WDSC.L vs. SPY5.L
WDSC.L (State Street SPDR MSCI World Small Cap UCITS ETF (Acc)) and SPY5.L (State Street SPDR S&P 500 UCITS ETF (Dist)) are both exchange-traded funds - WDSC.L is a Global Equities fund tracking the MSCI World Small Cap Index, while SPY5.L is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, WDSC.L returned 9.63%/yr vs 14.43%/yr for SPY5.L. Their correlation of 0.85 means they have usually moved in the same direction. WDSC.L charges 0.45%/yr vs 0.03%/yr for SPY5.L.
Performance
WDSC.L vs. SPY5.L - Performance Comparison
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Returns By Period
In the year-to-date period, WDSC.L achieves a 11.81% return, which is significantly higher than SPY5.L's 8.47% return. Over the past 10 years, WDSC.L has underperformed SPY5.L with an annualized return of 9.63%, while SPY5.L has yielded a comparatively higher 14.43% 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%
SPY5.L
- 1D
- 0.55%
- 1M
- 0.89%
- 6M
- 6.98%
- YTD
- 8.47%
- 1Y
- 17.51%
- 3Y*
- 18.79%
- 5Y*
- 12.25%
- 10Y*
- 14.43%
- ALL TIME*
- 13.78%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $5.07M | $5.82M | $7.34M | |
| $949.95K | $851.82K | $604.30K |
WDSC.L vs. SPY5.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SPY5.L State Street SPDR S&P 500 UCITS ETF (Dist) | 8.47% | 17.43% | 25.36% | 26.64% | -18.68% | 29.28% | 17.52% | 30.43% | -6.64% | 21.12% |
Correlation
The correlation between WDSC.L and SPY5.L is 0.81, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.81 |
Correlation (3Y) Balances recent behavior with more history. | 0.78 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.83 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.84 |
Correlation (All Time) Calculated using the full available price history since Nov 25, 2013 | 0.85 |
The correlation between WDSC.L and SPY5.L has been stable across timeframes, ranging from 0.78 to 0.85 - a consistent structural relationship.
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Return for Risk
WDSC.L vs. SPY5.L — Risk / Return Rank
WDSC.L
SPY5.L
WDSC.L vs. SPY5.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 State Street SPDR S&P 500 UCITS ETF (Dist) (SPY5.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.L | SPY5.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.26 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.44 | 2.13 | +0.31 |
| Martin ratioReturn relative to average drawdown | 8.74 | 8.51 | +0.22 |
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Drawdowns
WDSC.L vs. SPY5.L - Drawdown Comparison
The maximum WDSC.L drawdown since its inception was -41.19%, which is greater than SPY5.L's maximum drawdown of -33.89%. Use the drawdown chart below to compare losses from any high point for WDSC.L and SPY5.L.
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Drawdown Indicators
| WDSC.L | SPY5.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.19% | -33.89% | -7.30% |
Max Drawdown (1Y)Largest decline over 1 year | -9.39% | -8.18% | -1.21% |
Max Drawdown (3Y)Largest decline over 3 years | -20.33% | -18.36% | -1.97% |
Max Drawdown (5Y)Largest decline over 5 years | -30.50% | -24.37% | -6.13% |
Max Drawdown (10Y)Largest decline over 10 years | -41.19% | -33.89% | -7.30% |
Current DrawdownCurrent decline from peak | -3.73% | -2.21% | -1.52% |
Average DrawdownAverage peak-to-trough decline | -7.09% | -3.70% | -3.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 2.05% | +0.57% |
Volatility
WDSC.L vs. SPY5.L - Volatility Comparison
State Street SPDR MSCI World Small Cap UCITS ETF (Acc) (WDSC.L) has a higher volatility of 4.20% compared to State Street SPDR S&P 500 UCITS ETF (Dist) (SPY5.L) at 3.40%. This indicates that WDSC.L's price experiences larger fluctuations and is considered to be riskier than SPY5.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.L | SPY5.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.20% | 3.40% | +0.80% |
Volatility (6M)Calculated over the trailing 6-month period | 12.34% | 9.43% | +2.91% |
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% | 15.98% | +2.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.53% | 16.22% | +2.31% |
WDSC.L vs. SPY5.L - Expense Ratio Comparison
WDSC.L has a 0.45% expense ratio, which is higher than SPY5.L's 0.03% expense ratio.
Dividends
WDSC.L vs. SPY5.L - Dividend Comparison
WDSC.L has not paid dividends to shareholders, while SPY5.L's dividend yield for the trailing twelve months is around 0.93%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPY5.L State Street SPDR S&P 500 UCITS ETF (Dist) | 0.93% | 0.97% | 1.06% | 1.19% | 1.40% | 0.99% | 1.28% | 1.44% | 0.40% | 1.14% | 1.64% | 1.73% |
WDSC.L State Street SPDR MSCI World Small Cap UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
WDSC.L and SPY5.L have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPY5.L is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPY5.L is cheaper with a 0.03% expense ratio, compared with 0.45% for WDSC.L.
WDSC.L is categorized as Global Equities, while SPY5.L is S&P 500. WDSC.L tracks MSCI World Small Cap Index, while SPY5.L tracks S&P 500 Index. Their fees differ too: 0.45% for WDSC.L and 0.03% for SPY5.L.
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