WCOS.L vs. SCHD
Compare and contrast key facts about SPDR MSCI World Consumer Staples UCITS ETF (WCOS.L) and Schwab U.S. Dividend Equity ETF (SCHD).
WCOS.L and SCHD 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. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011. Both WCOS.L and SCHD 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. SCHD - Performance Comparison
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WCOS.L vs. SCHD - 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% | 17.35% |
SCHD Schwab U.S. Dividend Equity ETF | 12.79% | 4.34% | 11.66% | 4.54% | -3.26% | 29.87% | 15.03% | 27.29% | -5.56% | 20.85% |
Returns By Period
In the year-to-date period, WCOS.L achieves a 3.59% return, which is significantly lower than SCHD's 12.79% 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*
- —
SCHD
- 1D
- 0.66%
- 1M
- -2.61%
- YTD
- 12.79%
- 6M
- 14.49%
- 1Y
- 13.97%
- 3Y*
- 12.05%
- 5Y*
- 8.44%
- 10Y*
- 12.31%
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WCOS.L vs. SCHD - Expense Ratio Comparison
WCOS.L has a 0.30% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Return for Risk
WCOS.L vs. SCHD — Risk / Return Rank
WCOS.L
SCHD
WCOS.L vs. SCHD - 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 Schwab U.S. Dividend Equity ETF (SCHD). 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 | SCHD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.46 | 0.89 | -0.43 |
Sortino ratioReturn per unit of downside risk | 0.72 | 1.35 | -0.62 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.19 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.60 | 1.19 | -0.60 |
Martin ratioReturn relative to average drawdown | 1.69 | 3.99 | -2.30 |
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 | SCHD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.46 | 0.89 | -0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.59 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.74 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.84 | -0.37 |
Correlation
The correlation between WCOS.L and SCHD is 0.40, 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
WCOS.L vs. SCHD - Dividend Comparison
WCOS.L has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.44%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
SCHD Schwab U.S. Dividend Equity ETF | 3.44% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
Drawdowns
WCOS.L vs. SCHD - Drawdown Comparison
The maximum WCOS.L drawdown since its inception was -23.55%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for WCOS.L and SCHD.
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Drawdown Indicators
| WCOS.L | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.55% | -33.37% | +9.82% |
Max Drawdown (1Y)Largest decline over 1 year | -9.72% | -12.74% | +3.02% |
Max Drawdown (5Y)Largest decline over 5 years | -17.62% | -16.85% | -0.77% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.37% | — |
Current DrawdownCurrent decline from peak | -9.02% | -2.89% | -6.13% |
Average DrawdownAverage peak-to-trough decline | -4.14% | -3.34% | -0.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.45% | 3.89% | -0.44% |
Volatility
WCOS.L vs. SCHD - Volatility Comparison
SPDR MSCI World Consumer Staples UCITS ETF (WCOS.L) has a higher volatility of 4.74% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.40%. This indicates that WCOS.L's price experiences larger fluctuations and is considered to be riskier than SCHD 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 | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.74% | 2.40% | +2.34% |
Volatility (6M)Calculated over the trailing 6-month period | 9.29% | 7.96% | +1.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.79% | 15.74% | -1.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.99% | 14.40% | -2.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.52% | 16.70% | -4.18% |