SPYL.L vs. IUCS.L
Compare and contrast key facts about SPDR S&P 500 UCITS ETF USD Acc (SPYL.L) and iShares S&P 500 Consumer Staples Sector UCITS ETF USD Accumulating (IUCS.L).
SPYL.L and IUCS.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPYL.L is a passively managed fund by State Street that tracks the performance of the S&P 500. It was launched on Aug 1, 2025. 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. Both SPYL.L and IUCS.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
SPYL.L vs. IUCS.L - Performance Comparison
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SPYL.L vs. IUCS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SPYL.L SPDR S&P 500 UCITS ETF USD Acc | -6.38% | 17.39% | 25.33% | 14.46% |
IUCS.L iShares S&P 500 Consumer Staples Sector UCITS ETF USD Accumulating | 6.50% | 3.96% | 14.33% | 6.68% |
Returns By Period
In the year-to-date period, SPYL.L achieves a -6.38% return, which is significantly lower than IUCS.L's 6.50% return.
SPYL.L
- 1D
- 0.48%
- 1M
- -6.33%
- YTD
- -6.38%
- 6M
- -2.71%
- 1Y
- 17.14%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IUCS.L
- 1D
- -0.82%
- 1M
- -7.57%
- YTD
- 6.50%
- 6M
- 6.96%
- 1Y
- 5.80%
- 3Y*
- 8.00%
- 5Y*
- 7.97%
- 10Y*
- —
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SPYL.L vs. IUCS.L - Expense Ratio Comparison
SPYL.L has a 0.03% expense ratio, which is lower than IUCS.L's 0.15% 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
SPYL.L vs. IUCS.L — Risk / Return Rank
SPYL.L
IUCS.L
SPYL.L vs. IUCS.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 500 UCITS ETF USD Acc (SPYL.L) and iShares S&P 500 Consumer Staples Sector UCITS ETF USD Accumulating (IUCS.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.
| SPYL.L | IUCS.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 0.40 | +0.68 |
Sortino ratioReturn per unit of downside risk | 1.56 | 0.66 | +0.90 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.08 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 3.13 | 0.58 | +2.55 |
Martin ratioReturn relative to average drawdown | 14.12 | 1.39 | +12.73 |
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
| SPYL.L | IUCS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 0.40 | +0.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.60 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.47 | 0.62 | +0.84 |
Correlation
The correlation between SPYL.L and IUCS.L is 0.12, 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
SPYL.L vs. IUCS.L - Dividend Comparison
Neither SPYL.L nor IUCS.L has paid dividends to shareholders.
Drawdowns
SPYL.L vs. IUCS.L - Drawdown Comparison
The maximum SPYL.L drawdown since its inception was -18.42%, smaller than the maximum IUCS.L drawdown of -23.90%. Use the drawdown chart below to compare losses from any high point for SPYL.L and IUCS.L.
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Drawdown Indicators
| SPYL.L | IUCS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.42% | -23.90% | +5.48% |
Max Drawdown (1Y)Largest decline over 1 year | -11.78% | -8.95% | -2.83% |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.20% | — |
Current DrawdownCurrent decline from peak | -7.69% | -8.00% | +0.31% |
Average DrawdownAverage peak-to-trough decline | -1.82% | -4.30% | +2.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.80% | 3.72% | -1.92% |
Volatility
SPYL.L vs. IUCS.L - Volatility Comparison
The current volatility for SPDR S&P 500 UCITS ETF USD Acc (SPYL.L) is 4.11%, while iShares S&P 500 Consumer Staples Sector UCITS ETF USD Accumulating (IUCS.L) has a volatility of 4.77%. This indicates that SPYL.L experiences smaller price fluctuations and is considered to be less risky than IUCS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPYL.L | IUCS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.11% | 4.77% | -0.66% |
Volatility (6M)Calculated over the trailing 6-month period | 8.29% | 10.32% | -2.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.77% | 14.65% | +1.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.96% | 13.21% | +0.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.96% | 14.94% | -0.98% |