USSC.L vs. XESC.DE
USSC.L (SPDR MSCI USA Small Cap Value Weighted UCITS ETF) and XESC.DE (Xtrackers EURO STOXX 50 UCITS ETF 1C) are both exchange-traded funds - USSC.L is a Small Cap Value Equities fund tracking the MSCI USA Small Cap Value Weighted Index, while XESC.DE is a Europe Equities fund tracking the MSCI EMU NR EUR. Both are passively managed. Over the past 10 years, USSC.L returned 12.58%/yr vs 10.74%/yr for XESC.DE. A 0.62 correlation means they provide meaningful diversification when combined. USSC.L charges 0.30%/yr vs 0.09%/yr for XESC.DE.
Performance
USSC.L vs. XESC.DE - Performance Comparison
Loading charts...
Different Trading Currencies
USSC.L is traded in USD, while XESC.DE is traded in EUR. To make them comparable, the XESC.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, USSC.L achieves a 16.70% return, which is significantly higher than XESC.DE's 5.95% return. Over the past 10 years, USSC.L has outperformed XESC.DE with an annualized return of 12.58%, while XESC.DE has yielded a comparatively lower 10.74% annualized return.
USSC.L
- 1D
- 2.35%
- 1M
- 6.69%
- YTD
- 16.70%
- 6M
- 14.69%
- 1Y
- 38.20%
- 3Y*
- 18.74%
- 5Y*
- 10.07%
- 10Y*
- 12.58%
XESC.DE
- 1D
- 0.87%
- 1M
- 4.83%
- YTD
- 5.95%
- 6M
- 7.45%
- 1Y
- 18.77%
- 3Y*
- 18.74%
- 5Y*
- 10.46%
- 10Y*
- 10.74%
USSC.L vs. XESC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USSC.L SPDR MSCI USA Small Cap Value Weighted UCITS ETF | 16.70% | 14.72% | 8.33% | 23.18% | -10.14% | 35.22% | 8.76% | 23.17% | -15.30% | 9.80% |
XESC.DE Xtrackers EURO STOXX 50 UCITS ETF 1C | 5.95% | 38.00% | 4.71% | 26.37% | -13.89% | 13.79% | 6.61% | 27.34% | -16.22% | 25.84% |
Correlation
The correlation between USSC.L and XESC.DE is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Feb 18, 2015 | 0.62 |
The correlation between USSC.L and XESC.DE has been stable across timeframes, ranging from 0.58 to 0.64 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
USSC.L vs. XESC.DE — Risk / Return Rank
USSC.L
XESC.DE
USSC.L vs. XESC.DE - 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 Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| USSC.L | XESC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.35 | ||
| Sortino ratioReturn per unit of downside risk | +1.88 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.19 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 4.63 | 1.36 | +3.28 |
| Martin ratioReturn relative to average drawdown | 14.95 | 4.59 | +10.36 |
Loading charts...
Drawdowns
USSC.L vs. XESC.DE - Drawdown Comparison
The maximum USSC.L drawdown since its inception was -48.99%, smaller than the maximum XESC.DE drawdown of -52.40%. Use the drawdown chart below to compare losses from any high point for USSC.L and XESC.DE.
Loading charts...
Drawdown Indicators
| USSC.L | XESC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.99% | -52.40% | +3.41% |
Max Drawdown (1Y)Largest decline over 1 year | -8.12% | -13.03% | +4.91% |
Max Drawdown (3Y)Largest decline over 3 years | -27.47% | -15.54% | -11.93% |
Max Drawdown (5Y)Largest decline over 5 years | -27.47% | -35.01% | +7.54% |
Max Drawdown (10Y)Largest decline over 10 years | -48.99% | -38.89% | -10.10% |
Current DrawdownCurrent decline from peak | 0.00% | -1.14% | +1.14% |
Average DrawdownAverage peak-to-trough decline | -7.67% | -12.03% | +4.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 3.86% | -1.34% |
Volatility
USSC.L vs. XESC.DE - Volatility Comparison
The current volatility for SPDR MSCI USA Small Cap Value Weighted UCITS ETF (USSC.L) is 4.22%, while Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) has a volatility of 5.43%. This indicates that USSC.L experiences smaller price fluctuations and is considered to be less risky than XESC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| USSC.L | XESC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.22% | 5.43% | -1.21% |
Volatility (6M)Calculated over the trailing 6-month period | 10.35% | 14.70% | -4.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.06% | 17.74% | -1.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.63% | 20.77% | +0.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.79% | 20.55% | +2.24% |
USSC.L vs. XESC.DE - Expense Ratio Comparison
USSC.L has a 0.30% expense ratio, which is higher than XESC.DE's 0.09% expense ratio.
Dividends
USSC.L vs. XESC.DE - Dividend Comparison
Neither USSC.L nor XESC.DE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XESC.DE Xtrackers EURO STOXX 50 UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 3.19% |
Frequently Asked Questions
USSC.L and XESC.DE have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XESC.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XESC.DE is cheaper with a 0.09% expense ratio, compared with 0.30% for USSC.L.
USSC.L is categorized as Small Cap Value Equities, while XESC.DE is Europe Equities. USSC.L tracks MSCI USA Small Cap Value Weighted Index, while XESC.DE tracks MSCI EMU NR EUR. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.30% for USSC.L and 0.09% for XESC.DE.
Find the right allocation for USSC.L and XESC.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer