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WDSC.L vs. MWOZ.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WDSC.L vs. MWOZ.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 Amundi Prime Global UCITS ETF Dist (MWOZ.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

WDSC.L is traded in USD, while MWOZ.L is traded in GBP. To make them comparable, the MWOZ.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 MWOZ.L's 8.32% 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%

MWOZ.L

1D
0.00%
1M
0.73%
6M
4.94%
YTD
8.32%
1Y
18.38%
3Y*
5Y*
10Y*
ALL TIME*
17.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$211.03K$223.67K$344.77K
$949.95K$851.82K$604.30K

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


Correlation

The correlation between WDSC.L and MWOZ.L is 0.79, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


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

0.79

Correlation (All Time)
Calculated using the full available price history since Feb 6, 2025

0.81

The correlation between WDSC.L and MWOZ.L has been stable across timeframes, ranging from 0.79 to 0.81 - a consistent structural relationship.

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Return for Risk

WDSC.L vs. MWOZ.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

MWOZ.L
MWOZ.L Risk / Return Rank: 7878
Overall Rank
MWOZ.L Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
MWOZ.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
MWOZ.L Omega Ratio Rank: 7878
Omega Ratio Rank
MWOZ.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
MWOZ.L Martin Ratio Rank: 8282
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. MWOZ.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 Amundi Prime Global UCITS ETF Dist (MWOZ.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.LMWOZ.LDifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

-0.05

Omega ratioGain probability vs. loss probability

1.26

1.27

-0.01

Calmar ratioReturn relative to maximum drawdown

2.44

2.10

+0.34

Martin ratioReturn relative to average drawdown

8.74

8.83

-0.09

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

The current WDSC.L Sharpe Ratio is 1.46, which is comparable to the MWOZ.L Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of WDSC.L and MWOZ.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.


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Drawdowns

WDSC.L vs. MWOZ.L - Drawdown Comparison

The maximum WDSC.L drawdown since its inception was -41.19%, which is greater than MWOZ.L's maximum drawdown of -17.73%. Use the drawdown chart below to compare losses from any high point for WDSC.L and MWOZ.L.


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Drawdown Indicators


WDSC.LMWOZ.LDifference

Max Drawdown

Largest peak-to-trough decline

-41.19%

-17.73%

-23.46%

Max Drawdown (1Y)

Largest decline over 1 year

-9.39%

-8.81%

-0.58%

Max Drawdown (3Y)

Largest decline over 3 years

-20.33%

Max Drawdown (5Y)

Largest decline over 5 years

-30.50%

Max Drawdown (10Y)

Largest decline over 10 years

-41.19%

Current Drawdown

Current decline from peak

-3.73%

-2.22%

-1.51%

Average Drawdown

Average peak-to-trough decline

-7.09%

-1.99%

-5.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.62%

2.09%

+0.53%

Volatility

WDSC.L vs. MWOZ.L - Volatility Comparison

State Street SPDR MSCI World Small Cap UCITS ETF (Acc) (WDSC.L) has a higher volatility of 4.20% compared to Amundi Prime Global UCITS ETF Dist (MWOZ.L) at 3.36%. This indicates that WDSC.L's price experiences larger fluctuations and is considered to be riskier than MWOZ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WDSC.LMWOZ.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.20%

3.36%

+0.84%

Volatility (6M)

Calculated over the trailing 6-month period

12.34%

9.40%

+2.94%

Volatility (1Y)

Calculated over the trailing 1-year period

15.67%

12.14%

+3.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.65%

15.05%

+3.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.53%

15.05%

+3.48%

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

WDSC.L has a 0.45% expense ratio, which is higher than MWOZ.L's 0.05% expense ratio.


Dividends

WDSC.L vs. MWOZ.L - Dividend Comparison

WDSC.L has not paid dividends to shareholders, while MWOZ.L's dividend yield for the trailing twelve months is around 1.21%.


Frequently Asked Questions


WDSC.L and MWOZ.L have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MWOZ.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MWOZ.L is cheaper with a 0.05% expense ratio, compared with 0.45% for WDSC.L.

WDSC.L tracks MSCI World Small Cap Index, while MWOZ.L tracks Solactive GBS Developed Markets Large & Mid Cap Index. They also come from different issuers: State Street and Amundi. Their fees differ too: 0.45% for WDSC.L and 0.05% for MWOZ.L.

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