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WSCR.L vs. UC44.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WSCR.L vs. UC44.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 UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) A-dis (UC44.L). The values are adjusted to include any dividend payments, if applicable.

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WSCR.L vs. UC44.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%
UC44.L
UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) A-dis
-3.82%5.87%18.30%22.09%-15.47%8.27%

Returns By Period

In the year-to-date period, WSCR.L achieves a 0.05% return, which is significantly higher than UC44.L's -3.82% return.


WSCR.L

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

UC44.L

1D
-0.23%
1M
-2.72%
YTD
-3.82%
6M
-2.08%
1Y
10.22%
3Y*
11.06%
5Y*
8.71%
10Y*
11.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WSCR.L vs. UC44.L - Expense Ratio Comparison

WSCR.L has a 0.23% expense ratio, which is higher than UC44.L's 0.22% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

WSCR.L vs. UC44.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

UC44.L
UC44.L Risk / Return Rank: 3939
Overall Rank
UC44.L Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
UC44.L Sortino Ratio Rank: 3333
Sortino Ratio Rank
UC44.L Omega Ratio Rank: 3131
Omega Ratio Rank
UC44.L Calmar Ratio Rank: 4949
Calmar Ratio Rank
UC44.L Martin Ratio Rank: 4848
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. UC44.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 UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) A-dis (UC44.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.LUC44.LDifference

Sharpe ratio

Return per unit of total volatility

1.02

0.68

+0.34

Sortino ratio

Return per unit of downside risk

1.45

1.04

+0.41

Omega ratio

Gain probability vs. loss probability

1.20

1.14

+0.06

Calmar ratio

Return relative to maximum drawdown

1.01

1.52

-0.52

Martin ratio

Return relative to average drawdown

3.92

5.64

-1.72

WSCR.L vs. UC44.L - Sharpe Ratio Comparison

The current WSCR.L Sharpe Ratio is 1.02, which is higher than the UC44.L Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of WSCR.L and UC44.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.LUC44.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

0.68

+0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.72

-0.48

Correlation

The correlation between WSCR.L and UC44.L is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

WSCR.L vs. UC44.L - Dividend Comparison

WSCR.L's dividend yield for the trailing twelve months is around 0.79%, less than UC44.L's 0.98% 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%
UC44.L
UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) A-dis
0.98%1.01%1.05%1.13%1.33%1.01%1.23%1.70%1.88%1.91%1.81%1.78%

Drawdowns

WSCR.L vs. UC44.L - Drawdown Comparison

The maximum WSCR.L drawdown since its inception was -22.10%, smaller than the maximum UC44.L drawdown of -24.11%. Use the drawdown chart below to compare losses from any high point for WSCR.L and UC44.L.


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Drawdown Indicators


WSCR.LUC44.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.10%

-24.11%

+2.01%

Max Drawdown (1Y)

Largest decline over 1 year

-8.90%

-9.61%

+0.71%

Max Drawdown (5Y)

Largest decline over 5 years

-22.39%

Max Drawdown (10Y)

Largest decline over 10 years

-24.11%

Current Drawdown

Current decline from peak

-6.17%

-6.59%

+0.42%

Average Drawdown

Average peak-to-trough decline

-6.96%

-4.56%

-2.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

2.60%

+0.60%

Volatility

WSCR.L vs. UC44.L - Volatility Comparison

UBS ETF (IE) MSCI World Small Cap Socially Responsible UCITS ETF (USD) A-dis (WSCR.L) has a higher volatility of 5.18% compared to UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) A-dis (UC44.L) at 4.55%. This indicates that WSCR.L's price experiences larger fluctuations and is considered to be riskier than UC44.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.LUC44.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.18%

4.55%

+0.63%

Volatility (6M)

Calculated over the trailing 6-month period

9.29%

8.97%

+0.32%

Volatility (1Y)

Calculated over the trailing 1-year period

15.81%

14.89%

+0.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.91%

14.44%

+1.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.91%

14.92%

+0.99%