IUCS.L vs. TRIP.L

Last updated Apr 1, 2026

Compare and contrast key facts about iShares S&P 500 Consumer Staples Sector UCITS ETF USD Accumulating (IUCS.L) and HANetf The Travel UCITS ETF (TRIP.L).

IUCS.L and TRIP.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IUCS.L is a passively managed fund by iShares that tracks the performance of the S&P 500 Capped 35/20 Consumer Staples Index. It was launched on Mar 20, 2017. TRIP.L is a passively managed fund by HANetf that tracks the performance of the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR. It was launched on Jun 4, 2021. Both IUCS.L and TRIP.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

IUCS.L vs. TRIP.L - 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 Accumulating (IUCS.L) and HANetf The Travel UCITS ETF (TRIP.L). The values are adjusted to include any dividend payments, if applicable.

IUCS.L vs. TRIP.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
IUCS.L iShares S&P 500 Consumer Staples Sector UCITS ETF USD Accumulating	6.50%	3.96%	14.33%	-0.38%	-0.06%	10.24%
TRIP.L HANetf The Travel UCITS ETF	-11.80%	18.47%	26.32%	30.10%	-19.22%	-39.22%

Different Trading Currencies

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

Returns By Period

In the year-to-date period, IUCS.L achieves a 6.50% return, which is significantly higher than TRIP.L's -11.80% return.

IUCS.L

• 1D: -0.82%
• 1M: -7.57%
• YTD: 6.50%
• 6M: 6.96%
• 1Y: 5.80%
• 3Y*: 8.00%
• 5Y*: 7.97%
• 10Y*: —

TRIP.L

• 1D: 0.77%
• 1M: -12.10%
• YTD: -11.80%
• 6M: -2.73%
• 1Y: 19.03%
• 3Y*: 15.27%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

IUCS.L vs. TRIP.L - Expense Ratio Comparison

IUCS.L has a 0.15% expense ratio, which is lower than TRIP.L's 0.69% expense ratio.

TRIP.L

HANetf The Travel UCITS ETF

IUCS.L

iShares S&P 500 Consumer Staples Sector UCITS ETF USD Accumulating

Return for Risk

IUCS.L vs. TRIP.L — Risk / Return Rank

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

IUCS.L

IUCS.L Risk / Return Rank: 23
IUCS.L Sharpe Ratio Rank: 23
IUCS.L Sortino Ratio Rank: 23
IUCS.L Omega Ratio Rank: 21
IUCS.L Calmar Ratio Rank: 25
IUCS.L Martin Ratio Rank: 22

TRIP.L

TRIP.L Risk / Return Rank: 27
TRIP.L Sharpe Ratio Rank: 21
TRIP.L Sortino Ratio Rank: 30
TRIP.L Omega Ratio Rank: 44
TRIP.L Calmar Ratio Rank: 24
TRIP.L Martin Ratio Rank: 19

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.

IUCS.L vs. TRIP.L - 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 Accumulating (IUCS.L) and HANetf The Travel UCITS ETF (TRIP.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.

	IUCS.L	TRIP.L	Difference
Sharpe ratio Return per unit of total volatility	0.40	0.39	+0.01
Sortino ratio Return per unit of downside risk	0.66	0.98	-0.32
Omega ratio Gain probability vs. loss probability	1.08	1.18	-0.10
Calmar ratio Return relative to maximum drawdown	0.58	0.61	-0.03
Martin ratio Return relative to average drawdown	1.39	1.18	+0.21
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IUCS.L vs. TRIP.L - Sharpe Ratio Comparison

The current IUCS.L Sharpe Ratio is 0.40, which is comparable to the TRIP.L Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of IUCS.L and TRIP.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.

Sharpe Ratios by Period

	IUCS.L	TRIP.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.40	0.39	+0.01
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.60	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.62	-0.08	+0.71

Correlation

The correlation between IUCS.L and TRIP.L is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

IUCS.L vs. TRIP.L - Dividend Comparison

Neither IUCS.L nor TRIP.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

IUCS.L vs. TRIP.L - Drawdown Comparison

The maximum IUCS.L drawdown since its inception was -23.90%, smaller than the maximum TRIP.L drawdown of -58.04%. Use the drawdown chart below to compare losses from any high point for IUCS.L and TRIP.L.

Drawdown Indicators

	IUCS.L	TRIP.L	Difference
Max Drawdown Largest peak-to-trough decline	-23.90%	-48.20%	+24.30%
Max Drawdown (1Y) Largest decline over 1 year	-8.95%	-28.65%	+19.70%
Max Drawdown (5Y) Largest decline over 5 years	-17.20%	—	—
Current Drawdown Current decline from peak	-8.00%	-28.34%	+20.34%
Average Drawdown Average peak-to-trough decline	-4.30%	-29.66%	+25.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.72%	15.61%	-11.89%

Volatility

IUCS.L vs. TRIP.L - Volatility Comparison

The current volatility for iShares S&P 500 Consumer Staples Sector UCITS ETF USD Accumulating (IUCS.L) is 4.77%, while HANetf The Travel UCITS ETF (TRIP.L) has a volatility of 7.61%. This indicates that IUCS.L experiences smaller price fluctuations and is considered to be less risky than TRIP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IUCS.L	TRIP.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.77%	7.61%	-2.84%
Volatility (6M) Calculated over the trailing 6-month period	10.32%	43.94%	-33.62%
Volatility (1Y) Calculated over the trailing 1-year period	14.65%	48.92%	-34.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.21%	41.14%	-27.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.94%	41.14%	-26.20%