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WTDM.DE vs. WOSC.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WTDM.DE vs. WOSC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (WTDM.DE) and SPDR MSCI World Small Cap UCITS ETF (WOSC.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, WTDM.DE achieves a 8.06% return, which is significantly lower than WOSC.L's 18.37% return. Over the past 10 years, WTDM.DE has outperformed WOSC.L with an annualized return of 13.56%, while WOSC.L has yielded a comparatively lower 10.70% annualized return.


WTDM.DE

1D
-0.48%
1M
1.60%
YTD
8.06%
6M
8.34%
1Y
18.87%
3Y*
13.65%
5Y*
12.44%
10Y*
13.56%

WOSC.L

1D
0.33%
1M
3.47%
YTD
18.37%
6M
17.80%
1Y
34.27%
3Y*
16.21%
5Y*
7.98%
10Y*
10.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WTDM.DE vs. WOSC.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WTDM.DE
WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc
8.06%0.90%24.88%14.95%-3.38%36.01%2.42%32.88%-2.37%11.34%
WOSC.L
SPDR MSCI World Small Cap UCITS ETF
18.37%5.94%14.69%12.29%-13.47%23.82%6.13%29.85%-10.73%6.56%

Correlation

The correlation between WTDM.DE and WOSC.L is 0.72, 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

0.72

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

0.65

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

0.68

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

0.71

Correlation (All Time)
Calculated using the full available price history since Jun 3, 2016

0.71

The correlation between WTDM.DE and WOSC.L has been stable across timeframes, ranging from 0.65 to 0.72 - a consistent structural relationship.

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Return for Risk

WTDM.DE vs. WOSC.L — Risk / Return Rank

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

WTDM.DE
WTDM.DE Risk / Return Rank: 7070
Overall Rank
WTDM.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
WTDM.DE Sortino Ratio Rank: 6868
Sortino Ratio Rank
WTDM.DE Omega Ratio Rank: 6767
Omega Ratio Rank
WTDM.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
WTDM.DE Martin Ratio Rank: 7474
Martin Ratio Rank

WOSC.L
WOSC.L Risk / Return Rank: 9090
Overall Rank
WOSC.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
WOSC.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
WOSC.L Omega Ratio Rank: 9090
Omega Ratio Rank
WOSC.L Calmar Ratio Rank: 8888
Calmar Ratio Rank
WOSC.L Martin Ratio Rank: 8989
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.

WTDM.DE vs. WOSC.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (WTDM.DE) and SPDR MSCI World Small Cap UCITS ETF (WOSC.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


WTDM.DEWOSC.LDifference
Sharpe ratioReturn per unit of total volatility

-0.63

Sortino ratioReturn per unit of downside risk

-0.84

Omega ratioGain probability vs. loss probability

1.35

1.45

-0.10

Calmar ratioReturn relative to maximum drawdown

3.44

4.89

-1.45

Martin ratioReturn relative to average drawdown

12.19

18.13

-5.94

WTDM.DE vs. WOSC.L - Sharpe Ratio Comparison

The current WTDM.DE Sharpe Ratio is 1.89, which is comparable to the WOSC.L Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of WTDM.DE and WOSC.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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Drawdowns

WTDM.DE vs. WOSC.L - Drawdown Comparison

The maximum WTDM.DE drawdown since its inception was -31.18%, smaller than the maximum WOSC.L drawdown of -41.85%. Use the drawdown chart below to compare losses from any high point for WTDM.DE and WOSC.L.


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Drawdown Indicators


WTDM.DEWOSC.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.18%

-41.85%

+10.67%

Max Drawdown (1Y)

Largest decline over 1 year

-5.46%

-6.98%

+1.52%

Max Drawdown (3Y)

Largest decline over 3 years

-20.58%

-23.22%

+2.64%

Max Drawdown (5Y)

Largest decline over 5 years

-20.58%

-23.22%

+2.64%

Max Drawdown (10Y)

Largest decline over 10 years

-31.18%

-41.85%

+10.67%

Current Drawdown

Current decline from peak

-0.48%

0.00%

-0.48%

Average Drawdown

Average peak-to-trough decline

-4.57%

-11.38%

+6.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.55%

1.88%

-0.33%

Volatility

WTDM.DE vs. WOSC.L - Volatility Comparison

The current volatility for WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc (WTDM.DE) is 2.08%, while SPDR MSCI World Small Cap UCITS ETF (WOSC.L) has a volatility of 3.35%. This indicates that WTDM.DE experiences smaller price fluctuations and is considered to be less risky than WOSC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WTDM.DEWOSC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.08%

3.35%

-1.27%

Volatility (6M)

Calculated over the trailing 6-month period

6.59%

9.82%

-3.23%

Volatility (1Y)

Calculated over the trailing 1-year period

9.97%

13.56%

-3.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.55%

21.00%

-7.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.09%

23.44%

-7.35%

WTDM.DE vs. WOSC.L - Expense Ratio Comparison

WTDM.DE has a 0.28% expense ratio, which is lower than WOSC.L's 0.45% expense ratio.


Dividends

WTDM.DE vs. WOSC.L - Dividend Comparison

Neither WTDM.DE nor WOSC.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


WTDM.DE and WOSC.L have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WTDM.DE is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WTDM.DE is cheaper with a 0.28% expense ratio, compared with 0.45% for WOSC.L.

WTDM.DE is categorized as Dividend, while WOSC.L is Global Equities. WTDM.DE tracks WisdomTree U.S. Quality Dividend Growth Index, while WOSC.L tracks MSCI ACWI SMID NR USD. They also come from different issuers: WisdomTree and State Street. Their fees differ too: 0.28% for WTDM.DE and 0.45% for WOSC.L.

Portfolio Optimizer

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