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

Performance

ICDU.L vs. CDIS.L - Performance Comparison

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

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, ICDU.L achieves a -1.33% return, which is significantly higher than CDIS.L's -10.46% return. Over the past 10 years, ICDU.L has outperformed CDIS.L with an annualized return of 12.28%, while CDIS.L has yielded a comparatively lower 5.70% annualized return.


ICDU.L

1D
-1.47%
1M
-1.00%
6M
-3.73%
YTD
-1.33%
1Y
8.02%
3Y*
11.76%
5Y*
7.30%
10Y*
12.28%

CDIS.L

1D
-0.99%
1M
-2.19%
6M
-7.32%
YTD
-10.46%
1Y
-2.59%
3Y*
-3.20%
5Y*
-0.52%
10Y*
5.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
ICDU.L
iShares S&P 500 Consumer Discretionary Sector UCITS ETF USD (Acc)
-1.33%-0.77%33.05%35.72%-29.67%25.98%28.95%22.82%5.76%11.20%
CDIS.L
State Street SPDR MSCI Europe Consumer Discretionary UCITS ETF
-10.46%7.41%-1.06%12.84%-11.41%15.19%12.11%24.94%-13.31%15.21%

Correlation

The correlation between ICDU.L and CDIS.L is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.48

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

0.47

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

0.55

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

0.56

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

0.56

The correlation between ICDU.L and CDIS.L has been stable across timeframes, ranging from 0.47 to 0.56 - a consistent structural relationship.

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Return for Risk

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

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

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

CDIS.L
CDIS.L Risk / Return Rank: 1010
Overall Rank
CDIS.L Sharpe Ratio Rank: 1010
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: 1010
Calmar Ratio Rank
CDIS.L Martin Ratio Rank: 1010
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.

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

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


ICDU.LCDIS.LDifference
Sharpe ratioReturn per unit of total volatility

+0.60

Sortino ratioReturn per unit of downside risk

+0.82

Omega ratioGain probability vs. loss probability

1.09

0.99

+0.10

Calmar ratioReturn relative to maximum drawdown

0.57

-0.12

+0.69

Martin ratioReturn relative to average drawdown

1.49

-0.25

+1.74

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

The current ICDU.L Sharpe Ratio is 0.46, which is higher than the CDIS.L Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of ICDU.L and CDIS.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

ICDU.L vs. CDIS.L - Drawdown Comparison

The maximum ICDU.L drawdown since its inception was -42.16%, which is greater than CDIS.L's maximum drawdown of -35.47%. Use the drawdown chart below to compare losses from any high point for ICDU.L and CDIS.L.


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Drawdown Indicators


ICDU.LCDIS.LDifference

Max Drawdown

Largest peak-to-trough decline

-42.16%

-35.47%

-6.69%

Max Drawdown (1Y)

Largest decline over 1 year

-14.03%

-21.89%

+7.86%

Max Drawdown (3Y)

Largest decline over 3 years

-27.64%

-23.45%

-4.19%

Max Drawdown (5Y)

Largest decline over 5 years

-33.84%

-29.11%

-4.73%

Max Drawdown (10Y)

Largest decline over 10 years

-33.84%

-35.47%

+1.63%

Current Drawdown

Current decline from peak

-6.58%

-14.42%

+7.84%

Average Drawdown

Average peak-to-trough decline

-12.85%

-8.33%

-4.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.37%

10.37%

-5.00%

Volatility

ICDU.L vs. CDIS.L - Volatility Comparison

iShares S&P 500 Consumer Discretionary Sector UCITS ETF USD (Acc) (ICDU.L) has a higher volatility of 6.47% compared to State Street SPDR MSCI Europe Consumer Discretionary UCITS ETF (CDIS.L) at 5.46%. This indicates that ICDU.L's price experiences larger fluctuations and is considered to be riskier than CDIS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ICDU.LCDIS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.47%

5.46%

+1.01%

Volatility (6M)

Calculated over the trailing 6-month period

13.63%

16.14%

-2.51%

Volatility (1Y)

Calculated over the trailing 1-year period

17.30%

19.42%

-2.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.05%

21.00%

+4.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.85%

20.18%

+4.67%

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

ICDU.L has a 0.15% expense ratio, which is lower than CDIS.L's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

ICDU.L vs. CDIS.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


ICDU.L and CDIS.L have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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

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

Portfolio Optimizer

Find the right allocation for ICDU.L and CDIS.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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