HERU.L vs. WCOS.L

Last updated Jun 5, 2026

HERU.L (Global X Video Games & Esports UCITS ETF Acc USD) and WCOS.L (SPDR MSCI World Consumer Staples UCITS ETF) are both exchange-traded funds - HERU.L is a Technology Equities fund tracking the MSCI World/Information Tech 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 5 years, HERU.L returned -4.95%/yr vs 3.94%/yr for WCOS.L. At a 0.27 correlation, their price movements are largely independent. HERU.L charges 0.50%/yr vs 0.30%/yr for WCOS.L.

Performance

HERU.L vs. WCOS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Video Games & Esports UCITS ETF Acc USD (HERU.L) and SPDR MSCI World Consumer Staples UCITS ETF (WCOS.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, HERU.L achieves a -14.21% return, which is significantly lower than WCOS.L's 3.82% return.

HERU.L

• 1D: -1.65%
• 1M: -4.54%
• YTD: -14.21%
• 6M: -16.08%
• 1Y: -15.16%
• 3Y*: 8.14%
• 5Y*: -4.95%
• 10Y*: —

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%

*Multi-year figures are annualized to reflect compound growth (CAGR)

HERU.L vs. WCOS.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
HERU.L Global X Video Games & Esports UCITS ETF Acc USD	-14.21%	24.71%	18.11%	6.15%	-35.25%	-9.81%	1.78%
WCOS.L SPDR MSCI World Consumer Staples UCITS ETF	3.82%	8.52%	5.94%	1.94%	-5.27%	12.81%	0.57%

Correlation

The correlation between HERU.L and WCOS.L is 0.09, 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	0.09
Correlation (3Y) Calculated over the trailing 3-year period	0.24
Correlation (5Y) Calculated over the trailing 5-year period	0.27
Correlation (All Time) Calculated using the full available price history since Dec 21, 2020	0.27

The correlation between HERU.L and WCOS.L shifts across timeframes, from 0.09 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.

HERU.L vs. WCOS.L - Sectors Allocation Comparison

Sectors	HERU.L	WCOS.L
Communication Services	93.7%	-
Technology	4.5%	-
Industrials	1.9%	-
Basic Materials	-	-
Consumer Cyclical	-	2.3%
Consumer Defensive	-	97.5%
Energy	-	-
Financial Services	-	-
Healthcare	-	0.2%
Real Estate	-	-
Utilities	-	-

Return for Risk

HERU.L vs. WCOS.L — Risk / Return Rank

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

HERU.L

HERU.L Risk / Return Rank: 3
HERU.L Sharpe Ratio Rank: 3
HERU.L Sortino Ratio Rank: 3
HERU.L Omega Ratio Rank: 3
HERU.L Calmar Ratio Rank: 4
HERU.L Martin Ratio Rank: 4

WCOS.L

WCOS.L Risk / Return Rank: 10
WCOS.L Sharpe Ratio Rank: 11
WCOS.L Sortino Ratio Rank: 10
WCOS.L Omega Ratio Rank: 10
WCOS.L Calmar Ratio Rank: 11
WCOS.L Martin Ratio Rank: 11

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.

HERU.L vs. WCOS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Video Games & Esports UCITS ETF Acc USD (HERU.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.

	HERU.L	WCOS.L	Difference
Sharpe ratio: Return per unit of total volatility	-0.79	0.10	-0.89
Sortino ratio: Return per unit of downside risk	-1.01	0.22	-1.23
Omega ratio: Gain probability vs. loss probability	0.88	1.03	-0.15
Calmar ratio: Return relative to maximum drawdown	-0.58	0.12	-0.70
Martin ratio: Return relative to average drawdown	-1.08	0.28	-1.36
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HERU.L vs. WCOS.L - Sharpe Ratio Comparison

The current HERU.L Sharpe Ratio is -0.79, which is lower than the WCOS.L Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of HERU.L and WCOS.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.

Sharpe Ratios by Period

	HERU.L	WCOS.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.79	0.10	-0.89
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.24	0.32	-0.56
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.44	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.19	0.46	-0.65

Drawdowns

HERU.L vs. WCOS.L - Drawdown Comparison

The maximum HERU.L drawdown since its inception was -55.72%, 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 HERU.L and WCOS.L.

Drawdown Indicators

	HERU.L	WCOS.L	Difference
Max Drawdown Largest peak-to-trough decline	-55.72%	-23.55%	-32.17%
Max Drawdown (1Y) Largest decline over 1 year	-26.06%	-9.72%	-16.34%
Max Drawdown (3Y) Largest decline over 3 years	-26.06%	-11.62%	-14.44%
Max Drawdown (5Y) Largest decline over 5 years	-48.79%	-17.62%	-31.17%
Max Drawdown (10Y) Largest decline over 10 years	—	-23.55%	—
Current Drawdown Current decline from peak	-34.58%	-8.82%	-25.76%
Average Drawdown Average peak-to-trough decline	-33.97%	-4.19%	-29.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.96%	4.38%	+9.58%

Volatility

HERU.L vs. WCOS.L - Volatility Comparison

Global X Video Games & Esports UCITS ETF Acc USD (HERU.L) has a higher volatility of 5.76% compared to SPDR MSCI World Consumer Staples UCITS ETF (WCOS.L) at 4.45%. This indicates that HERU.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.

Volatility by Period

	HERU.L	WCOS.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.76%	4.45%	+1.31%
Volatility (6M) Calculated over the trailing 6-month period	15.54%	10.04%	+5.50%
Volatility (1Y) Calculated over the trailing 1-year period	19.26%	12.28%	+6.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.53%	12.16%	+11.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.67%	12.58%	+11.09%

HERU.L vs. WCOS.L - Expense Ratio Comparison

HERU.L has a 0.50% expense ratio, which is higher than WCOS.L's 0.30% expense ratio.

Dividends

HERU.L vs. WCOS.L - Dividend Comparison

Neither HERU.L nor WCOS.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both HERU.L and WCOS.L in my portfolio?

HERU.L and WCOS.L have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, HERU.L or WCOS.L?

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.

Which ETF is cheaper, HERU.L or WCOS.L?

WCOS.L is cheaper with a 0.30% expense ratio, compared with 0.50% for HERU.L.

What is the main difference between HERU.L and WCOS.L?

HERU.L is categorized as Technology Equities, while WCOS.L is Consumer Staples Equities. HERU.L tracks MSCI World/Information Tech NR USD, while WCOS.L tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR. They also come from different issuers: Global X and State Street. Their fees differ too: 0.50% for HERU.L and 0.30% for WCOS.L.