USSC.L vs. EMSM.L
Compare and contrast key facts about SPDR MSCI USA Small Cap Value Weighted UCITS ETF (USSC.L) and SPDR MSCI Emerging Markets Small Cap UCITS ETF (EMSM.L).
USSC.L and EMSM.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. EMSM.L is a passively managed fund by State Street Global Advisors Europe Limited that tracks the performance of the MSCI Emerging Markets SMID NR USD. It was launched on May 13, 2011. Both USSC.L and EMSM.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: USSC.L or EMSM.L.
Performance
USSC.L vs. EMSM.L - Performance Comparison
Returns By Period
In the year-to-date period, USSC.L achieves a 13.14% return, which is significantly higher than EMSM.L's 3.01% return.
USSC.L
13.14%
1.99%
11.59%
32.15%
13.91%
N/A
EMSM.L
3.01%
-3.60%
-4.38%
5.86%
9.29%
7.38%
Key characteristics
| USSC.L | EMSM.L | |
|---|---|---|
| Sharpe Ratio | 1.53 | 0.51 |
| Sortino Ratio | 2.34 | 0.72 |
| Omega Ratio | 1.29 | 1.11 |
| Calmar Ratio | 3.38 | 0.63 |
| Martin Ratio | 8.25 | 2.05 |
| Ulcer Index | 3.71% | 2.86% |
| Daily Std Dev | 20.10% | 11.56% |
| Max Drawdown | -48.99% | -37.81% |
| Current Drawdown | -3.59% | -6.07% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
USSC.L vs. EMSM.L - Expense Ratio Comparison
USSC.L has a 0.30% expense ratio, which is lower than EMSM.L's 0.55% expense ratio.
Correlation
The correlation between USSC.L and EMSM.L is 0.52, 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.
Risk-Adjusted Performance
USSC.L vs. EMSM.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI USA Small Cap Value Weighted UCITS ETF (USSC.L) and SPDR MSCI Emerging Markets Small Cap UCITS ETF (EMSM.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
USSC.L vs. EMSM.L - Dividend Comparison
Neither USSC.L nor EMSM.L has paid dividends to shareholders.
Drawdowns
USSC.L vs. EMSM.L - Drawdown Comparison
The maximum USSC.L drawdown since its inception was -48.99%, which is greater than EMSM.L's maximum drawdown of -37.81%. Use the drawdown chart below to compare losses from any high point for USSC.L and EMSM.L. For additional features, visit the drawdowns tool.
Volatility
USSC.L vs. EMSM.L - Volatility Comparison
SPDR MSCI USA Small Cap Value Weighted UCITS ETF (USSC.L) has a higher volatility of 6.64% compared to SPDR MSCI Emerging Markets Small Cap UCITS ETF (EMSM.L) at 4.11%. This indicates that USSC.L's price experiences larger fluctuations and is considered to be riskier than EMSM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.