USSC.L vs. IEUS
Compare and contrast key facts about SPDR MSCI USA Small Cap Value Weighted UCITS ETF (USSC.L) and iShares MSCI Europe Small-Cap ETF (IEUS).
USSC.L and IEUS 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. IEUS is a passively managed fund by iShares that tracks the performance of the MSCI Europe Small Cap Index. It was launched on Nov 12, 2007. Both USSC.L and IEUS 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 IEUS.
Key characteristics
| USSC.L | IEUS | |
|---|---|---|
| YTD Return | 10.93% | 6.33% |
| 1Y Return | 30.56% | 25.71% |
| 3Y Return (Ann) | 7.21% | -3.35% |
| 5Y Return (Ann) | 14.44% | 5.55% |
| Sharpe Ratio | 1.58 | 1.48 |
| Sortino Ratio | 2.41 | 2.13 |
| Omega Ratio | 1.29 | 1.26 |
| Calmar Ratio | 2.01 | 0.72 |
| Martin Ratio | 8.71 | 8.92 |
| Ulcer Index | 3.75% | 2.86% |
| Daily Std Dev | 20.70% | 17.21% |
| Max Drawdown | -48.99% | -62.12% |
| Current Drawdown | 0.00% | -14.27% |
Correlation
The correlation between USSC.L and IEUS is 0.49, 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
USSC.L vs. IEUS - Performance Comparison
In the year-to-date period, USSC.L achieves a 10.93% return, which is significantly higher than IEUS's 6.33% 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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USSC.L vs. IEUS - Expense Ratio Comparison
USSC.L has a 0.30% expense ratio, which is lower than IEUS's 0.40% expense ratio.
Risk-Adjusted Performance
USSC.L vs. IEUS - 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 iShares MSCI Europe Small-Cap ETF (IEUS). 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. IEUS - Dividend Comparison
USSC.L has not paid dividends to shareholders, while IEUS's dividend yield for the trailing twelve months is around 3.08%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IEUS iShares MSCI Europe Small-Cap ETF | 3.08% | 2.97% | 3.00% | 2.62% | 1.21% | 4.03% | 3.20% | 2.12% | 2.47% | 2.06% | 2.37% | 2.50% |
Drawdowns
USSC.L vs. IEUS - Drawdown Comparison
The maximum USSC.L drawdown since its inception was -48.99%, smaller than the maximum IEUS drawdown of -62.12%. Use the drawdown chart below to compare losses from any high point for USSC.L and IEUS. For additional features, visit the drawdowns tool.
Volatility
USSC.L vs. IEUS - Volatility Comparison
SPDR MSCI USA Small Cap Value Weighted UCITS ETF (USSC.L) and iShares MSCI Europe Small-Cap ETF (IEUS) have volatilities of 4.42% and 4.39%, 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.