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

Performance

WDSC.L vs. USSC.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 SPDR MSCI USA Small Cap Value Weighted UCITS ETF (USSC.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WDSC.L achieves a 11.81% return, which is significantly lower than USSC.L's 20.62% return. Over the past 10 years, WDSC.L has underperformed USSC.L with an annualized return of 9.63%, while USSC.L has yielded a comparatively higher 12.25% 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%

USSC.L

1D
1.29%
1M
2.31%
6M
14.54%
YTD
20.62%
1Y
33.02%
3Y*
17.26%
5Y*
11.73%
10Y*
12.25%
ALL TIME*
10.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$679.71K$816.97K$2.11M
$949.95K$851.82K$604.30K

WDSC.L vs. USSC.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%
USSC.L
SPDR MSCI USA Small Cap Value Weighted UCITS ETF
20.62%14.72%8.33%23.18%-10.14%35.22%8.76%23.17%-15.30%9.80%

Correlation

The correlation between WDSC.L and USSC.L is 0.84, 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.

0.84

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

0.91

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

0.93

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

0.90

Correlation (All Time)
Calculated using the full available price history since Feb 18, 2015

0.90

The correlation between WDSC.L and USSC.L has been stable across timeframes, ranging from 0.84 to 0.93 - a consistent structural relationship.

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Return for Risk

WDSC.L vs. USSC.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

USSC.L
USSC.L Risk / Return Rank: 8888
Overall Rank
USSC.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
USSC.L Sortino Ratio Rank: 9090
Sortino Ratio Rank
USSC.L Omega Ratio Rank: 8585
Omega Ratio Rank
USSC.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
USSC.L Martin Ratio Rank: 8989
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. USSC.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 SPDR MSCI USA Small Cap Value Weighted UCITS ETF (USSC.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.LUSSC.LDifference
Sharpe ratioReturn per unit of total volatility

-0.64

Sortino ratioReturn per unit of downside risk

-0.90

Omega ratioGain probability vs. loss probability

1.26

1.37

-0.11

Calmar ratioReturn relative to maximum drawdown

2.44

4.05

-1.61

Martin ratioReturn relative to average drawdown

8.74

13.47

-4.73

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

The current WDSC.L Sharpe Ratio is 1.46, which is lower than the USSC.L Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of WDSC.L and USSC.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. USSC.L - Drawdown Comparison

The maximum WDSC.L drawdown since its inception was -41.19%, smaller than the maximum USSC.L drawdown of -48.99%. Use the drawdown chart below to compare losses from any high point for WDSC.L and USSC.L.


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Drawdown Indicators


WDSC.LUSSC.LDifference

Max Drawdown

Largest peak-to-trough decline

-41.19%

-48.99%

+7.80%

Max Drawdown (1Y)

Largest decline over 1 year

-9.39%

-8.12%

-1.27%

Max Drawdown (3Y)

Largest decline over 3 years

-20.33%

-27.47%

+7.14%

Max Drawdown (5Y)

Largest decline over 5 years

-30.50%

-27.47%

-3.03%

Max Drawdown (10Y)

Largest decline over 10 years

-41.19%

-48.99%

+7.80%

Current Drawdown

Current decline from peak

-3.73%

0.00%

-3.73%

Average Drawdown

Average peak-to-trough decline

-7.09%

-7.60%

+0.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.62%

2.44%

+0.18%

Volatility

WDSC.L vs. USSC.L - Volatility Comparison

The current volatility for State Street SPDR MSCI World Small Cap UCITS ETF (Acc) (WDSC.L) is 4.20%, while SPDR MSCI USA Small Cap Value Weighted UCITS ETF (USSC.L) has a volatility of 4.51%. This indicates that WDSC.L experiences smaller price fluctuations and is considered to be less risky than USSC.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.LUSSC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.20%

4.51%

-0.31%

Volatility (6M)

Calculated over the trailing 6-month period

12.34%

10.47%

+1.87%

Volatility (1Y)

Calculated over the trailing 1-year period

15.67%

15.61%

+0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.65%

21.47%

-2.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.53%

22.67%

-4.14%

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

WDSC.L has a 0.45% expense ratio, which is higher than USSC.L's 0.30% expense ratio.


Dividends

WDSC.L vs. USSC.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


WDSC.L and USSC.L have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, USSC.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

USSC.L is cheaper with a 0.30% expense ratio, compared with 0.45% for WDSC.L.

WDSC.L is categorized as Global Equities, while USSC.L is Small Cap Value Equities. WDSC.L tracks MSCI World Small Cap Index, while USSC.L tracks MSCI USA Small Cap Value Weighted Index. Their fees differ too: 0.45% for WDSC.L and 0.30% for USSC.L.

Portfolio Optimizer

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