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

Performance

IUCD.L vs. EBIZ.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 Global X E-commerce UCITS ETF USD (Acc) (EBIZ.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IUCD.L achieves a -1.54% return, which is significantly higher than EBIZ.L's -10.03% return.


IUCD.L

1D
-1.71%
1M
-0.72%
6M
-3.31%
YTD
-1.54%
1Y
8.26%
3Y*
12.80%
5Y*
6.72%
10Y*
12.54%

EBIZ.L

1D
-1.43%
1M
5.34%
6M
-11.47%
YTD
-10.03%
1Y
-5.80%
3Y*
14.37%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
IUCD.L
iShares S&P 500 Consumer Discretionary Sector UCITS ETF USD Accumulating
-1.54%6.62%30.86%43.62%-37.19%0.26%
EBIZ.L
Global X E-commerce UCITS ETF USD (Acc)
-10.03%18.17%30.42%32.47%-41.59%-14.92%

Correlation

The correlation between IUCD.L and EBIZ.L is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.70

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

0.69

Correlation (All Time)
Calculated using the full available price history since Nov 16, 2021

0.73

The correlation between IUCD.L and EBIZ.L has been stable across timeframes, ranging from 0.69 to 0.73 - a consistent structural relationship.

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Return for Risk

IUCD.L vs. EBIZ.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: 1818
Overall Rank
IUCD.L Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
IUCD.L Sortino Ratio Rank: 1818
Sortino Ratio Rank
IUCD.L Omega Ratio Rank: 1717
Omega Ratio Rank
IUCD.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
IUCD.L Martin Ratio Rank: 1919
Martin Ratio Rank

EBIZ.L
EBIZ.L Risk / Return Rank: 77
Overall Rank
EBIZ.L Sharpe Ratio Rank: 77
Sharpe Ratio Rank
EBIZ.L Sortino Ratio Rank: 77
Sortino Ratio Rank
EBIZ.L Omega Ratio Rank: 77
Omega Ratio Rank
EBIZ.L Calmar Ratio Rank: 88
Calmar Ratio Rank
EBIZ.L Martin Ratio Rank: 88
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. EBIZ.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 Global X E-commerce UCITS ETF USD (Acc) (EBIZ.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.


IUCD.LEBIZ.LDifference
Sharpe ratioReturn per unit of total volatility

+0.71

Sortino ratioReturn per unit of downside risk

+1.01

Omega ratioGain probability vs. loss probability

1.09

0.97

+0.11

Calmar ratioReturn relative to maximum drawdown

0.55

-0.22

+0.77

Martin ratioReturn relative to average drawdown

1.56

-0.38

+1.95

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

The current IUCD.L Sharpe Ratio is 0.43, which is higher than the EBIZ.L Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of IUCD.L and EBIZ.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

IUCD.L vs. EBIZ.L - Drawdown Comparison

The maximum IUCD.L drawdown since its inception was -40.70%, smaller than the maximum EBIZ.L drawdown of -56.06%. Use the drawdown chart below to compare losses from any high point for IUCD.L and EBIZ.L.


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Drawdown Indicators


IUCD.LEBIZ.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.70%

-56.06%

+15.36%

Max Drawdown (1Y)

Largest decline over 1 year

-14.85%

-26.87%

+12.02%

Max Drawdown (3Y)

Largest decline over 3 years

-26.70%

-26.87%

+0.17%

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

-5.24%

-17.55%

+12.31%

Average Drawdown

Average peak-to-trough decline

-8.74%

-27.42%

+18.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.27%

15.15%

-9.88%

Volatility

IUCD.L vs. EBIZ.L - Volatility Comparison

iShares S&P 500 Consumer Discretionary Sector UCITS ETF USD Accumulating (IUCD.L) and Global X E-commerce UCITS ETF USD (Acc) (EBIZ.L) have volatilities of 6.53% and 6.77%, 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.LEBIZ.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.53%

6.77%

-0.24%

Volatility (6M)

Calculated over the trailing 6-month period

15.33%

17.00%

-1.67%

Volatility (1Y)

Calculated over the trailing 1-year period

19.09%

20.91%

-1.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.11%

28.67%

-5.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.15%

28.67%

-7.52%

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

IUCD.L has a 0.15% expense ratio, which is lower than EBIZ.L's 0.50% expense ratio.


Dividends

IUCD.L vs. EBIZ.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


IUCD.L and EBIZ.L have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

IUCD.L is cheaper with a 0.15% expense ratio, compared with 0.50% for EBIZ.L.

IUCD.L tracks S&P 500 Capped 35/20 Consumer Discretionary Index, while EBIZ.L tracks Solactive E-commerce v2 Index. They also come from different issuers: iShares and Global X. Their fees differ too: 0.15% for IUCD.L and 0.50% for EBIZ.L.

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