PortfoliosLab logoPortfoliosLab logo
WDSC.L vs. MINV.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WDSC.L vs. MINV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street SPDR MSCI World Small Cap UCITS ETF (Acc) (WDSC.L) and iShares Edge MSCI World Minimum Volatility UCITS ETF (MINV.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

WDSC.L is traded in USD, while MINV.L is traded in GBp. To make them comparable, the MINV.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, WDSC.L achieves a 11.81% return, which is significantly higher than MINV.L's 4.79% return. Over the past 10 years, WDSC.L has outperformed MINV.L with an annualized return of 9.63%, while MINV.L has yielded a comparatively lower 7.02% annualized return.


WDSC.L

1D
-0.99%
1M
-2.65%
6M
4.90%
YTD
11.81%
1Y
22.37%
3Y*
14.32%
5Y*
6.70%
10Y*
9.63%
ALL TIME*
8.61%

MINV.L

1D
1.49%
1M
4.37%
6M
3.44%
YTD
4.79%
1Y
6.66%
3Y*
9.68%
5Y*
5.37%
10Y*
7.02%
ALL TIME*
4.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.19M$1.02M$877.54K
$949.95K$851.82K$604.30K

WDSC.L vs. MINV.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WDSC.L
State Street SPDR MSCI World Small Cap UCITS ETF (Acc)
11.81%20.00%7.53%16.42%-18.49%14.70%16.17%26.07%-14.61%21.92%
MINV.L
iShares Edge MSCI World Minimum Volatility UCITS ETF
4.79%11.17%10.98%6.85%-9.59%14.93%1.99%23.61%-2.67%17.19%

Correlation

The correlation between WDSC.L and MINV.L is 0.27, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.27

Correlation (3Y)
Balances recent behavior with more history.

0.41

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.52

Correlation (10Y)
Provides a long-term view across more market conditions.

0.56

Correlation (All Time)
Calculated using the full available price history since Nov 25, 2013

0.60

Over the past year, the correlation between WDSC.L and MINV.L has dropped to 0.27 - well below their long-term average of 0.60, suggesting their price drivers have been diverging.

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

WDSC.L vs. MINV.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WDSC.L
WDSC.L Risk / Return Rank: 6666
Overall Rank
WDSC.L Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
WDSC.L Sortino Ratio Rank: 6868
Sortino Ratio Rank
WDSC.L Omega Ratio Rank: 5959
Omega Ratio Rank
WDSC.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
WDSC.L Martin Ratio Rank: 7171
Martin Ratio Rank

MINV.L
MINV.L Risk / Return Rank: 3232
Overall Rank
MINV.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
MINV.L Sortino Ratio Rank: 3434
Sortino Ratio Rank
MINV.L Omega Ratio Rank: 3030
Omega Ratio Rank
MINV.L Calmar Ratio Rank: 3333
Calmar Ratio Rank
MINV.L Martin Ratio Rank: 3030
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WDSC.L vs. MINV.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street SPDR MSCI World Small Cap UCITS ETF (Acc) (WDSC.L) and iShares Edge MSCI World Minimum Volatility UCITS ETF (MINV.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.

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.


WDSC.LMINV.LDifference
Sharpe ratioReturn per unit of total volatility

+0.63

Sortino ratioReturn per unit of downside risk

+1.02

Omega ratioGain probability vs. loss probability

1.26

1.15

+0.11

Calmar ratioReturn relative to maximum drawdown

2.44

1.09

+1.34

Martin ratioReturn relative to average drawdown

8.74

2.44

+6.30

WDSC.L vs. MINV.L - Sharpe Ratio Comparison

The current WDSC.L Sharpe Ratio is 1.46, which is higher than the MINV.L Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of WDSC.L and MINV.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

WDSC.L vs. MINV.L - Drawdown Comparison

The maximum WDSC.L drawdown since its inception was -41.19%, roughly equal to the maximum MINV.L drawdown of -39.54%. Use the drawdown chart below to compare losses from any high point for WDSC.L and MINV.L.


Loading charts...

Drawdown Indicators


WDSC.LMINV.LDifference

Max Drawdown

Largest peak-to-trough decline

-41.19%

-39.54%

-1.65%

Max Drawdown (1Y)

Largest decline over 1 year

-9.39%

-6.06%

-3.33%

Max Drawdown (3Y)

Largest decline over 3 years

-20.33%

-19.10%

-1.23%

Max Drawdown (5Y)

Largest decline over 5 years

-30.50%

-19.14%

-11.36%

Max Drawdown (10Y)

Largest decline over 10 years

-41.19%

-28.90%

-12.29%

Current Drawdown

Current decline from peak

-3.73%

-0.08%

-3.65%

Average Drawdown

Average peak-to-trough decline

-7.09%

-9.71%

+2.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.62%

2.73%

-0.11%

Volatility

WDSC.L vs. MINV.L - Volatility Comparison

State Street SPDR MSCI World Small Cap UCITS ETF (Acc) (WDSC.L) has a higher volatility of 4.20% compared to iShares Edge MSCI World Minimum Volatility UCITS ETF (MINV.L) at 2.44%. This indicates that WDSC.L's price experiences larger fluctuations and is considered to be riskier than MINV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


WDSC.LMINV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.20%

2.44%

+1.76%

Volatility (6M)

Calculated over the trailing 6-month period

12.34%

6.18%

+6.16%

Volatility (1Y)

Calculated over the trailing 1-year period

15.67%

8.06%

+7.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.65%

17.60%

+1.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.53%

15.51%

+3.02%

WDSC.L vs. MINV.L - Expense Ratio Comparison

WDSC.L has a 0.45% expense ratio, which is higher than MINV.L's 0.35% expense ratio.


Dividends

WDSC.L vs. MINV.L - Dividend Comparison

Neither WDSC.L nor MINV.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


WDSC.L and MINV.L have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MINV.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MINV.L is cheaper with a 0.35% expense ratio, compared with 0.45% for WDSC.L.

WDSC.L tracks MSCI World Small Cap Index, while MINV.L tracks MSCI ACWI NR USD. They also come from different issuers: State Street and iShares. Their fees differ too: 0.45% for WDSC.L and 0.35% for MINV.L.

Portfolio Optimizer

Find the right allocation for WDSC.L and MINV.L

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