IUCD.L vs. WCOD.L
Compare and contrast key facts about iShares S&P 500 Consumer Discretionary Sector UCITS ETF USD Accumulating (IUCD.L) and SPDR MSCI World Consumer Discretionary UCITS ETF (WCOD.L).
IUCD.L and WCOD.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. WCOD.L is a passively managed fund by State Street that tracks the performance of the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR. It was launched on Apr 29, 2016. Both IUCD.L and WCOD.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. WCOD.L - Performance Comparison
Loading graphics...
IUCD.L vs. WCOD.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% |
WCOD.L SPDR MSCI World Consumer Discretionary UCITS ETF | -9.64% | 8.15% | 21.52% | 35.76% | -33.88% | 18.10% | 37.61% | 25.41% | -5.63% | 23.02% |
Returns By Period
In the year-to-date period, IUCD.L achieves a -8.22% return, which is significantly higher than WCOD.L's -9.64% 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%
WCOD.L
- 1D
- 2.91%
- 1M
- -3.95%
- YTD
- -9.64%
- 6M
- -8.51%
- 1Y
- 8.37%
- 3Y*
- 11.40%
- 5Y*
- 3.89%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
IUCD.L vs. WCOD.L - Expense Ratio Comparison
IUCD.L has a 0.15% expense ratio, which is lower than WCOD.L's 0.30% expense ratio.
Return for Risk
IUCD.L vs. WCOD.L — Risk / Return Rank
IUCD.L
WCOD.L
IUCD.L vs. WCOD.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 World Consumer Discretionary UCITS ETF (WCOD.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 | WCOD.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.56 | 0.42 | +0.14 |
Sortino ratioReturn per unit of downside risk | 0.95 | 0.75 | +0.20 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.09 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.77 | 0.52 | +0.25 |
Martin ratioReturn relative to average drawdown | 2.55 | 1.72 | +0.84 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| IUCD.L | WCOD.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.56 | 0.42 | +0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.22 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.74 | -0.15 |
Correlation
The correlation between IUCD.L and WCOD.L is 0.59, 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. WCOD.L - Dividend Comparison
Neither IUCD.L nor WCOD.L has paid dividends to shareholders.
Drawdowns
IUCD.L vs. WCOD.L - Drawdown Comparison
The maximum IUCD.L drawdown since its inception was -40.70%, which is greater than WCOD.L's maximum drawdown of -36.26%. Use the drawdown chart below to compare losses from any high point for IUCD.L and WCOD.L.
Loading graphics...
Drawdown Indicators
| IUCD.L | WCOD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.70% | -36.26% | -4.44% |
Max Drawdown (1Y)Largest decline over 1 year | -14.86% | -16.19% | +1.33% |
Max Drawdown (5Y)Largest decline over 5 years | -40.70% | -36.26% | -4.44% |
Max Drawdown (10Y)Largest decline over 10 years | -40.70% | — | — |
Current DrawdownCurrent decline from peak | -11.67% | -12.77% | +1.10% |
Average DrawdownAverage peak-to-trough decline | -9.82% | -8.50% | -1.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.46% | 4.88% | -0.42% |
Volatility
IUCD.L vs. WCOD.L - Volatility Comparison
iShares S&P 500 Consumer Discretionary Sector UCITS ETF USD Accumulating (IUCD.L) and SPDR MSCI World Consumer Discretionary UCITS ETF (WCOD.L) have volatilities of 7.51% and 7.37%, 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.
Loading graphics...
Volatility by Period
| IUCD.L | WCOD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.51% | 7.37% | +0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 13.00% | 12.49% | +0.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.61% | 19.84% | +1.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.75% | 24.23% | -1.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.60% | 25.48% | -2.88% |