USSC.L vs. DTLA.L
USSC.L (SPDR MSCI USA Small Cap Value Weighted UCITS ETF) and DTLA.L (iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc)) are both exchange-traded funds - USSC.L is a Small Cap Value Equities fund tracking the MSCI USA Small Cap Value Weighted Index, while DTLA.L is a Government Bonds fund tracking the ICE US Treasury 20+ Year Index. Both are passively managed. Over the past 5 years, USSC.L returned 9.15%/yr vs -6.50%/yr for DTLA.L. At a correlation of -0.11, they often move in opposite directions. USSC.L charges 0.30%/yr vs 0.07%/yr for DTLA.L.
Performance
USSC.L vs. DTLA.L - Performance Comparison
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Returns By Period
In the year-to-date period, USSC.L achieves a 13.11% return, which is significantly higher than DTLA.L's -1.94% return.
USSC.L
- 1D
- 0.14%
- 1M
- 0.83%
- YTD
- 13.11%
- 6M
- 13.79%
- 1Y
- 34.93%
- 3Y*
- 18.16%
- 5Y*
- 9.15%
- 10Y*
- 11.89%
DTLA.L
- 1D
- -0.44%
- 1M
- -1.08%
- YTD
- -1.94%
- 6M
- -0.87%
- 1Y
- 3.64%
- 3Y*
- -1.76%
- 5Y*
- -6.50%
- 10Y*
- —
USSC.L vs. DTLA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
USSC.L SPDR MSCI USA Small Cap Value Weighted UCITS ETF | 13.11% | 14.72% | 8.33% | 23.18% | -10.14% | 35.22% | 8.76% | 23.17% | -15.71% |
DTLA.L iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) | -1.94% | 4.49% | -6.90% | 1.69% | -30.29% | -4.46% | 17.00% | 15.69% | 3.65% |
Correlation
The correlation between USSC.L and DTLA.L is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since May 11, 2018 | -0.11 |
The correlation between USSC.L and DTLA.L shifts across timeframes, from -0.11 (all time) to 0.22 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
USSC.L vs. DTLA.L — Risk / Return Rank
USSC.L
DTLA.L
USSC.L vs. DTLA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI USA Small Cap Value Weighted UCITS ETF (USSC.L) and iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.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.
| USSC.L | DTLA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.82 | ||
| Sortino ratioReturn per unit of downside risk | +2.60 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.07 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 4.28 | 0.48 | +3.80 |
| Martin ratioReturn relative to average drawdown | 13.71 | 1.23 | +12.47 |
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
| USSC.L | DTLA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.18 | 0.36 | +1.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | -0.44 | +0.86 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | -0.08 | +0.53 |
Drawdowns
USSC.L vs. DTLA.L - Drawdown Comparison
The maximum USSC.L drawdown since its inception was -48.99%, roughly equal to the maximum DTLA.L drawdown of -48.41%. Use the drawdown chart below to compare losses from any high point for USSC.L and DTLA.L.
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Drawdown Indicators
| USSC.L | DTLA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.99% | -48.41% | -0.58% |
Max Drawdown (1Y)Largest decline over 1 year | -8.12% | -7.50% | -0.62% |
Max Drawdown (3Y)Largest decline over 3 years | -27.47% | -18.57% | -8.90% |
Max Drawdown (5Y)Largest decline over 5 years | -27.47% | -42.80% | +15.33% |
Max Drawdown (10Y)Largest decline over 10 years | -48.99% | — | — |
Current DrawdownCurrent decline from peak | -0.56% | -41.04% | +40.48% |
Average DrawdownAverage peak-to-trough decline | -7.68% | -24.04% | +16.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.54% | 2.94% | -0.40% |
Volatility
USSC.L vs. DTLA.L - Volatility Comparison
SPDR MSCI USA Small Cap Value Weighted UCITS ETF (USSC.L) has a higher volatility of 3.91% compared to iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) (DTLA.L) at 3.46%. This indicates that USSC.L's price experiences larger fluctuations and is considered to be riskier than DTLA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USSC.L | DTLA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.91% | 3.46% | +0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 10.07% | 6.77% | +3.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.98% | 10.03% | +5.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.61% | 14.96% | +6.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.79% | 14.80% | +7.99% |
USSC.L vs. DTLA.L - Expense Ratio Comparison
USSC.L has a 0.30% expense ratio, which is higher than DTLA.L's 0.07% expense ratio.
Dividends
USSC.L vs. DTLA.L - Dividend Comparison
Neither USSC.L nor DTLA.L has paid dividends to shareholders.
Frequently Asked Questions
USSC.L and DTLA.L have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DTLA.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DTLA.L is cheaper with a 0.07% expense ratio, compared with 0.30% for USSC.L.
USSC.L is categorized as Small Cap Value Equities, while DTLA.L is Government Bonds. USSC.L tracks MSCI USA Small Cap Value Weighted Index, while DTLA.L tracks ICE US Treasury 20+ Year Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.30% for USSC.L and 0.07% for DTLA.L.
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