WOSC.L vs. VBR
Compare and contrast key facts about SPDR MSCI World Small Cap UCITS ETF (WOSC.L) and Vanguard Small-Cap Value ETF (VBR).
WOSC.L and VBR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. VBR is a passively managed fund by Vanguard that tracks the performance of the MSCI US Small Cap Value Index. It was launched on Jan 26, 2004. Both WOSC.L and VBR are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WOSC.L or VBR.
Key characteristics
| WOSC.L | VBR | |
|---|---|---|
| YTD Return | 6.36% | 12.49% |
| 1Y Return | 17.71% | 27.47% |
| 3Y Return (Ann) | 0.42% | 4.70% |
| 5Y Return (Ann) | 7.27% | 10.62% |
| 10Y Return (Ann) | 9.63% | 8.94% |
| Sharpe Ratio | 1.39 | 1.81 |
| Sortino Ratio | 2.03 | 2.58 |
| Omega Ratio | 1.25 | 1.32 |
| Calmar Ratio | 1.21 | 2.33 |
| Martin Ratio | 7.25 | 10.18 |
| Ulcer Index | 2.55% | 2.97% |
| Daily Std Dev | 13.34% | 16.64% |
| Max Drawdown | -36.13% | -62.01% |
| Current Drawdown | -2.07% | -2.74% |
Correlation
The correlation between WOSC.L and VBR is 0.62, 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. VBR - Performance Comparison
In the year-to-date period, WOSC.L achieves a 6.36% return, which is significantly lower than VBR's 12.49% return. Over the past 10 years, WOSC.L has outperformed VBR with an annualized return of 9.63%, while VBR has yielded a comparatively lower 8.94% 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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WOSC.L vs. VBR - Expense Ratio Comparison
WOSC.L has a 0.45% expense ratio, which is higher than VBR's 0.07% expense ratio.
Risk-Adjusted Performance
WOSC.L vs. VBR - 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 Vanguard Small-Cap Value ETF (VBR). 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. VBR - Dividend Comparison
WOSC.L has not paid dividends to shareholders, while VBR's dividend yield for the trailing twelve months is around 2.00%.
| 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% |
VBR Vanguard Small-Cap Value ETF | 2.00% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% |
Drawdowns
WOSC.L vs. VBR - Drawdown Comparison
The maximum WOSC.L drawdown since its inception was -36.13%, smaller than the maximum VBR drawdown of -62.01%. Use the drawdown chart below to compare losses from any high point for WOSC.L and VBR. For additional features, visit the drawdowns tool.
Volatility
WOSC.L vs. VBR - Volatility Comparison
The current volatility for SPDR MSCI World Small Cap UCITS ETF (WOSC.L) is 2.81%, while Vanguard Small-Cap Value ETF (VBR) has a volatility of 3.59%. This indicates that WOSC.L experiences smaller price fluctuations and is considered to be less risky than VBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.