WTDM.DE vs. WOSC.L
WTDM.DE (WisdomTree US Quality Dividend Growth UCITS ETF - USD Acc) and WOSC.L (SPDR MSCI World Small Cap UCITS ETF) are both exchange-traded funds - WTDM.DE is a Dividend fund tracking the WisdomTree U.S. Quality Dividend Growth Index, while WOSC.L is a Global Equities fund tracking the MSCI ACWI SMID NR USD. Both are passively managed. Over the past 10 years, WTDM.DE returned 13.56%/yr vs 10.70%/yr for WOSC.L. A 0.71 correlation means they provide meaningful diversification when combined. WTDM.DE charges 0.28%/yr vs 0.45%/yr for WOSC.L.
Performance
WTDM.DE vs. WOSC.L - Performance Comparison
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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%
WTDM.DE vs. WOSC.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
WTDM.DE
WOSC.L
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.DE | WOSC.L | Difference | |
|---|---|---|---|
| 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 |
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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.DE | WOSC.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.48% | 0.00% | -0.48% |
Average DrawdownAverage peak-to-trough decline | -4.57% | -11.38% | +6.81% |
Ulcer IndexDepth 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.DE | WOSC.L | Difference | |
|---|---|---|---|
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.
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.
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