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WOSC.L vs. SPY5.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

WOSC.L vs. SPY5.L

Last updated Jun 4, 2026

WOSC.L (SPDR MSCI World Small Cap UCITS ETF) and SPY5.L (State Street SPDR S&P 500 UCITS ETF) are both exchange-traded funds - WOSC.L is a Global Equities fund tracking the MSCI ACWI SMID NR USD, while SPY5.L is a S&P 500 fund tracking the S&P 500. Both are passively managed. Over the past 10 years, WOSC.L returned 10.99%/yr vs 16.36%/yr for SPY5.L. A 0.79 correlation means they provide meaningful diversification when combined. WOSC.L charges 0.45%/yr vs 0.09%/yr for SPY5.L.

Performance

WOSC.L vs. SPY5.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR MSCI World Small Cap UCITS ETF (WOSC.L) and State Street SPDR S&P 500 UCITS ETF (SPY5.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

WOSC.L is traded in GBP, while SPY5.L is traded in USD. To make them comparable, the SPY5.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, WOSC.L achieves a 13.56% return, which is significantly higher than SPY5.L's 10.71% return. Over the past 10 years, WOSC.L has underperformed SPY5.L with an annualized return of 10.99%, while SPY5.L has yielded a comparatively higher 16.36% annualized return.

WOSC.L

1D
-0.23%
1M
4.77%
YTD
13.56%
6M
14.73%
1Y
33.01%
3Y*
14.72%
5Y*
7.89%
10Y*
10.99%

SPY5.L

1D
-0.29%
1M
5.66%
YTD
10.71%
6M
10.58%
1Y
29.17%
3Y*
19.29%
5Y*
14.93%
10Y*
16.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WOSC.L vs. SPY5.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
WOSC.L
SPDR MSCI World Small Cap UCITS ETF		13.56%11.76%9.41%9.96%-8.76%16.26%12.23%22.09%-9.72%11.06%
SPY5.L
State Street SPDR S&P 500 UCITS ETF		10.71%9.06%27.55%20.31%-9.02%30.50%14.06%25.87%0.54%11.98%

Correlation

The correlation between WOSC.L and SPY5.L is 0.71, 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

0.71

Correlation (3Y)
Calculated over the trailing 3-year period

0.68

Correlation (5Y)
Calculated over the trailing 5-year period

0.74

Correlation (10Y)
Calculated over the trailing 10-year period

0.77

Correlation (All Time)
Calculated using the full available price history since Dec 6, 2013

0.79

The correlation between WOSC.L and SPY5.L shifts across timeframes, from 0.68 (3 years) to 0.79 (all time), reflecting how their relationship changes across market environments.

WOSC.L vs. SPY5.L - Sectors Allocation Comparison

Sectors
WOSC.L
SPY5.L

Industrials

20.5%
7.6%

Financial Services

13.6%
11.3%

Technology

13.4%
38.0%

Consumer Cyclical

10.9%
9.8%

Healthcare

9.5%
8.4%

Basic Materials

8.2%
1.7%

Real Estate

8.2%
1.8%

Energy

5.6%
3.4%

Consumer Defensive

4.2%
4.7%

Communication Services

3.0%
10.6%

Utilities

2.8%
2.6%

Industrials

WOSC.L
20.5%
SPY5.L
7.6%

Financial Services

WOSC.L
13.6%
SPY5.L
11.3%

Technology

WOSC.L
13.4%
SPY5.L
38.0%

Consumer Cyclical

WOSC.L
10.9%
SPY5.L
9.8%

Healthcare

WOSC.L
9.5%
SPY5.L
8.4%

Basic Materials

WOSC.L
8.2%
SPY5.L
1.7%

Real Estate

WOSC.L
8.2%
SPY5.L
1.8%

Energy

WOSC.L
5.6%
SPY5.L
3.4%

Consumer Defensive

WOSC.L
4.2%
SPY5.L
4.7%

Communication Services

WOSC.L
3.0%
SPY5.L
10.6%

Utilities

WOSC.L
2.8%
SPY5.L
2.6%

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SPDR MSCI World Small Cap UCITS ETF

State Street SPDR S&P 500 UCITS ETF

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Often compared with SPY5.L:
SPY5.L vs. SPYSPY5.L vs. CSPX.LSPY5.L vs. VUSA.DESPY5.L vs. VOOSPY5.L vs. CSP1.LSPY5.L vs. VUAA.LSPY5.L vs. SWRD.L

