PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
ICSU.L vs. XLV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ICSU.L vs. XLV

Last updated Jun 9, 2026

ICSU.L (iShares S&P 500 Consumer Staples Sector UCITS ETF USD (Acc)) and XLV (State Street Health Care Select Sector SPDR ETF) are both exchange-traded funds - ICSU.L is a Consumer Staples Equities fund tracking the S&P 500 Capped 35/20 Consumer Staples Index, while XLV is a Health & Biotech Equities fund tracking the Health Care Select Sector Index. Both are passively managed. Over the past 5 years, ICSU.L returned 8.44%/yr vs 7.25%/yr for XLV. At a 0.39 correlation, their price movements are largely independent. ICSU.L charges 0.15%/yr vs 0.08%/yr for XLV.

Performance

ICSU.L vs. XLV - Performance Comparison

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

Loading charts...

Different Trading Currencies

ICSU.L is traded in GBp, while XLV is traded in USD. To make them comparable, the XLV values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, ICSU.L achieves a 8.55% return, which is significantly higher than XLV's -0.02% return.

ICSU.L

1D
-0.12%
1M
-0.51%
YTD
8.55%
6M
8.42%
1Y
6.30%
3Y*
6.78%
5Y*
8.44%
10Y*
—

XLV

1D
-0.27%
1M
8.69%
YTD
-0.02%
6M
1.48%
1Y
17.21%
3Y*
5.06%
5Y*
7.25%
10Y*
10.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ICSU.L vs. XLV - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
ICSU.L
iShares S&P 500 Consumer Staples Sector UCITS ETF USD (Acc)		8.55%-3.20%16.26%-5.83%11.78%19.63%5.64%22.78%-4.77%-20.91%
XLV
State Street Health Care Select Sector SPDR ETF		-0.02%6.35%4.26%-3.04%9.56%27.23%9.97%15.87%12.58%3.68%

Correlation

The correlation between ICSU.L and XLV is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.24

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

0.29

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

0.35

Correlation (All Time)
Calculated using the full available price history since Mar 22, 2017

0.39

The correlation between ICSU.L and XLV shifts across timeframes, from 0.24 (1 year) to 0.39 (all time), reflecting how their relationship changes across market environments.

ICSU.L vs. XLV - Sectors Allocation Comparison

Sectors
ICSU.L
XLV

Consumer Defensive

99.0%

-

Consumer Cyclical

1.0%

-

Basic Materials

-

-

Communication Services

-

-

Energy

-

-

Financial Services

-

-

Healthcare

-

100.0%

Industrials

-

-

Real Estate

-

-

Technology

-

-

Utilities

-

-

Consumer Defensive

ICSU.L
99.0%
XLV

-

Consumer Cyclical

ICSU.L
1.0%
XLV

-

Basic Materials

ICSU.L

-

XLV

-

Communication Services

ICSU.L

-

XLV

-

Energy

ICSU.L

-

XLV

-

Financial Services

ICSU.L

-

XLV

-

Healthcare

ICSU.L

-

XLV
100.0%

Industrials

ICSU.L

-

XLV

-

Real Estate

ICSU.L

-

XLV

-

Technology

ICSU.L

-

XLV

-

Utilities

ICSU.L

-

XLV

-

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares S&P 500 Consumer Staples Sector UCITS ETF USD (Acc)

State Street Health Care Select Sector SPDR ETF

Often compared with ICSU.L:
ICSU.L vs. XDWS.LICSU.L vs. PFGCICSU.L vs. IYKICSU.L vs. PEPICSU.L vs. VHVG.LICSU.L vs. PGICSU.L vs. VOO
Often compared with XLV:
XLV vs. VHTXLV vs. SPYXLV vs. XLFXLV vs. IXJXLV vs. VOOXLV vs. FHLCXLV vs. IHI

Return for Risk

ICSU.L vs. XLV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ICSU.L
ICSU.L Risk / Return Rank: 1717
Overall Rank
ICSU.L Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
ICSU.L Sortino Ratio Rank: 1717
Sortino Ratio Rank
ICSU.L Omega Ratio Rank: 1616
Omega Ratio Rank
ICSU.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
ICSU.L Martin Ratio Rank: 1717
Martin Ratio Rank
XLV
XLV Risk / Return Rank: 3232
Overall Rank
XLV Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
XLV Sortino Ratio Rank: 3434
Sortino Ratio Rank
XLV Omega Ratio Rank: 3131
Omega Ratio Rank
XLV Calmar Ratio Rank: 3333
Calmar Ratio Rank
XLV Martin Ratio Rank: 2828
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.

