WOSC.L vs. MWOZ.L
WOSC.L (SPDR MSCI World Small Cap UCITS ETF) and MWOZ.L (Amundi Prime Global UCITS ETF Dist) are both Global Equities funds - WOSC.L tracks the MSCI ACWI SMID NR USD while MWOZ.L tracks the Solactive GBS Developed Markets Large & Mid Cap Index. Both are passively managed. Over the past year, WOSC.L returned 33.55% vs 27.68% for MWOZ.L. Their correlation of 0.82 suggests significant overlap in exposure. WOSC.L charges 0.45%/yr vs 0.05%/yr for MWOZ.L.
Performance
WOSC.L vs. MWOZ.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, WOSC.L achieves a 14.25% return, which is significantly higher than MWOZ.L's 10.17% return.
WOSC.L
- 1D
- 0.61%
- 1M
- 4.16%
- YTD
- 14.25%
- 6M
- 14.68%
- 1Y
- 33.55%
- 3Y*
- 14.89%
- 5Y*
- 8.02%
- 10Y*
- 10.89%
MWOZ.L
- 1D
- 0.05%
- 1M
- 5.09%
- YTD
- 10.17%
- 6M
- 10.38%
- 1Y
- 27.68%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WOSC.L vs. MWOZ.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
WOSC.L SPDR MSCI World Small Cap UCITS ETF | 14.25% | 6.48% |
MWOZ.L Amundi Prime Global UCITS ETF Dist | 10.17% | 8.44% |
Correlation
The correlation between WOSC.L and MWOZ.L is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Feb 7, 2025 | 0.82 |
The correlation between WOSC.L and MWOZ.L has been stable across timeframes, ranging from 0.78 to 0.82 - a consistent structural relationship.
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
WOSC.L vs. MWOZ.L — Risk / Return Rank
WOSC.L
MWOZ.L
WOSC.L vs. MWOZ.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI World Small Cap UCITS ETF (WOSC.L) and Amundi Prime Global UCITS ETF Dist (MWOZ.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.
| WOSC.L | MWOZ.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.51 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 4.26 | 4.16 | +0.11 |
| Martin ratioReturn relative to average drawdown | 16.37 | 16.80 | -0.43 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| WOSC.L | MWOZ.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.62 | 2.68 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 1.04 | -0.50 |
Drawdowns
WOSC.L vs. MWOZ.L - Drawdown Comparison
The maximum WOSC.L drawdown since its inception was -36.13%, which is greater than MWOZ.L's maximum drawdown of -18.50%. Use the drawdown chart below to compare losses from any high point for WOSC.L and MWOZ.L.
Loading charts...
Drawdown Indicators
| WOSC.L | MWOZ.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.13% | -18.50% | -17.63% |
Max Drawdown (1Y)Largest decline over 1 year | -7.83% | -6.63% | -1.20% |
Max Drawdown (3Y)Largest decline over 3 years | -21.43% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -21.43% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -36.13% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.15% | +0.15% |
Average DrawdownAverage peak-to-trough decline | -5.45% | -3.16% | -2.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.04% | 1.64% | +0.40% |
Volatility
WOSC.L vs. MWOZ.L - Volatility Comparison
SPDR MSCI World Small Cap UCITS ETF (WOSC.L) has a higher volatility of 3.44% compared to Amundi Prime Global UCITS ETF Dist (MWOZ.L) at 2.54%. This indicates that WOSC.L's price experiences larger fluctuations and is considered to be riskier than MWOZ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| WOSC.L | MWOZ.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.44% | 2.54% | +0.90% |
Volatility (6M)Calculated over the trailing 6-month period | 9.29% | 7.27% | +2.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.72% | 10.29% | +2.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.69% | 13.91% | +1.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.88% | 13.91% | +6.97% |
WOSC.L vs. MWOZ.L - Expense Ratio Comparison
WOSC.L has a 0.45% expense ratio, which is higher than MWOZ.L's 0.05% expense ratio.
Dividends
WOSC.L vs. MWOZ.L - Dividend Comparison
WOSC.L has not paid dividends to shareholders, while MWOZ.L's dividend yield for the trailing twelve months is around 1.20%.
| Position | TTM | 2025 |
|---|---|---|
MWOZ.L Amundi Prime Global UCITS ETF Dist | 1.20% | 1.60% |
WOSC.L SPDR MSCI World Small Cap UCITS ETF | 0.00% | 0.00% |
Frequently Asked Questions
WOSC.L and MWOZ.L have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, MWOZ.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MWOZ.L is cheaper with a 0.05% expense ratio, compared with 0.45% for WOSC.L.
WOSC.L tracks MSCI ACWI SMID NR USD, while MWOZ.L tracks Solactive GBS Developed Markets Large & Mid Cap Index. They also come from different issuers: State Street and Amundi. Their fees differ too: 0.45% for WOSC.L and 0.05% for MWOZ.L.
Find the right allocation for WOSC.L and MWOZ.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