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IUCD.L vs. CDCE.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IUCD.L vs. CDCE.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 Accumulating (IUCD.L) and SPDR MSCI Europe Consumer Discretionary UCITS ETF (CDCE.L). The values are adjusted to include any dividend payments, if applicable.

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IUCD.L vs. CDCE.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
IUCD.L
iShares S&P 500 Consumer Discretionary Sector UCITS ETF USD Accumulating
-10.50%6.62%30.82%43.62%-28.03%
CDCE.L
SPDR MSCI Europe Consumer Discretionary UCITS ETF
-19.72%15.48%-2.86%19.00%2.08%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, IUCD.L achieves a -10.50% return, which is significantly higher than CDCE.L's -19.72% return.


IUCD.L

1D
0.70%
1M
-6.88%
YTD
-10.50%
6M
-9.07%
1Y
12.45%
3Y*
15.86%
5Y*
6.15%
10Y*
12.79%

CDCE.L

1D
1.17%
1M
-14.96%
YTD
-19.72%
6M
-15.48%
1Y
-6.77%
3Y*
-3.61%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IUCD.L vs. CDCE.L - Expense Ratio Comparison

IUCD.L has a 0.15% expense ratio, which is lower than CDCE.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%.


Return for Risk

IUCD.L vs. CDCE.L — Risk / Return Rank

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

IUCD.L
IUCD.L Risk / Return Rank: 2929
Overall Rank
IUCD.L Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
IUCD.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
IUCD.L Omega Ratio Rank: 2828
Omega Ratio Rank
IUCD.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
IUCD.L Martin Ratio Rank: 2525
Martin Ratio Rank

CDCE.L
CDCE.L Risk / Return Rank: 44
Overall Rank
CDCE.L Sharpe Ratio Rank: 44
Sharpe Ratio Rank
CDCE.L Sortino Ratio Rank: 44
Sortino Ratio Rank
CDCE.L Omega Ratio Rank: 44
Omega Ratio Rank
CDCE.L Calmar Ratio Rank: 55
Calmar Ratio Rank
CDCE.L Martin Ratio Rank: 22
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.

IUCD.L vs. CDCE.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 Accumulating (IUCD.L) and SPDR MSCI Europe Consumer Discretionary UCITS ETF (CDCE.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.


IUCD.LCDCE.LDifference

Sharpe ratio

Return per unit of total volatility

0.58

-0.33

+0.90

Sortino ratio

Return per unit of downside risk

0.97

-0.31

+1.28

Omega ratio

Gain probability vs. loss probability

1.12

0.96

+0.16

Calmar ratio

Return relative to maximum drawdown

0.63

-0.36

+0.99

Martin ratio

Return relative to average drawdown

1.99

-1.20

+3.20

IUCD.L vs. CDCE.L - Sharpe Ratio Comparison

The current IUCD.L Sharpe Ratio is 0.58, which is higher than the CDCE.L Sharpe Ratio of -0.33. The chart below compares the historical Sharpe Ratios of IUCD.L and CDCE.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IUCD.LCDCE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.58

-0.33

+0.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.10

+0.48

Correlation

The correlation between IUCD.L and CDCE.L is 0.57, 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.


Dividends

IUCD.L vs. CDCE.L - Dividend Comparison

Neither IUCD.L nor CDCE.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

IUCD.L vs. CDCE.L - Drawdown Comparison

The maximum IUCD.L drawdown since its inception was -40.70%, which is greater than CDCE.L's maximum drawdown of -22.26%. Use the drawdown chart below to compare losses from any high point for IUCD.L and CDCE.L.


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Drawdown Indicators


IUCD.LCDCE.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.70%

-23.43%

-17.27%

Max Drawdown (1Y)

Largest decline over 1 year

-14.86%

-21.92%

+7.06%

Max Drawdown (5Y)

Largest decline over 5 years

-40.70%

Max Drawdown (10Y)

Largest decline over 10 years

-40.70%

Current Drawdown

Current decline from peak

-13.86%

-21.85%

+7.99%

Average Drawdown

Average peak-to-trough decline

-9.82%

-7.48%

-2.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.68%

7.15%

-2.47%

Volatility

IUCD.L vs. CDCE.L - Volatility Comparison

iShares S&P 500 Consumer Discretionary Sector UCITS ETF USD Accumulating (IUCD.L) and SPDR MSCI Europe Consumer Discretionary UCITS ETF (CDCE.L) have volatilities of 7.11% and 7.31%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IUCD.LCDCE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.11%

7.31%

-0.20%

Volatility (6M)

Calculated over the trailing 6-month period

12.74%

14.15%

-1.41%

Volatility (1Y)

Calculated over the trailing 1-year period

21.54%

20.78%

+0.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.72%

23.17%

-0.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.59%

23.17%

-0.58%