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LUXG.L vs. WCOS.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LUXG.L vs. WCOS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi ETF S&P Global Luxury UCITS ETF USD (LUXG.L) and SPDR MSCI World Consumer Staples UCITS ETF (WCOS.L). The values are adjusted to include any dividend payments, if applicable.

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LUXG.L vs. WCOS.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LUXG.L
Amundi ETF S&P Global Luxury UCITS ETF USD
-10.47%6.94%-0.12%9.77%-14.46%23.84%31.63%24.83%-7.67%26.63%
WCOS.L
SPDR MSCI World Consumer Staples UCITS ETF
5.86%0.79%7.79%-3.15%5.99%13.88%4.44%17.81%-4.86%7.20%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, LUXG.L achieves a -10.47% return, which is significantly lower than WCOS.L's 5.86% return.


LUXG.L

1D
2.34%
1M
-6.84%
YTD
-10.47%
6M
-7.07%
1Y
5.51%
3Y*
-2.90%
5Y*
0.87%
10Y*
9.39%

WCOS.L

1D
0.30%
1M
-6.34%
YTD
5.86%
6M
7.79%
1Y
3.71%
3Y*
3.29%
5Y*
6.42%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LUXG.L vs. WCOS.L - Expense Ratio Comparison

LUXG.L has a 0.25% expense ratio, which is lower than WCOS.L's 0.30% expense ratio.


Return for Risk

LUXG.L vs. WCOS.L — Risk / Return Rank

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

LUXG.L
LUXG.L Risk / Return Rank: 1818
Overall Rank
LUXG.L Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
LUXG.L Sortino Ratio Rank: 1919
Sortino Ratio Rank
LUXG.L Omega Ratio Rank: 1818
Omega Ratio Rank
LUXG.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
LUXG.L Martin Ratio Rank: 1919
Martin Ratio Rank

WCOS.L
WCOS.L Risk / Return Rank: 2424
Overall Rank
WCOS.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
WCOS.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
WCOS.L Omega Ratio Rank: 2323
Omega Ratio Rank
WCOS.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
WCOS.L Martin Ratio Rank: 2323
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.

LUXG.L vs. WCOS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi ETF S&P Global Luxury UCITS ETF USD (LUXG.L) and SPDR MSCI World Consumer Staples UCITS ETF (WCOS.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.


LUXG.LWCOS.LDifference

Sharpe ratio

Return per unit of total volatility

0.28

0.28

0.00

Sortino ratio

Return per unit of downside risk

0.52

0.47

+0.05

Omega ratio

Gain probability vs. loss probability

1.07

1.06

+0.01

Calmar ratio

Return relative to maximum drawdown

0.32

0.45

-0.13

Martin ratio

Return relative to average drawdown

1.07

1.36

-0.29

LUXG.L vs. WCOS.L - Sharpe Ratio Comparison

The current LUXG.L Sharpe Ratio is 0.28, which is comparable to the WCOS.L Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of LUXG.L and WCOS.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


LUXG.LWCOS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.28

0.28

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.54

-0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.51

-0.02

Correlation

The correlation between LUXG.L and WCOS.L is 0.45, 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

LUXG.L vs. WCOS.L - Dividend Comparison

Neither LUXG.L nor WCOS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

LUXG.L vs. WCOS.L - Drawdown Comparison

The maximum LUXG.L drawdown since its inception was -36.58%, which is greater than WCOS.L's maximum drawdown of -17.00%. Use the drawdown chart below to compare losses from any high point for LUXG.L and WCOS.L.


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Drawdown Indicators


LUXG.LWCOS.LDifference

Max Drawdown

Largest peak-to-trough decline

-36.58%

-23.55%

-13.03%

Max Drawdown (1Y)

Largest decline over 1 year

-15.95%

-9.72%

-6.23%

Max Drawdown (5Y)

Largest decline over 5 years

-29.20%

-17.62%

-11.58%

Max Drawdown (10Y)

Largest decline over 10 years

-36.58%

Current Drawdown

Current decline from peak

-14.84%

-8.53%

-6.31%

Average Drawdown

Average peak-to-trough decline

-8.10%

-4.14%

-3.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.78%

3.49%

+1.29%

Volatility

LUXG.L vs. WCOS.L - Volatility Comparison

Amundi ETF S&P Global Luxury UCITS ETF USD (LUXG.L) has a higher volatility of 6.60% compared to SPDR MSCI World Consumer Staples UCITS ETF (WCOS.L) at 5.12%. This indicates that LUXG.L's price experiences larger fluctuations and is considered to be riskier than WCOS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LUXG.LWCOS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.60%

5.12%

+1.48%

Volatility (6M)

Calculated over the trailing 6-month period

13.18%

9.83%

+3.35%

Volatility (1Y)

Calculated over the trailing 1-year period

19.77%

13.32%

+6.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.30%

11.88%

+8.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.19%

13.42%

+6.77%