Return for Risk

WOSC.L vs. SPY5.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
WOSC.L
WOSC.L Risk / Return Rank: 7979
Overall Rank
WOSC.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
WOSC.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
WOSC.L Omega Ratio Rank: 7777
Omega Ratio Rank
WOSC.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
WOSC.L Martin Ratio Rank: 8181
Martin Ratio Rank
SPY5.L
SPY5.L Risk / Return Rank: 7474
Overall Rank
SPY5.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
SPY5.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
SPY5.L Omega Ratio Rank: 7373
Omega Ratio Rank
SPY5.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
SPY5.L Martin Ratio Rank: 7676
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.

WOSC.L vs. SPY5.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 State Street SPDR S&P 500 UCITS ETF (SPY5.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.LSPY5.LDifference
Sharpe ratioReturn per unit of total volatility
2.58
2.45

+0.13

Sortino ratioReturn per unit of downside risk
3.60
3.34

+0.26

Omega ratioGain probability vs. loss probability

1.46

1.45

+0.01

Calmar ratioReturn relative to maximum drawdown

4.19

4.04

+0.16

Martin ratioReturn relative to average drawdown

16.10

13.74

+2.36

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WOSC.L vs. SPY5.L - Sharpe Ratio Comparison

The current WOSC.L Sharpe Ratio is 2.58, which is comparable to the SPY5.L Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of WOSC.L and SPY5.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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Sharpe Ratios by Period

WOSC.LSPY5.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.58

2.45

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.97

-0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.99

-0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

1.01

-0.47

Drawdowns

WOSC.L vs. SPY5.L - Drawdown Comparison

The maximum WOSC.L drawdown since its inception was -36.13%, which is greater than SPY5.L's maximum drawdown of -25.97%. Use the drawdown chart below to compare losses from any high point for WOSC.L and SPY5.L.

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Drawdown Indicators

WOSC.LSPY5.LDifference

Max Drawdown

Largest peak-to-trough decline

-36.13%

-25.97%

-10.16%

Max Drawdown (1Y)

Largest decline over 1 year

-7.83%

-7.19%

-0.64%

Max Drawdown (3Y)

Largest decline over 3 years

-21.43%

-21.10%

-0.33%

Max Drawdown (5Y)

Largest decline over 5 years

-21.43%

-21.10%

-0.33%

Max Drawdown (10Y)

Largest decline over 10 years

-36.13%

-25.97%

-10.16%

Current Drawdown

Current decline from peak

-0.42%

-0.29%

-0.13%

Average Drawdown

Average peak-to-trough decline

-5.45%

-3.27%

-2.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

2.12%

-0.08%

Volatility

WOSC.L vs. SPY5.L - Volatility Comparison

SPDR MSCI World Small Cap UCITS ETF (WOSC.L) and State Street SPDR S&P 500 UCITS ETF (SPY5.L) have volatilities of 3.56% and 3.49%, 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.

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Volatility by Period

WOSC.LSPY5.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.56%

3.49%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

9.29%

8.55%

+0.74%

Volatility (1Y)

Calculated over the trailing 1-year period

12.76%

11.90%

+0.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.69%

15.36%

+0.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.88%

16.47%

+4.41%

WOSC.L vs. SPY5.L - Expense Ratio Comparison

WOSC.L has a 0.45% expense ratio, which is higher than SPY5.L's 0.09% expense ratio.

Dividends

WOSC.L vs. SPY5.L - Dividend Comparison

WOSC.L has not paid dividends to shareholders, while SPY5.L's dividend yield for the trailing twelve months is around 0.89%.

PositionTTM20252024202320222021202020192018201720162015
SPY5.L
State Street SPDR S&P 500 UCITS ETF		0.89%0.97%1.06%1.19%1.40%0.99%1.28%1.71%2.20%2.29%1.64%1.73%
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%

Frequently Asked Questions

WOSC.L and SPY5.L have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPY5.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPY5.L is cheaper with a 0.09% expense ratio, compared with 0.45% for WOSC.L.

WOSC.L is categorized as Global Equities, while SPY5.L is S&P 500. WOSC.L tracks MSCI ACWI SMID NR USD, while SPY5.L tracks S&P 500. Their fees differ too: 0.45% for WOSC.L and 0.09% for SPY5.L.

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