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CDIS.L vs. IUCD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CDIS.L vs. IUCD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in State Street SPDR MSCI Europe Consumer Discretionary UCITS ETF (CDIS.L) and iShares S&P 500 Consumer Discretionary Sector UCITS ETF USD Accumulating (IUCD.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CDIS.L is traded in EUR, while IUCD.L is traded in USD. To make them comparable, the IUCD.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, CDIS.L achieves a -7.44% return, which is significantly lower than IUCD.L's 2.46% return. Over the past 10 years, CDIS.L has underperformed IUCD.L with an annualized return of 5.68%, while IUCD.L has yielded a comparatively higher 12.29% annualized return.


CDIS.L

1D
2.59%
1M
-0.99%
6M
-7.40%
YTD
-7.44%
1Y
-0.53%
3Y*
-3.14%
5Y*
-0.19%
10Y*
5.68%

IUCD.L

1D
1.45%
1M
0.97%
6M
-0.25%
YTD
2.46%
1Y
11.03%
3Y*
12.53%
5Y*
7.68%
10Y*
12.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CDIS.L vs. IUCD.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CDIS.L
State Street SPDR MSCI Europe Consumer Discretionary UCITS ETF
-7.44%1.95%3.66%15.14%-15.77%22.45%6.11%32.46%-14.16%10.49%
IUCD.L
iShares S&P 500 Consumer Discretionary Sector UCITS ETF USD Accumulating
2.46%-6.03%39.50%39.32%-33.30%33.73%22.47%29.67%4.86%6.88%

Correlation

The correlation between CDIS.L and IUCD.L is 0.52, 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

0.52

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

0.51

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

0.58

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

0.58

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2015

0.59

The correlation between CDIS.L and IUCD.L has been stable across timeframes, ranging from 0.51 to 0.59 - a consistent structural relationship.

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Return for Risk

CDIS.L vs. IUCD.L — Risk / Return Rank

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

CDIS.L
CDIS.L Risk / Return Rank: 99
Overall Rank
CDIS.L Sharpe Ratio Rank: 99
Sharpe Ratio Rank
CDIS.L Sortino Ratio Rank: 99
Sortino Ratio Rank
CDIS.L Omega Ratio Rank: 99
Omega Ratio Rank
CDIS.L Calmar Ratio Rank: 99
Calmar Ratio Rank
CDIS.L Martin Ratio Rank: 99
Martin Ratio Rank

IUCD.L
IUCD.L Risk / Return Rank: 1919
Overall Rank
IUCD.L Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
IUCD.L Sortino Ratio Rank: 1919
Sortino Ratio Rank
IUCD.L Omega Ratio Rank: 1717
Omega Ratio Rank
IUCD.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
IUCD.L Martin Ratio Rank: 2020
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.

CDIS.L vs. IUCD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street SPDR MSCI Europe Consumer Discretionary UCITS ETF (CDIS.L) and iShares S&P 500 Consumer Discretionary Sector UCITS ETF USD Accumulating (IUCD.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.


CDIS.LIUCD.LDifference
Sharpe ratioReturn per unit of total volatility

-0.60

Sortino ratioReturn per unit of downside risk

-0.84

Omega ratioGain probability vs. loss probability

1.01

1.11

-0.10

Calmar ratioReturn relative to maximum drawdown

-0.03

0.80

-0.83

Martin ratioReturn relative to average drawdown

-0.06

2.11

-2.17

CDIS.L vs. IUCD.L - Sharpe Ratio Comparison

The current CDIS.L Sharpe Ratio is -0.03, which is lower than the IUCD.L Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of CDIS.L and IUCD.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

CDIS.L vs. IUCD.L - Drawdown Comparison

The maximum CDIS.L drawdown since its inception was -41.60%, which is greater than IUCD.L's maximum drawdown of -37.25%. Use the drawdown chart below to compare losses from any high point for CDIS.L and IUCD.L.


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Drawdown Indicators


CDIS.LIUCD.LDifference

Max Drawdown

Largest peak-to-trough decline

-41.60%

-37.25%

-4.35%

Max Drawdown (1Y)

Largest decline over 1 year

-20.58%

-13.74%

-6.84%

Max Drawdown (3Y)

Largest decline over 3 years

-26.56%

-30.61%

+4.05%

Max Drawdown (5Y)

Largest decline over 5 years

-30.15%

-37.25%

+7.10%

Max Drawdown (10Y)

Largest decline over 10 years

-41.60%

-37.25%

-4.35%

Current Drawdown

Current decline from peak

-15.58%

-8.81%

-6.77%

Average Drawdown

Average peak-to-trough decline

-10.27%

-9.37%

-0.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.21%

5.21%

+4.00%

Volatility

CDIS.L vs. IUCD.L - Volatility Comparison

The current volatility for State Street SPDR MSCI Europe Consumer Discretionary UCITS ETF (CDIS.L) is 5.59%, while iShares S&P 500 Consumer Discretionary Sector UCITS ETF USD Accumulating (IUCD.L) has a volatility of 6.39%. This indicates that CDIS.L experiences smaller price fluctuations and is considered to be less risky than IUCD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CDIS.LIUCD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.59%

6.39%

-0.80%

Volatility (6M)

Calculated over the trailing 6-month period

16.03%

15.04%

+0.99%

Volatility (1Y)

Calculated over the trailing 1-year period

19.31%

19.07%

+0.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.96%

22.86%

-1.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.30%

21.44%

-1.14%

CDIS.L vs. IUCD.L - Expense Ratio Comparison

CDIS.L has a 0.18% expense ratio, which is higher than IUCD.L's 0.15% 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%.


Dividends

CDIS.L vs. IUCD.L - Dividend Comparison

Neither CDIS.L nor IUCD.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CDIS.L and IUCD.L have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IUCD.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUCD.L is cheaper with a 0.15% expense ratio, compared with 0.18% for CDIS.L.

CDIS.L tracks MSCI Europe Consumer Discretionary 35/20 Capped Index, while IUCD.L tracks S&P 500 Capped 35/20 Consumer Discretionary Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.18% for CDIS.L and 0.15% for IUCD.L.

Portfolio Optimizer

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