DLTM.L vs. WCOS.L
DLTM.L (iShares MSCI EM Latin America UCITS ETF) and WCOS.L (SPDR MSCI World Consumer Staples UCITS ETF) are both exchange-traded funds - DLTM.L is a Latin America Equities fund tracking the MSCI EM Latin America NR USD, while WCOS.L is a Consumer Staples Equities fund tracking the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR. Both are passively managed. Over the past 10 years, DLTM.L returned 7.49%/yr vs 5.58%/yr for WCOS.L. At a 0.38 correlation, their price movements are largely independent. DLTM.L charges 0.74%/yr vs 0.30%/yr for WCOS.L.
Performance
DLTM.L vs. WCOS.L - Performance Comparison
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Returns By Period
In the year-to-date period, DLTM.L achieves a 9.93% return, which is significantly higher than WCOS.L's 3.82% return. Over the past 10 years, DLTM.L has outperformed WCOS.L with an annualized return of 7.49%, while WCOS.L has yielded a comparatively lower 5.58% annualized return.
DLTM.L
- 1D
- -0.71%
- 1M
- -7.84%
- YTD
- 9.93%
- 6M
- 8.15%
- 1Y
- 36.25%
- 3Y*
- 13.43%
- 5Y*
- 8.58%
- 10Y*
- 7.49%
WCOS.L
- 1D
- 0.05%
- 1M
- -2.38%
- YTD
- 3.82%
- 6M
- 4.03%
- 1Y
- 1.22%
- 3Y*
- 6.13%
- 5Y*
- 3.94%
- 10Y*
- 5.58%
DLTM.L vs. WCOS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DLTM.L iShares MSCI EM Latin America UCITS ETF | 9.93% | 54.43% | -26.89% | 33.42% | 7.99% | -9.75% | -11.20% | 12.80% | -5.26% | 21.02% |
WCOS.L SPDR MSCI World Consumer Staples UCITS ETF | 3.82% | 8.52% | 5.94% | 1.94% | -5.27% | 12.81% | 7.61% | 22.47% | -10.18% | 17.35% |
Correlation
The correlation between DLTM.L and WCOS.L is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since May 5, 2016 | 0.38 |
The correlation between DLTM.L and WCOS.L shifts across timeframes, from 0.22 (1 year) to 0.38 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DLTM.L vs. WCOS.L — Risk / Return Rank
DLTM.L
WCOS.L
DLTM.L vs. WCOS.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM Latin America UCITS ETF (DLTM.L) and SPDR MSCI World Consumer Staples UCITS ETF (WCOS.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.
| DLTM.L | WCOS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.69 | ||
| Sortino ratioReturn per unit of downside risk | +2.28 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.03 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 2.93 | 0.12 | +2.81 |
| Martin ratioReturn relative to average drawdown | 8.45 | 0.28 | +8.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DLTM.L | WCOS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.79 | 0.10 | +1.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.32 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.28 | 0.44 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.05 | 0.46 | -0.41 |
Drawdowns
DLTM.L vs. WCOS.L - Drawdown Comparison
The maximum DLTM.L drawdown since its inception was -64.38%, which is greater than WCOS.L's maximum drawdown of -23.55%. Use the drawdown chart below to compare losses from any high point for DLTM.L and WCOS.L.
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Drawdown Indicators
| DLTM.L | WCOS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.38% | -23.55% | -40.83% |
Max Drawdown (1Y)Largest decline over 1 year | -12.31% | -9.72% | -2.59% |
Max Drawdown (3Y)Largest decline over 3 years | -27.83% | -11.62% | -16.21% |
Max Drawdown (5Y)Largest decline over 5 years | -29.02% | -17.62% | -11.40% |
Max Drawdown (10Y)Largest decline over 10 years | -54.87% | -23.55% | -31.32% |
Current DrawdownCurrent decline from peak | -12.31% | -8.82% | -3.49% |
Average DrawdownAverage peak-to-trough decline | -29.86% | -4.19% | -25.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.28% | 4.38% | -0.10% |
Volatility
DLTM.L vs. WCOS.L - Volatility Comparison
iShares MSCI EM Latin America UCITS ETF (DLTM.L) has a higher volatility of 6.11% compared to SPDR MSCI World Consumer Staples UCITS ETF (WCOS.L) at 4.45%. This indicates that DLTM.L's price experiences larger fluctuations and is considered to be riskier than WCOS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DLTM.L | WCOS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.11% | 4.45% | +1.66% |
Volatility (6M)Calculated over the trailing 6-month period | 17.14% | 10.04% | +7.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.22% | 12.28% | +7.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.80% | 12.16% | +10.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.57% | 12.58% | +13.99% |
DLTM.L vs. WCOS.L - Expense Ratio Comparison
DLTM.L has a 0.74% expense ratio, which is higher than WCOS.L's 0.30% expense ratio.
Dividends
DLTM.L vs. WCOS.L - Dividend Comparison
DLTM.L's dividend yield for the trailing twelve months is around 3.50%, while WCOS.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DLTM.L iShares MSCI EM Latin America UCITS ETF | 3.50% | 3.54% | 5.77% | 4.23% | 6.82% | 3.20% | 1.66% | 2.31% | 2.17% | 1.47% | 1.44% | 2.98% |
WCOS.L SPDR MSCI World Consumer Staples UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DLTM.L and WCOS.L have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WCOS.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WCOS.L is cheaper with a 0.30% expense ratio, compared with 0.74% for DLTM.L.
DLTM.L is categorized as Latin America Equities, while WCOS.L is Consumer Staples Equities. DLTM.L tracks MSCI EM Latin America NR USD, while WCOS.L tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR. They also come from different issuers: iShares and State Street. Their fees differ too: 0.74% for DLTM.L and 0.30% for WCOS.L.
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