R2SC.L vs. USSC.L
Compare and contrast key facts about SPDR Russell 2000 US Small Cap UCITS ETF (R2SC.L) and SPDR MSCI USA Small Cap Value Weighted UCITS ETF (USSC.L).
R2SC.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. R2SC.L is a passively managed fund by State Street Global Advisors Ltd that tracks the performance of the Russell 2000 TR USD. It was launched on Jun 30, 2014. 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 R2SC.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: R2SC.L or USSC.L.
Key characteristics
| R2SC.L | USSC.L | |
|---|---|---|
| YTD Return | 17.78% | 16.12% |
| 1Y Return | 37.04% | 40.84% |
| 3Y Return (Ann) | 2.67% | 7.47% |
| 5Y Return (Ann) | 9.83% | 14.58% |
| Sharpe Ratio | 0.96 | 1.69 |
| Sortino Ratio | 1.56 | 2.53 |
| Omega Ratio | 1.30 | 1.31 |
| Calmar Ratio | 1.63 | 3.59 |
| Martin Ratio | 3.52 | 9.16 |
| Ulcer Index | 9.29% | 3.71% |
| Daily Std Dev | 34.06% | 20.67% |
| Max Drawdown | -35.03% | -48.99% |
| Current Drawdown | -0.16% | -1.05% |
Correlation
The correlation between R2SC.L and USSC.L is 0.90, 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.
Performance
R2SC.L vs. USSC.L - Performance Comparison
In the year-to-date period, R2SC.L achieves a 17.78% return, which is significantly higher than USSC.L's 16.12% 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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R2SC.L vs. USSC.L - Expense Ratio Comparison
Both R2SC.L and USSC.L have an expense ratio of 0.30%.
Risk-Adjusted Performance
R2SC.L vs. USSC.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Russell 2000 US Small Cap UCITS ETF (R2SC.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
R2SC.L vs. USSC.L - Dividend Comparison
Neither R2SC.L nor USSC.L has paid dividends to shareholders.
Drawdowns
R2SC.L vs. USSC.L - Drawdown Comparison
The maximum R2SC.L drawdown since its inception was -35.03%, smaller than the maximum USSC.L drawdown of -48.99%. Use the drawdown chart below to compare losses from any high point for R2SC.L and USSC.L. For additional features, visit the drawdowns tool.
Volatility
R2SC.L vs. USSC.L - Volatility Comparison
SPDR Russell 2000 US Small Cap UCITS ETF (R2SC.L) and SPDR MSCI USA Small Cap Value Weighted UCITS ETF (USSC.L) have volatilities of 6.60% and 6.43%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.