UKDV.L vs. USSC.L
Compare and contrast key facts about SPDR S&P UK Dividend Aristocrats UCITS ETF (Dist) (UKDV.L) and SPDR MSCI USA Small Cap Value Weighted UCITS ETF (USSC.L).
UKDV.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. UKDV.L is a passively managed fund by State Street that tracks the performance of the FTSE AllSh TR GBP. It was launched on Feb 28, 2012. 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 UKDV.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: UKDV.L or USSC.L.
Key characteristics
| UKDV.L | USSC.L | |
|---|---|---|
| YTD Return | 6.96% | 8.81% |
| 1Y Return | 17.60% | 29.48% |
| 3Y Return (Ann) | 1.90% | 5.02% |
| 5Y Return (Ann) | 1.31% | 12.88% |
| Sharpe Ratio | 1.36 | 1.50 |
| Sortino Ratio | 1.95 | 2.28 |
| Omega Ratio | 1.24 | 1.28 |
| Calmar Ratio | 0.98 | 2.22 |
| Martin Ratio | 9.87 | 8.12 |
| Ulcer Index | 1.72% | 3.71% |
| Daily Std Dev | 12.51% | 20.02% |
| Max Drawdown | -38.15% | -48.99% |
| Current Drawdown | -4.10% | -1.91% |
Correlation
The correlation between UKDV.L and USSC.L is 0.59, 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.
Performance
UKDV.L vs. USSC.L - Performance Comparison
In the year-to-date period, UKDV.L achieves a 6.96% return, which is significantly lower than USSC.L's 8.81% 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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UKDV.L vs. USSC.L - Expense Ratio Comparison
Both UKDV.L and USSC.L have an expense ratio of 0.30%.
Risk-Adjusted Performance
UKDV.L vs. USSC.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P UK Dividend Aristocrats UCITS ETF (Dist) (UKDV.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
UKDV.L vs. USSC.L - Dividend Comparison
UKDV.L's dividend yield for the trailing twelve months is around 1.32%, while USSC.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UKDV.L SPDR S&P UK Dividend Aristocrats UCITS ETF (Dist) | 1.32% | 3.64% | 4.54% | 3.63% | 3.27% | 5.39% | 4.67% | 3.78% | 4.28% | 3.99% | 4.41% | 3.53% |
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
UKDV.L vs. USSC.L - Drawdown Comparison
The maximum UKDV.L drawdown since its inception was -38.15%, smaller than the maximum USSC.L drawdown of -48.99%. Use the drawdown chart below to compare losses from any high point for UKDV.L and USSC.L. For additional features, visit the drawdowns tool.
Volatility
UKDV.L vs. USSC.L - Volatility Comparison
SPDR S&P UK Dividend Aristocrats UCITS ETF (Dist) (UKDV.L) and SPDR MSCI USA Small Cap Value Weighted UCITS ETF (USSC.L) have volatilities of 3.99% and 3.89%, 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.