R2SC.L vs. WSML.L
Compare and contrast key facts about SPDR Russell 2000 US Small Cap UCITS ETF (R2SC.L) and iShares MSCI World Small Cap UCITS ETF USD (Acc) (WSML.L).
R2SC.L and WSML.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 that tracks the performance of the Russell 2000 TR USD. It was launched on Jun 30, 2014. WSML.L is a passively managed fund by iShares that tracks the performance of the MSCI World Small Cap Index. It was launched on Mar 27, 2018. Both R2SC.L and WSML.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.
Performance
R2SC.L vs. WSML.L - Performance Comparison
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R2SC.L vs. WSML.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
R2SC.L SPDR Russell 2000 US Small Cap UCITS ETF | 0.46% | 4.66% | 11.86% | 12.18% | -11.55% | 15.87% | 15.73% | 20.67% | -2.46% |
WSML.L iShares MSCI World Small Cap UCITS ETF USD (Acc) | 2.01% | 11.40% | 9.28% | 11.21% | -8.94% | 16.32% | 13.07% | 19.62% | -3.91% |
Different Trading Currencies
R2SC.L is traded in GBP, while WSML.L is traded in USD. To make them comparable, the WSML.L values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, R2SC.L achieves a 0.46% return, which is significantly lower than WSML.L's 2.01% return.
R2SC.L
- 1D
- 0.31%
- 1M
- -4.98%
- YTD
- 0.46%
- 6M
- 3.93%
- 1Y
- 21.18%
- 3Y*
- 9.56%
- 5Y*
- 3.79%
- 10Y*
- 10.05%
WSML.L
- 1D
- 0.21%
- 1M
- -6.23%
- YTD
- 2.01%
- 6M
- 5.25%
- 1Y
- 21.52%
- 3Y*
- 10.39%
- 5Y*
- 6.10%
- 10Y*
- —
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R2SC.L vs. WSML.L - Expense Ratio Comparison
R2SC.L has a 0.30% expense ratio, which is lower than WSML.L's 0.35% expense ratio.
Return for Risk
R2SC.L vs. WSML.L — Risk / Return Rank
R2SC.L
WSML.L
R2SC.L vs. WSML.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Russell 2000 US Small Cap UCITS ETF (R2SC.L) and iShares MSCI World Small Cap UCITS ETF USD (Acc) (WSML.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.
| R2SC.L | WSML.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.05 | 1.42 | -0.37 |
Sortino ratioReturn per unit of downside risk | 1.49 | 1.91 | -0.42 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.27 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.59 | 1.97 | -0.38 |
Martin ratioReturn relative to average drawdown | 5.28 | 8.07 | -2.79 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| R2SC.L | WSML.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.05 | 1.42 | -0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.36 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.46 | +0.02 |
Correlation
The correlation between R2SC.L and WSML.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.
Dividends
R2SC.L vs. WSML.L - Dividend Comparison
Neither R2SC.L nor WSML.L has paid dividends to shareholders.
Drawdowns
R2SC.L vs. WSML.L - Drawdown Comparison
The maximum R2SC.L drawdown since its inception was -35.03%, roughly equal to the maximum WSML.L drawdown of -33.63%. Use the drawdown chart below to compare losses from any high point for R2SC.L and WSML.L.
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Drawdown Indicators
| R2SC.L | WSML.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.03% | -41.14% | +6.11% |
Max Drawdown (1Y)Largest decline over 1 year | -12.68% | -12.15% | -0.53% |
Max Drawdown (5Y)Largest decline over 5 years | -30.00% | -30.50% | +0.50% |
Max Drawdown (10Y)Largest decline over 10 years | -35.03% | — | — |
Current DrawdownCurrent decline from peak | -7.94% | -8.57% | +0.63% |
Average DrawdownAverage peak-to-trough decline | -8.62% | -8.96% | +0.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.81% | 2.86% | +0.95% |
Volatility
R2SC.L vs. WSML.L - Volatility Comparison
SPDR Russell 2000 US Small Cap UCITS ETF (R2SC.L) and iShares MSCI World Small Cap UCITS ETF USD (Acc) (WSML.L) have volatilities of 5.58% and 5.87%, 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.
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Volatility by Period
| R2SC.L | WSML.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.58% | 5.87% | -0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 12.49% | 10.37% | +2.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.15% | 16.00% | +4.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.16% | 16.80% | +3.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.75% | 18.22% | +2.53% |