WCOS.L vs. SPYI.DE
WCOS.L (SPDR MSCI World Consumer Staples UCITS ETF) and SPYI.DE (SPDR MSCI ACWI IMI UCITS ETF) are both exchange-traded funds - WCOS.L is a Consumer Staples Equities fund tracking the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while SPYI.DE is a Global Equities fund tracking the MSCI All Country World Investable Market (ACWI IMI). Both are passively managed. Over the past 10 years, WCOS.L returned 5.58%/yr vs 12.38%/yr for SPYI.DE. A 0.50 correlation means they provide meaningful diversification when combined. WCOS.L charges 0.30%/yr vs 0.17%/yr for SPYI.DE.
Performance
WCOS.L vs. SPYI.DE - Performance Comparison
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Different Trading Currencies
WCOS.L is traded in USD, while SPYI.DE is traded in EUR. To make them comparable, the SPYI.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, WCOS.L achieves a 3.82% return, which is significantly lower than SPYI.DE's 11.97% return. Over the past 10 years, WCOS.L has underperformed SPYI.DE with an annualized return of 5.58%, while SPYI.DE has yielded a comparatively higher 12.38% annualized 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%
SPYI.DE
- 1D
- -0.00%
- 1M
- 4.43%
- YTD
- 11.97%
- 6M
- 13.62%
- 1Y
- 29.99%
- 3Y*
- 20.78%
- 5Y*
- 10.97%
- 10Y*
- 12.38%
WCOS.L vs. SPYI.DE - 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% | 17.35% |
SPYI.DE SPDR MSCI ACWI IMI UCITS ETF | 11.97% | 23.16% | 15.89% | 21.26% | -17.70% | 17.67% | 15.69% | 26.91% | -11.10% | 23.79% |
Correlation
The correlation between WCOS.L and SPYI.DE is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since May 5, 2016 | 0.50 |
Over the past year, the correlation between WCOS.L and SPYI.DE has dropped to 0.08 - well below their long-term average of 0.50, suggesting their price drivers have been diverging.
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Return for Risk
WCOS.L vs. SPYI.DE — Risk / Return Rank
WCOS.L
SPYI.DE
WCOS.L vs. SPYI.DE - 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 SPDR MSCI ACWI IMI UCITS ETF (SPYI.DE). 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 | SPYI.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.34 | ||
| Sortino ratioReturn per unit of downside risk | -3.33 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.44 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | 0.12 | 3.40 | -3.28 |
| Martin ratioReturn relative to average drawdown | 0.28 | 14.24 | -13.96 |
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 | SPYI.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.10 | 2.44 | -2.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.70 | -0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.78 | -0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.70 | -0.24 |
Drawdowns
WCOS.L vs. SPYI.DE - Drawdown Comparison
The maximum WCOS.L drawdown since its inception was -23.55%, smaller than the maximum SPYI.DE drawdown of -35.07%. Use the drawdown chart below to compare losses from any high point for WCOS.L and SPYI.DE.
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Drawdown Indicators
| WCOS.L | SPYI.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.55% | -35.07% | +11.52% |
Max Drawdown (1Y)Largest decline over 1 year | -9.72% | -8.78% | -0.94% |
Max Drawdown (3Y)Largest decline over 3 years | -11.62% | -17.94% | +6.32% |
Max Drawdown (5Y)Largest decline over 5 years | -17.62% | -26.20% | +8.58% |
Max Drawdown (10Y)Largest decline over 10 years | -23.55% | -35.07% | +11.52% |
Current DrawdownCurrent decline from peak | -8.82% | -0.72% | -8.10% |
Average DrawdownAverage peak-to-trough decline | -4.19% | -4.97% | +0.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.38% | 2.10% | +2.28% |
Volatility
WCOS.L vs. SPYI.DE - Volatility Comparison
SPDR MSCI World Consumer Staples UCITS ETF (WCOS.L) has a higher volatility of 4.45% compared to SPDR MSCI ACWI IMI UCITS ETF (SPYI.DE) at 3.55%. This indicates that WCOS.L's price experiences larger fluctuations and is considered to be riskier than SPYI.DE 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 | SPYI.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.45% | 3.55% | +0.90% |
Volatility (6M)Calculated over the trailing 6-month period | 10.04% | 9.33% | +0.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.28% | 12.24% | +0.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.16% | 15.40% | -3.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.58% | 16.05% | -3.47% |
WCOS.L vs. SPYI.DE - Expense Ratio Comparison
WCOS.L has a 0.30% expense ratio, which is higher than SPYI.DE's 0.17% expense ratio.
Dividends
WCOS.L vs. SPYI.DE - Dividend Comparison
Neither WCOS.L nor SPYI.DE has paid dividends to shareholders.
Frequently Asked Questions
WCOS.L and SPYI.DE have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPYI.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPYI.DE is cheaper with a 0.17% expense ratio, compared with 0.30% for WCOS.L.
WCOS.L is categorized as Consumer Staples Equities, while SPYI.DE is Global Equities. WCOS.L tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while SPYI.DE tracks MSCI All Country World Investable Market (ACWI IMI). Their fees differ too: 0.30% for WCOS.L and 0.17% for SPYI.DE.
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