IUCD.L vs. ISAC.L
Compare and contrast key facts about iShares S&P 500 Consumer Discretionary Sector UCITS ETF USD Accumulating (IUCD.L) and iShares MSCI ACWI UCITS ETF USD (Acc) (ISAC.L).
IUCD.L and ISAC.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IUCD.L is a passively managed fund by iShares that tracks the performance of the S&P 500 Capped 35/20 Consumer Discretionary Index. It was launched on Nov 20, 2015. ISAC.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI Index. It was launched on Oct 21, 2001. Both IUCD.L and ISAC.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
IUCD.L vs. ISAC.L - Performance Comparison
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IUCD.L vs. ISAC.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IUCD.L iShares S&P 500 Consumer Discretionary Sector UCITS ETF USD Accumulating | -8.22% | 6.62% | 30.82% | 43.62% | -37.19% | 24.43% | 33.47% | 26.85% | 0.18% | 21.18% |
ISAC.L iShares MSCI ACWI UCITS ETF USD (Acc) | -1.59% | 22.36% | 17.81% | 22.57% | -18.16% | 18.85% | 15.66% | 25.77% | -9.73% | 24.39% |
Returns By Period
In the year-to-date period, IUCD.L achieves a -8.22% return, which is significantly lower than ISAC.L's -1.59% return. Over the past 10 years, IUCD.L has outperformed ISAC.L with an annualized return of 13.08%, while ISAC.L has yielded a comparatively lower 11.61% annualized return.
IUCD.L
- 1D
- 2.54%
- 1M
- -3.24%
- YTD
- -8.22%
- 6M
- -7.46%
- 1Y
- 12.10%
- 3Y*
- 16.84%
- 5Y*
- 6.69%
- 10Y*
- 13.08%
ISAC.L
- 1D
- 2.98%
- 1M
- -3.99%
- YTD
- -1.59%
- 6M
- 1.99%
- 1Y
- 22.01%
- 3Y*
- 17.57%
- 5Y*
- 9.82%
- 10Y*
- 11.61%
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IUCD.L vs. ISAC.L - Expense Ratio Comparison
IUCD.L has a 0.15% expense ratio, which is lower than ISAC.L's 0.20% 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. ISAC.L — Risk / Return Rank
IUCD.L
ISAC.L
IUCD.L vs. ISAC.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 iShares MSCI ACWI UCITS ETF USD (Acc) (ISAC.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.L | ISAC.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.56 | 1.41 | -0.85 |
Sortino ratioReturn per unit of downside risk | 0.95 | 1.97 | -1.02 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.29 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 0.77 | 2.44 | -1.67 |
Martin ratioReturn relative to average drawdown | 2.55 | 9.75 | -7.20 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IUCD.L | ISAC.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.56 | 1.41 | -0.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.63 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.73 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.70 | -0.10 |
Correlation
The correlation between IUCD.L and ISAC.L is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
IUCD.L vs. ISAC.L - Dividend Comparison
Neither IUCD.L nor ISAC.L has paid dividends to shareholders.
Drawdowns
IUCD.L vs. ISAC.L - Drawdown Comparison
The maximum IUCD.L drawdown since its inception was -40.70%, which is greater than ISAC.L's maximum drawdown of -33.82%. Use the drawdown chart below to compare losses from any high point for IUCD.L and ISAC.L.
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Drawdown Indicators
| IUCD.L | ISAC.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.70% | -33.82% | -6.88% |
Max Drawdown (1Y)Largest decline over 1 year | -14.86% | -11.58% | -3.28% |
Max Drawdown (5Y)Largest decline over 5 years | -40.70% | -26.07% | -14.63% |
Max Drawdown (10Y)Largest decline over 10 years | -40.70% | -33.82% | -6.88% |
Current DrawdownCurrent decline from peak | -11.67% | -5.55% | -6.12% |
Average DrawdownAverage peak-to-trough decline | -9.82% | -4.74% | -5.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.46% | 2.21% | +2.25% |
Volatility
IUCD.L vs. ISAC.L - Volatility Comparison
iShares S&P 500 Consumer Discretionary Sector UCITS ETF USD Accumulating (IUCD.L) has a higher volatility of 7.51% compared to iShares MSCI ACWI UCITS ETF USD (Acc) (ISAC.L) at 5.71%. This indicates that IUCD.L's price experiences larger fluctuations and is considered to be riskier than ISAC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IUCD.L | ISAC.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.51% | 5.71% | +1.80% |
Volatility (6M)Calculated over the trailing 6-month period | 13.00% | 9.25% | +3.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.61% | 15.59% | +6.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.75% | 15.47% | +7.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.60% | 15.88% | +6.72% |