WOSC.L vs. AGT.L
Compare and contrast key facts about SPDR MSCI World Small Cap UCITS ETF (WOSC.L) and AVI Global Trust plc (AGT.L).
WOSC.L is a passively managed fund by State Street that tracks the performance of the MSCI ACWI SMID NR USD. It was launched on Nov 25, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WOSC.L or AGT.L.
Key characteristics
| WOSC.L | AGT.L | |
|---|---|---|
| YTD Return | 6.21% | 4.85% |
| 1Y Return | 17.54% | 16.77% |
| 3Y Return (Ann) | 0.71% | 4.82% |
| 5Y Return (Ann) | 7.17% | 16.23% |
| 10Y Return (Ann) | 9.65% | 12.31% |
| Sharpe Ratio | 1.31 | 1.26 |
| Sortino Ratio | 1.93 | 1.71 |
| Omega Ratio | 1.24 | 1.24 |
| Calmar Ratio | 1.15 | 0.17 |
| Martin Ratio | 6.88 | 4.25 |
| Ulcer Index | 2.55% | 3.95% |
| Daily Std Dev | 13.51% | 13.49% |
| Max Drawdown | -36.13% | -99.99% |
| Current Drawdown | -2.21% | -99.97% |
Correlation
The correlation between WOSC.L and AGT.L is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
WOSC.L vs. AGT.L - Performance Comparison
In the year-to-date period, WOSC.L achieves a 6.21% return, which is significantly higher than AGT.L's 4.85% return. Over the past 10 years, WOSC.L has underperformed AGT.L with an annualized return of 9.65%, while AGT.L has yielded a comparatively higher 12.31% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
WOSC.L vs. AGT.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI World Small Cap UCITS ETF (WOSC.L) and AVI Global Trust plc (AGT.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.
Dividends
WOSC.L vs. AGT.L - Dividend Comparison
WOSC.L has not paid dividends to shareholders, while AGT.L's dividend yield for the trailing twelve months is around 1.62%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WOSC.L SPDR MSCI World Small Cap UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AGT.L AVI Global Trust plc | 1.62% | 1.69% | 1.75% | 7.62% | 9.35% | 10.60% | 0.02% | 0.02% | 0.02% | 0.03% | 0.02% | 0.93% |
Drawdowns
WOSC.L vs. AGT.L - Drawdown Comparison
The maximum WOSC.L drawdown since its inception was -36.13%, smaller than the maximum AGT.L drawdown of -99.99%. Use the drawdown chart below to compare losses from any high point for WOSC.L and AGT.L. For additional features, visit the drawdowns tool.
Volatility
WOSC.L vs. AGT.L - Volatility Comparison
SPDR MSCI World Small Cap UCITS ETF (WOSC.L) and AVI Global Trust plc (AGT.L) have volatilities of 2.85% and 2.88%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.