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WSCR.L vs. SMT.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WSCR.L vs. SMT.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (IE) MSCI World Small Cap Socially Responsible UCITS ETF (USD) A-dis (WSCR.L) and Scottish Mortgage Investment Trust plc (SMT.L). The values are adjusted to include any dividend payments, if applicable.

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WSCR.L vs. SMT.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
WSCR.L
UBS ETF (IE) MSCI World Small Cap Socially Responsible UCITS ETF (USD) A-dis
0.05%8.66%5.56%10.48%-8.17%1.32%
SMT.L
Scottish Mortgage Investment Trust plc
6.91%24.72%18.75%12.46%-45.71%-7.70%

Returns By Period

In the year-to-date period, WSCR.L achieves a 0.05% return, which is significantly lower than SMT.L's 6.91% return.


WSCR.L

1D
-0.93%
1M
-3.75%
YTD
0.05%
6M
3.89%
1Y
15.78%
3Y*
7.66%
5Y*
10Y*

SMT.L

1D
0.75%
1M
8.14%
YTD
6.91%
6M
10.33%
1Y
35.13%
3Y*
24.42%
5Y*
2.18%
10Y*
17.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WSCR.L vs. SMT.L - Expense Ratio Comparison

WSCR.L has a 0.23% expense ratio, which is lower than SMT.L's 0.31% expense ratio.


Return for Risk

WSCR.L vs. SMT.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WSCR.L
WSCR.L Risk / Return Rank: 4343
Overall Rank
WSCR.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
WSCR.L Sortino Ratio Rank: 5252
Sortino Ratio Rank
WSCR.L Omega Ratio Rank: 4848
Omega Ratio Rank
WSCR.L Calmar Ratio Rank: 3030
Calmar Ratio Rank
WSCR.L Martin Ratio Rank: 3434
Martin Ratio Rank

SMT.L
SMT.L Risk / Return Rank: 8282
Overall Rank
SMT.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
SMT.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
SMT.L Omega Ratio Rank: 7373
Omega Ratio Rank
SMT.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
SMT.L Martin Ratio Rank: 8585
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.

WSCR.L vs. SMT.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI World Small Cap Socially Responsible UCITS ETF (USD) A-dis (WSCR.L) and Scottish Mortgage Investment Trust plc (SMT.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.


WSCR.LSMT.LDifference

Sharpe ratio

Return per unit of total volatility

1.02

1.57

-0.55

Sortino ratio

Return per unit of downside risk

1.45

2.22

-0.77

Omega ratio

Gain probability vs. loss probability

1.20

1.29

-0.09

Calmar ratio

Return relative to maximum drawdown

1.01

3.40

-2.39

Martin ratio

Return relative to average drawdown

3.92

11.46

-7.54

WSCR.L vs. SMT.L - Sharpe Ratio Comparison

The current WSCR.L Sharpe Ratio is 1.02, which is lower than the SMT.L Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of WSCR.L and SMT.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WSCR.LSMT.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

1.57

-0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.54

-0.30

Correlation

The correlation between WSCR.L and SMT.L 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.


Dividends

WSCR.L vs. SMT.L - Dividend Comparison

WSCR.L's dividend yield for the trailing twelve months is around 0.79%, more than SMT.L's 0.35% yield.


TTM20252024202320222021202020192018201720162015
WSCR.L
UBS ETF (IE) MSCI World Small Cap Socially Responsible UCITS ETF (USD) A-dis
0.79%0.79%1.82%1.59%1.55%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SMT.L
Scottish Mortgage Investment Trust plc
0.35%0.37%0.44%0.51%0.51%0.26%0.27%0.54%0.66%0.67%0.93%1.05%

Drawdowns

WSCR.L vs. SMT.L - Drawdown Comparison

The maximum WSCR.L drawdown since its inception was -22.10%, smaller than the maximum SMT.L drawdown of -62.61%. Use the drawdown chart below to compare losses from any high point for WSCR.L and SMT.L.


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Drawdown Indicators


WSCR.LSMT.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.10%

-62.61%

+40.51%

Max Drawdown (1Y)

Largest decline over 1 year

-8.90%

-12.26%

+3.36%

Max Drawdown (5Y)

Largest decline over 5 years

-60.11%

Max Drawdown (10Y)

Largest decline over 10 years

-60.11%

Current Drawdown

Current decline from peak

-6.17%

-16.14%

+9.97%

Average Drawdown

Average peak-to-trough decline

-6.96%

-16.09%

+9.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

3.63%

-0.43%

Volatility

WSCR.L vs. SMT.L - Volatility Comparison

The current volatility for UBS ETF (IE) MSCI World Small Cap Socially Responsible UCITS ETF (USD) A-dis (WSCR.L) is 5.18%, while Scottish Mortgage Investment Trust plc (SMT.L) has a volatility of 9.04%. This indicates that WSCR.L experiences smaller price fluctuations and is considered to be less risky than SMT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WSCR.LSMT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.18%

9.04%

-3.86%

Volatility (6M)

Calculated over the trailing 6-month period

9.29%

16.00%

-6.71%

Volatility (1Y)

Calculated over the trailing 1-year period

15.81%

22.36%

-6.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.91%

29.97%

-14.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.91%

28.67%

-12.76%