USSC.L vs. SLYV
Compare and contrast key facts about SPDR MSCI USA Small Cap Value Weighted UCITS ETF (USSC.L) and SPDR S&P 600 Small Cap Value ETF (SLYV).
USSC.L and SLYV 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. SLYV is a passively managed fund by State Street that tracks the performance of the S&P SmallCap 600 Value Index. It was launched on Sep 29, 2000. Both USSC.L and SLYV 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 SLYV.
Key characteristics
| USSC.L | SLYV | |
|---|---|---|
| YTD Return | 10.93% | 7.74% |
| 1Y Return | 30.56% | 25.79% |
| 3Y Return (Ann) | 7.21% | 3.62% |
| 5Y Return (Ann) | 14.44% | 9.77% |
| Sharpe Ratio | 1.58 | 1.28 |
| Sortino Ratio | 2.41 | 1.94 |
| Omega Ratio | 1.29 | 1.23 |
| Calmar Ratio | 2.01 | 1.19 |
| Martin Ratio | 8.71 | 5.78 |
| Ulcer Index | 3.75% | 4.77% |
| Daily Std Dev | 20.70% | 21.52% |
| Max Drawdown | -48.99% | -61.32% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between USSC.L and SLYV is 0.64, 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. SLYV - Performance Comparison
In the year-to-date period, USSC.L achieves a 10.93% return, which is significantly higher than SLYV's 7.74% 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. SLYV - Expense Ratio Comparison
USSC.L has a 0.30% expense ratio, which is higher than SLYV's 0.15% expense ratio.
Risk-Adjusted Performance
USSC.L vs. SLYV - 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 S&P 600 Small Cap Value ETF (SLYV). 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. SLYV - Dividend Comparison
USSC.L has not paid dividends to shareholders, while SLYV's dividend yield for the trailing twelve months is around 2.21%.
| 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% |
SLYV SPDR S&P 600 Small Cap Value ETF | 2.21% | 2.11% | 1.47% | 1.94% | 1.40% | 1.66% | 2.14% | 5.53% | 2.18% | 6.55% | 7.50% | 1.58% |
Drawdowns
USSC.L vs. SLYV - Drawdown Comparison
The maximum USSC.L drawdown since its inception was -48.99%, smaller than the maximum SLYV drawdown of -61.32%. Use the drawdown chart below to compare losses from any high point for USSC.L and SLYV. For additional features, visit the drawdowns tool.
Volatility
USSC.L vs. SLYV - Volatility Comparison
The current volatility for SPDR MSCI USA Small Cap Value Weighted UCITS ETF (USSC.L) is 4.42%, while SPDR S&P 600 Small Cap Value ETF (SLYV) has a volatility of 4.68%. This indicates that USSC.L experiences smaller price fluctuations and is considered to be less risky than SLYV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.