6.L has a 0.40% expense ratio, which is higher than USSC.L's 0.30% expense ratio.
Correlation
The correlation between ISP6.L and USSC.L is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
ISP6.L vs. USSC.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P SmallCap 600 UCITS ETF (ISP6.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
ISP6.L vs. USSC.L - Dividend Comparison
ISP6.L's dividend yield for the trailing twelve months is around 1.12%, while USSC.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ISP6.L iShares S&P SmallCap 600 UCITS ETF | 1.12% | 1.08% | 1.00% | 0.65% | 0.94% | 0.97% | 0.96% | 0.78% | 0.77% | 0.53% | 0.71% | 0.71% |
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
ISP6.L vs. USSC.L - Drawdown Comparison
The maximum ISP6.L drawdown since its inception was -39.08%, smaller than the maximum USSC.L drawdown of -48.99%. Use the drawdown chart below to compare losses from any high point for ISP6.L and USSC.L. For additional features, visit the drawdowns tool.
Volatility
ISP6.L vs. USSC.L - Volatility Comparison
iShares S&P SmallCap 600 UCITS ETF (ISP6.L) has a higher volatility of 7.33% compared to SPDR MSCI USA Small Cap Value Weighted UCITS ETF (USSC.L) at 6.64%. This indicates that ISP6.L'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.