WCOS.L vs. IDEV
Compare and contrast key facts about SPDR MSCI World Consumer Staples UCITS ETF (WCOS.L) and iShares Core MSCI International Developed Markets ETF (IDEV).
WCOS.L and IDEV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WCOS.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. IDEV is a passively managed fund by iShares that tracks the performance of the MSCI World ex USA Investable Market Index. It was launched on Mar 21, 2017. Both WCOS.L and IDEV 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
WCOS.L vs. IDEV - Performance Comparison
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WCOS.L vs. IDEV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WCOS.L SPDR MSCI World Consumer Staples UCITS ETF | 3.59% | 8.52% | 5.94% | 1.94% | -5.27% | 12.81% | 7.61% | 22.47% | -10.18% | 9.08% |
IDEV iShares Core MSCI International Developed Markets ETF | 1.32% | 32.56% | 4.54% | 17.36% | -14.99% | 13.00% | 8.32% | 23.12% | -14.10% | 17.29% |
Returns By Period
In the year-to-date period, WCOS.L achieves a 3.59% return, which is significantly higher than IDEV's 1.32% return.
WCOS.L
- 1D
- -0.83%
- 1M
- -9.02%
- YTD
- 3.59%
- 6M
- 5.09%
- 1Y
- 6.40%
- 3Y*
- 5.61%
- 5Y*
- 5.41%
- 10Y*
- —
IDEV
- 1D
- 3.16%
- 1M
- -7.78%
- YTD
- 1.32%
- 6M
- 6.19%
- 1Y
- 25.70%
- 3Y*
- 15.12%
- 5Y*
- 8.28%
- 10Y*
- —
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WCOS.L vs. IDEV - Expense Ratio Comparison
WCOS.L has a 0.30% expense ratio, which is higher than IDEV's 0.05% expense ratio.
Return for Risk
WCOS.L vs. IDEV — Risk / Return Rank
WCOS.L
IDEV
WCOS.L vs. IDEV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI World Consumer Staples UCITS ETF (WCOS.L) and iShares Core MSCI International Developed Markets ETF (IDEV). 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.
| WCOS.L | IDEV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.46 | 1.51 | -1.05 |
Sortino ratioReturn per unit of downside risk | 0.72 | 2.11 | -1.39 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.31 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | 0.60 | 2.21 | -1.61 |
Martin ratioReturn relative to average drawdown | 1.69 | 8.73 | -7.05 |
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
| WCOS.L | IDEV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.46 | 1.51 | -1.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.52 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.51 | -0.04 |
Correlation
The correlation between WCOS.L and IDEV is 0.41, 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
WCOS.L vs. IDEV - Dividend Comparison
WCOS.L has not paid dividends to shareholders, while IDEV's dividend yield for the trailing twelve months is around 3.36%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WCOS.L SPDR MSCI World Consumer Staples UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IDEV iShares Core MSCI International Developed Markets ETF | 3.36% | 3.40% | 3.30% | 3.07% | 2.69% | 3.05% | 2.00% | 3.18% | 3.16% | 1.54% |
Drawdowns
WCOS.L vs. IDEV - Drawdown Comparison
The maximum WCOS.L drawdown since its inception was -23.55%, smaller than the maximum IDEV drawdown of -34.77%. Use the drawdown chart below to compare losses from any high point for WCOS.L and IDEV.
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Drawdown Indicators
| WCOS.L | IDEV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.55% | -34.77% | +11.22% |
Max Drawdown (1Y)Largest decline over 1 year | -9.72% | -11.20% | +1.48% |
Max Drawdown (5Y)Largest decline over 5 years | -17.62% | -29.15% | +11.53% |
Current DrawdownCurrent decline from peak | -9.02% | -7.89% | -1.13% |
Average DrawdownAverage peak-to-trough decline | -4.14% | -6.64% | +2.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.45% | 2.83% | +0.62% |
Volatility
WCOS.L vs. IDEV - Volatility Comparison
The current volatility for SPDR MSCI World Consumer Staples UCITS ETF (WCOS.L) is 4.74%, while iShares Core MSCI International Developed Markets ETF (IDEV) has a volatility of 7.65%. This indicates that WCOS.L experiences smaller price fluctuations and is considered to be less risky than IDEV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WCOS.L | IDEV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.74% | 7.65% | -2.91% |
Volatility (6M)Calculated over the trailing 6-month period | 9.29% | 10.90% | -1.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.79% | 17.11% | -3.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.99% | 16.12% | -4.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.52% | 17.26% | -4.74% |