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

Performance

WDSC.L vs. TDGB.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 VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (TDGB.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

WDSC.L is traded in USD, while TDGB.L is traded in GBP. To make them comparable, the TDGB.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 lower than TDGB.L's 13.67% return. Over the past 10 years, WDSC.L has underperformed TDGB.L with an annualized return of 9.63%, while TDGB.L has yielded a comparatively higher 10.52% 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%

TDGB.L

1D
0.92%
1M
6.29%
6M
8.80%
YTD
13.67%
1Y
30.05%
3Y*
22.39%
5Y*
17.83%
10Y*
10.52%
ALL TIME*
9.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.30M$2.21M$2.30M
$949.95K$851.82K$604.30K

WDSC.L vs. TDGB.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%
TDGB.L
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF
13.66%40.77%8.81%14.79%9.40%18.51%-2.72%8.05%-13.18%12.67%

Correlation

The correlation between WDSC.L and TDGB.L is 0.41, which is low. Their historical price movements had little consistent relationship.


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

0.41

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

0.59

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

0.66

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

0.64

Correlation (All Time)
Calculated using the full available price history since May 23, 2016

0.65

Over the past year, the correlation between WDSC.L and TDGB.L has dropped to 0.41 - well below their long-term average of 0.65, 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. TDGB.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

TDGB.L
TDGB.L Risk / Return Rank: 9696
Overall Rank
TDGB.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
TDGB.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
TDGB.L Omega Ratio Rank: 9696
Omega Ratio Rank
TDGB.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
TDGB.L Martin Ratio Rank: 9595
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. TDGB.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 VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (TDGB.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.LTDGB.LDifference
Sharpe ratioReturn per unit of total volatility

-1.26

Sortino ratioReturn per unit of downside risk

-1.49

Omega ratioGain probability vs. loss probability

1.26

1.49

-0.23

Calmar ratioReturn relative to maximum drawdown

2.44

5.91

-3.47

Martin ratioReturn relative to average drawdown

8.74

16.06

-7.32

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

The current WDSC.L Sharpe Ratio is 1.46, which is lower than the TDGB.L Sharpe Ratio of 2.72. The chart below compares the historical Sharpe Ratios of WDSC.L and TDGB.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. TDGB.L - Drawdown Comparison

The maximum WDSC.L drawdown since its inception was -41.19%, smaller than the maximum TDGB.L drawdown of -45.20%. Use the drawdown chart below to compare losses from any high point for WDSC.L and TDGB.L.


Loading charts...

Drawdown Indicators


WDSC.LTDGB.LDifference

Max Drawdown

Largest peak-to-trough decline

-41.19%

-45.20%

+4.01%

Max Drawdown (1Y)

Largest decline over 1 year

-9.39%

-5.06%

-4.33%

Max Drawdown (3Y)

Largest decline over 3 years

-20.33%

-13.68%

-6.65%

Max Drawdown (5Y)

Largest decline over 5 years

-30.50%

-18.93%

-11.57%

Max Drawdown (10Y)

Largest decline over 10 years

-41.19%

-45.20%

+4.01%

Current Drawdown

Current decline from peak

-3.73%

0.00%

-3.73%

Average Drawdown

Average peak-to-trough decline

-7.09%

-8.09%

+1.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.62%

1.86%

+0.76%

Volatility

WDSC.L vs. TDGB.L - Volatility Comparison

State Street SPDR MSCI World Small Cap UCITS ETF (Acc) (WDSC.L) has a higher volatility of 4.20% compared to VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (TDGB.L) at 3.03%. This indicates that WDSC.L's price experiences larger fluctuations and is considered to be riskier than TDGB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


WDSC.LTDGB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.20%

3.03%

+1.17%

Volatility (6M)

Calculated over the trailing 6-month period

12.34%

8.44%

+3.90%

Volatility (1Y)

Calculated over the trailing 1-year period

15.67%

11.10%

+4.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.65%

14.16%

+4.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.53%

16.09%

+2.44%

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

WDSC.L has a 0.45% expense ratio, which is higher than TDGB.L's 0.38% expense ratio.


Dividends

WDSC.L vs. TDGB.L - Dividend Comparison

WDSC.L has not paid dividends to shareholders, while TDGB.L's dividend yield for the trailing twelve months is around 3.03%.


PositionTTM202520242023202220212020201920182017
TDGB.L
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF
3.03%3.50%4.26%4.93%4.40%4.06%4.16%4.52%4.38%3.48%
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%

Frequently Asked Questions


WDSC.L and TDGB.L have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TDGB.L is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TDGB.L is cheaper with a 0.38% expense ratio, compared with 0.45% for WDSC.L.

WDSC.L tracks MSCI World Small Cap Index, while TDGB.L tracks Morningstar Developed Markets Large Cap Dividend Leaders Screened Select Index. They also come from different issuers: State Street and VanEck. Their fees differ too: 0.45% for WDSC.L and 0.38% for TDGB.L.

Portfolio Optimizer

Find the right allocation for WDSC.L and TDGB.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