ICSU.L vs. PEP
Compare and contrast key facts about iShares S&P 500 Consumer Staples Sector UCITS ETF (ICSU.L) and PepsiCo, Inc. (PEP).
ICSU.L is a passively managed fund by iShares that tracks the performance of the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR. It was launched on Mar 20, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ICSU.L or PEP.
Key characteristics
| ICSU.L | PEP | |
|---|---|---|
| YTD Return | 14.51% | -0.52% |
| 1Y Return | 16.38% | 2.46% |
| 3Y Return (Ann) | 8.84% | 3.20% |
| 5Y Return (Ann) | 8.99% | 7.42% |
| Sharpe Ratio | 1.56 | 0.11 |
| Sortino Ratio | 2.37 | 0.27 |
| Omega Ratio | 1.27 | 1.03 |
| Calmar Ratio | 1.37 | 0.11 |
| Martin Ratio | 10.05 | 0.37 |
| Ulcer Index | 1.57% | 4.67% |
| Daily Std Dev | 10.07% | 15.85% |
| Max Drawdown | -18.54% | -40.41% |
| Current Drawdown | -1.69% | -11.97% |
Correlation
The correlation between ICSU.L and PEP is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
ICSU.L vs. PEP - Performance Comparison
In the year-to-date period, ICSU.L achieves a 14.51% return, which is significantly higher than PEP's -0.52% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ICSU.L vs. PEP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Consumer Staples Sector UCITS ETF (ICSU.L) and PepsiCo, Inc. (PEP). 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.
Dividends
ICSU.L vs. PEP - Dividend Comparison
ICSU.L has not paid dividends to shareholders, while PEP's dividend yield for the trailing twelve months is around 3.19%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ICSU.L iShares S&P 500 Consumer Staples Sector 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% |
PEP PepsiCo, Inc. | 3.19% | 2.92% | 2.51% | 2.45% | 2.71% | 2.78% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% | 2.70% |
Drawdowns
ICSU.L vs. PEP - Drawdown Comparison
The maximum ICSU.L drawdown since its inception was -18.54%, smaller than the maximum PEP drawdown of -40.41%. Use the drawdown chart below to compare losses from any high point for ICSU.L and PEP. For additional features, visit the drawdowns tool.
Volatility
ICSU.L vs. PEP - Volatility Comparison
The current volatility for iShares S&P 500 Consumer Staples Sector UCITS ETF (ICSU.L) is 3.02%, while PepsiCo, Inc. (PEP) has a volatility of 3.48%. This indicates that ICSU.L experiences smaller price fluctuations and is considered to be less risky than PEP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.