WDSC.L vs. USSC.L
WDSC.L (State Street SPDR MSCI World Small Cap UCITS ETF (Acc)) and USSC.L (SPDR MSCI USA Small Cap Value Weighted UCITS ETF) are both exchange-traded funds - WDSC.L is a Global Equities fund tracking the MSCI World Small Cap Index, while USSC.L is a Small Cap Value Equities fund tracking the MSCI USA Small Cap Value Weighted Index. Both are passively managed. Over the past 10 years, WDSC.L returned 9.63%/yr vs 12.25%/yr for USSC.L. Their correlation of 0.90 means they have usually moved in the same direction. WDSC.L charges 0.45%/yr vs 0.30%/yr for USSC.L.
Performance
WDSC.L vs. USSC.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 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%
Liquidity Comparison
| Position | Avg. 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) | 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% |
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
WDSC.L
USSC.L
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.L | USSC.L | Difference | |
|---|---|---|---|
| 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 |
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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.L | USSC.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -3.73% | 0.00% | -3.73% |
Average DrawdownAverage peak-to-trough decline | -7.09% | -7.60% | +0.51% |
Ulcer IndexDepth 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.L | USSC.L | Difference | |
|---|---|---|---|
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.
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.
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