ICSU.L vs. XLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Consumer Staples Sector UCITS ETF USD (Acc) (ICSU.L) and State Street Health Care Select Sector SPDR ETF (XLV). 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.

ICSU.LXLVDifference
Sharpe ratioReturn per unit of total volatility
0.44
1.16

-0.72

Sortino ratioReturn per unit of downside risk
0.74
1.78

-1.04

Omega ratioGain probability vs. loss probability

1.08

1.20

-0.12

Calmar ratioReturn relative to maximum drawdown

0.68

1.43

-0.75

Martin ratioReturn relative to average drawdown

1.61

3.51

-1.89

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ICSU.L vs. XLV - Sharpe Ratio Comparison

The current ICSU.L Sharpe Ratio is 0.44, which is lower than the XLV Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of ICSU.L and XLV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Sharpe Ratios by Period

ICSU.LXLVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.44

1.16

-0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.50

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.60

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.67

-0.43

Drawdowns

ICSU.L vs. XLV - Drawdown Comparison

The maximum ICSU.L drawdown since its inception was -33.13%, which is greater than XLV's maximum drawdown of -22.72%. Use the drawdown chart below to compare losses from any high point for ICSU.L and XLV.

Loading charts...

Drawdown Indicators

ICSU.LXLVDifference

Max Drawdown

Largest peak-to-trough decline

-33.13%

-22.72%

-10.41%

Max Drawdown (1Y)

Largest decline over 1 year

-9.24%

-12.10%

+2.86%

Max Drawdown (3Y)

Largest decline over 3 years

-20.55%

-18.62%

-1.93%

Max Drawdown (5Y)

Largest decline over 5 years

-20.55%

-18.62%

-1.93%

Max Drawdown (10Y)

Largest decline over 10 years

—

-19.30%

—

Current Drawdown

Current decline from peak

-5.70%

-4.35%

-1.35%

Average Drawdown

Average peak-to-trough decline

-10.36%

-4.84%

-5.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.90%

4.91%

-1.01%

Volatility

ICSU.L vs. XLV - Volatility Comparison

iShares S&P 500 Consumer Staples Sector UCITS ETF USD (Acc) (ICSU.L) has a higher volatility of 6.88% compared to State Street Health Care Select Sector SPDR ETF (XLV) at 5.53%. This indicates that ICSU.L's price experiences larger fluctuations and is considered to be riskier than XLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

ICSU.LXLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.88%

5.53%

+1.35%

Volatility (6M)

Calculated over the trailing 6-month period

12.08%

11.07%

+1.01%

Volatility (1Y)

Calculated over the trailing 1-year period

14.44%

14.92%

-0.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.17%

14.72%

+4.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.66%

17.32%

+1.34%

ICSU.L vs. XLV - Expense Ratio Comparison

ICSU.L has a 0.15% expense ratio, which is higher than XLV's 0.08% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

ICSU.L vs. XLV - Dividend Comparison

ICSU.L has not paid dividends to shareholders, while XLV's dividend yield for the trailing twelve months is around 1.64%.

PositionTTM20252024202320222021202020192018201720162015
ICSU.L
iShares S&P 500 Consumer Staples Sector UCITS ETF USD (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XLV
State Street Health Care Select Sector SPDR ETF		1.64%1.60%1.67%1.59%1.47%1.33%1.49%2.17%1.57%1.47%1.60%1.43%

Frequently Asked Questions

ICSU.L and XLV have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XLV is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XLV is cheaper with a 0.08% expense ratio, compared with 0.15% for ICSU.L.

ICSU.L is categorized as Consumer Staples Equities, while XLV is Health & Biotech Equities. ICSU.L tracks S&P 500 Capped 35/20 Consumer Staples Index, while XLV tracks Health Care Select Sector Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.15% for ICSU.L and 0.08% for XLV.

Portfolio Optimizer

Find the right allocation for ICSU.L and XLV

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

Open Portfolio Optimizer