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EBIG.L vs. IUCS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EBIG.L vs. IUCS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Global X E-commerce UCITS ETF USD Accumulating (EBIG.L) and iShares S&P 500 Consumer Staples Sector UCITS ETF USD Accumulating (IUCS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EBIG.L is traded in GBP, while IUCS.L is traded in USD. To make them comparable, the IUCS.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, EBIG.L achieves a -15.51% return, which is significantly lower than IUCS.L's 6.65% return.


EBIG.L

1D
-2.19%
1M
-0.89%
YTD
-15.51%
6M
-16.48%
1Y
-7.55%
3Y*
14.38%
5Y*
10Y*

IUCS.L

1D
1.60%
1M
-3.02%
YTD
6.65%
6M
4.85%
1Y
3.40%
3Y*
5.80%
5Y*
7.89%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EBIG.L vs. IUCS.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EBIG.L
Global X E-commerce UCITS ETF USD Accumulating
-15.51%9.95%33.02%24.95%-34.59%-36.94%
IUCS.L
iShares S&P 500 Consumer Staples Sector UCITS ETF USD Accumulating
6.65%-3.44%16.32%-5.36%11.82%4.75%

Correlation

The correlation between EBIG.L and IUCS.L is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.00

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

0.09

Correlation (All Time)
Calculated using the full available price history since Nov 17, 2021

0.11

The correlation between EBIG.L and IUCS.L shifts across timeframes, from -0.00 (1 year) to 0.11 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

EBIG.L vs. IUCS.L — Risk / Return Rank

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

EBIG.L
EBIG.L Risk / Return Rank: 66
Overall Rank
EBIG.L Sharpe Ratio Rank: 55
Sharpe Ratio Rank
EBIG.L Sortino Ratio Rank: 55
Sortino Ratio Rank
EBIG.L Omega Ratio Rank: 55
Omega Ratio Rank
EBIG.L Calmar Ratio Rank: 66
Calmar Ratio Rank
EBIG.L Martin Ratio Rank: 66
Martin Ratio Rank

IUCS.L
IUCS.L Risk / Return Rank: 1111
Overall Rank
IUCS.L Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
IUCS.L Sortino Ratio Rank: 1111
Sortino Ratio Rank
IUCS.L Omega Ratio Rank: 1111
Omega Ratio Rank
IUCS.L Calmar Ratio Rank: 1212
Calmar Ratio Rank
IUCS.L Martin Ratio Rank: 1212
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.

EBIG.L vs. IUCS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X E-commerce UCITS ETF USD Accumulating (EBIG.L) and iShares S&P 500 Consumer Staples Sector UCITS ETF USD Accumulating (IUCS.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.


EBIG.LIUCS.LDifference
Sharpe ratioReturn per unit of total volatility

-0.65

Sortino ratioReturn per unit of downside risk

-0.88

Omega ratioGain probability vs. loss probability

0.95

1.05

-0.10

Calmar ratioReturn relative to maximum drawdown

-0.29

0.37

-0.66

Martin ratioReturn relative to average drawdown

-0.59

0.87

-1.45

EBIG.L vs. IUCS.L - Sharpe Ratio Comparison

The current EBIG.L Sharpe Ratio is -0.42, which is lower than the IUCS.L Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of EBIG.L and IUCS.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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Sharpe Ratios by Period


EBIG.LIUCS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.42

0.23

-0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.32

0.50

-0.82

Drawdowns

EBIG.L vs. IUCS.L - Drawdown Comparison

The maximum EBIG.L drawdown since its inception was -61.10%, which is greater than IUCS.L's maximum drawdown of -17.74%. Use the drawdown chart below to compare losses from any high point for EBIG.L and IUCS.L.


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Drawdown Indicators


EBIG.LIUCS.LDifference

Max Drawdown

Largest peak-to-trough decline

-61.10%

-17.74%

-43.36%

Max Drawdown (1Y)

Largest decline over 1 year

-25.69%

-9.20%

-16.49%

Max Drawdown (3Y)

Largest decline over 3 years

-26.57%

-11.51%

-15.06%

Max Drawdown (5Y)

Largest decline over 5 years

-13.49%

Current Drawdown

Current decline from peak

-36.31%

-7.38%

-28.93%

Average Drawdown

Average peak-to-trough decline

-42.51%

-4.68%

-37.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.80%

3.83%

+8.97%

Volatility

EBIG.L vs. IUCS.L - Volatility Comparison

The current volatility for Global X E-commerce UCITS ETF USD Accumulating (EBIG.L) is 4.14%, while iShares S&P 500 Consumer Staples Sector UCITS ETF USD Accumulating (IUCS.L) has a volatility of 6.19%. This indicates that EBIG.L experiences smaller price fluctuations and is considered to be less risky than IUCS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EBIG.LIUCS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.14%

6.19%

-2.05%

Volatility (6M)

Calculated over the trailing 6-month period

13.95%

12.07%

+1.88%

Volatility (1Y)

Calculated over the trailing 1-year period

18.12%

14.63%

+3.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.21%

14.11%

+15.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.21%

15.92%

+13.29%

EBIG.L vs. IUCS.L - Expense Ratio Comparison

EBIG.L has a 0.50% expense ratio, which is higher than IUCS.L's 0.15% expense ratio.


Dividends

EBIG.L vs. IUCS.L - Dividend Comparison

Neither EBIG.L nor IUCS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


EBIG.L and IUCS.L have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

IUCS.L is cheaper with a 0.15% expense ratio, compared with 0.50% for EBIG.L.

EBIG.L tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while IUCS.L tracks S&P 500 Capped 35/20 Consumer Staples Index. They also come from different issuers: Global X and iShares. Their fees differ too: 0.50% for EBIG.L and 0.15% for IUCS.L.

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