WCOS.L vs. IUCS.L

Last updated Jun 5, 2026

WCOS.L (SPDR MSCI World Consumer Staples UCITS ETF) and IUCS.L (iShares S&P 500 Consumer Staples Sector UCITS ETF USD Accumulating) are both Consumer Staples Equities funds - WCOS.L tracks the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR while IUCS.L tracks the S&P 500 Capped 35/20 Consumer Staples Index. Both are passively managed. Over the past 5 years, WCOS.L returned 3.94%/yr vs 6.77%/yr for IUCS.L. A 0.79 correlation means they provide meaningful diversification when combined. WCOS.L charges 0.30%/yr vs 0.15%/yr for IUCS.L.

Performance

WCOS.L vs. IUCS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR MSCI World Consumer Staples UCITS ETF (WCOS.L) and iShares S&P 500 Consumer Staples Sector UCITS ETF USD Accumulating (IUCS.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WCOS.L achieves a 3.82% return, which is significantly lower than IUCS.L's 6.36% return.

WCOS.L

• 1D: 0.05%
• 1M: -2.38%
• YTD: 3.82%
• 6M: 4.03%
• 1Y: 1.22%
• 3Y*: 6.13%
• 5Y*: 3.94%
• 10Y*: 5.58%

IUCS.L

• 1D: 0.10%
• 1M: -2.70%
• YTD: 6.36%
• 6M: 6.99%
• 1Y: 2.19%
• 3Y*: 8.36%
• 5Y*: 6.77%
• 10Y*: —

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

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WCOS.L SPDR MSCI World Consumer Staples UCITS ETF	3.82%	8.52%	5.94%	1.94%	-5.27%	12.81%	7.61%	22.47%	-10.18%	9.48%
IUCS.L iShares S&P 500 Consumer Staples Sector UCITS ETF USD Accumulating	6.36%	3.96%	14.33%	-0.38%	-0.06%	18.15%	9.27%	27.30%	-9.43%	6.19%

Correlation

The correlation between WCOS.L and IUCS.L is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.93
Correlation (3Y) Calculated over the trailing 3-year period	0.82
Correlation (5Y) Calculated over the trailing 5-year period	0.86
Correlation (All Time) Calculated using the full available price history since Apr 10, 2017	0.79

The correlation between WCOS.L and IUCS.L shifts across timeframes, from 0.79 (all time) to 0.93 (1 year), reflecting how their relationship changes across market environments.

WCOS.L vs. IUCS.L - Sectors Allocation Comparison

Sectors	WCOS.L	IUCS.L
Consumer Defensive	97.5%	99.0%
Consumer Cyclical	2.3%	1.0%
Healthcare	0.2%	-
Basic Materials	-	-
Communication Services	-	-
Energy	-	-
Financial Services	-	-
Industrials	-	-
Real Estate	-	-
Technology	-	-
Utilities	-	-

Return for Risk

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

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

WCOS.L

WCOS.L Risk / Return Rank: 10
WCOS.L Sharpe Ratio Rank: 11
WCOS.L Sortino Ratio Rank: 10
WCOS.L Omega Ratio Rank: 10
WCOS.L Calmar Ratio Rank: 11
WCOS.L Martin Ratio Rank: 11

IUCS.L

IUCS.L Risk / Return Rank: 11
IUCS.L Sharpe Ratio Rank: 11
IUCS.L Sortino Ratio Rank: 11
IUCS.L Omega Ratio Rank: 11
IUCS.L Calmar Ratio Rank: 12
IUCS.L Martin Ratio Rank: 11

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.

WCOS.L vs. IUCS.L - 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 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.

	WCOS.L	IUCS.L	Difference
Sharpe ratio: Return per unit of total volatility	0.10	0.16	-0.06
Sortino ratio: Return per unit of downside risk	0.22	0.32	-0.10
Omega ratio: Gain probability vs. loss probability	1.03	1.04	-0.01
Calmar ratio: Return relative to maximum drawdown	0.12	0.23	-0.11
Martin ratio: Return relative to average drawdown	0.28	0.49	-0.22
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current WCOS.L Sharpe Ratio is 0.10, which is lower than the IUCS.L Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of WCOS.L and IUCS.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	WCOS.L	IUCS.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.10	0.16	-0.06
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.32	0.50	-0.18
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.44	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.46	0.61	-0.14

Drawdowns

WCOS.L vs. IUCS.L - Drawdown Comparison

The maximum WCOS.L drawdown since its inception was -23.55%, roughly equal to the maximum IUCS.L drawdown of -23.90%. Use the drawdown chart below to compare losses from any high point for WCOS.L and IUCS.L.

Drawdown Indicators

	WCOS.L	IUCS.L	Difference
Max Drawdown Largest peak-to-trough decline	-23.55%	-23.90%	+0.35%
Max Drawdown (1Y) Largest decline over 1 year	-9.72%	-9.42%	-0.30%
Max Drawdown (3Y) Largest decline over 3 years	-11.62%	-12.00%	+0.38%
Max Drawdown (5Y) Largest decline over 5 years	-17.62%	-17.20%	-0.42%
Max Drawdown (10Y) Largest decline over 10 years	-23.55%	—	—
Current Drawdown Current decline from peak	-8.82%	-8.12%	-0.70%
Average Drawdown Average peak-to-trough decline	-4.19%	-4.35%	+0.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.38%	4.43%	-0.05%

Volatility

WCOS.L vs. IUCS.L - Volatility Comparison

The current volatility for SPDR MSCI World Consumer Staples UCITS ETF (WCOS.L) is 4.45%, while iShares S&P 500 Consumer Staples Sector UCITS ETF USD Accumulating (IUCS.L) has a volatility of 5.63%. This indicates that WCOS.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.

Volatility by Period

	WCOS.L	IUCS.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.45%	5.63%	-1.18%
Volatility (6M) Calculated over the trailing 6-month period	10.04%	11.25%	-1.21%
Volatility (1Y) Calculated over the trailing 1-year period	12.28%	13.79%	-1.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.16%	13.43%	-1.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.58%	14.99%	-2.41%

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

WCOS.L has a 0.30% expense ratio, which is higher than IUCS.L's 0.15% expense ratio.

Dividends

WCOS.L vs. IUCS.L - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both WCOS.L and IUCS.L in my portfolio?

With a correlation of 0.93, WCOS.L and IUCS.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, WCOS.L or IUCS.L?

On fees, IUCS.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, WCOS.L or IUCS.L?

IUCS.L is cheaper with a 0.15% expense ratio, compared with 0.30% for WCOS.L.

What is the main difference between WCOS.L and IUCS.L?

WCOS.L tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while IUCS.L tracks S&P 500 Capped 35/20 Consumer Staples Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.30% for WCOS.L and 0.15% for IUCS.L.