WCOS.L vs. TDIV.AS
WCOS.L (SPDR MSCI World Consumer Staples UCITS ETF) and TDIV.AS (VanEck Morningstar Developed Markets Dividend Leaders 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 TDIV.AS is a Global Equity Income fund tracking the Morningstar Developed Markets Large Cap Dividend Leaders Screened Select Index. Both are passively managed. Over the past 10 years, WCOS.L returned 5.64%/yr vs 12.32%/yr for TDIV.AS. A 0.56 correlation means they provide meaningful diversification when combined. WCOS.L charges 0.30%/yr vs 0.38%/yr for TDIV.AS.
Performance
WCOS.L vs. TDIV.AS - Performance Comparison
Loading charts...
Different Trading Currencies
WCOS.L is traded in USD, while TDIV.AS is traded in EUR. To make them comparable, the TDIV.AS 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 3.77% return, which is significantly lower than TDIV.AS's 8.31% return. Over the past 10 years, WCOS.L has underperformed TDIV.AS with an annualized return of 5.64%, while TDIV.AS has yielded a comparatively higher 12.32% annualized return.
WCOS.L
- 1D
- 0.67%
- 1M
- -3.71%
- YTD
- 3.77%
- 6M
- 3.26%
- 1Y
- 1.65%
- 3Y*
- 6.07%
- 5Y*
- 3.93%
- 10Y*
- 5.64%
TDIV.AS
- 1D
- 0.02%
- 1M
- -0.39%
- YTD
- 8.31%
- 6M
- 12.38%
- 1Y
- 28.09%
- 3Y*
- 23.03%
- 5Y*
- 16.36%
- 10Y*
- 12.32%
WCOS.L vs. TDIV.AS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WCOS.L SPDR MSCI World Consumer Staples UCITS ETF | 3.77% | 8.52% | 5.94% | 1.94% | -5.27% | 12.81% | 7.61% | 22.47% | -10.18% | 17.35% |
TDIV.AS VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF | 8.31% | 41.12% | 8.81% | 14.42% | 9.20% | 19.14% | -2.22% | 18.62% | -11.46% | 17.43% |
Correlation
The correlation between WCOS.L and TDIV.AS is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since May 24, 2016 | 0.56 |
The correlation between WCOS.L and TDIV.AS shifts across timeframes, from 0.42 (1 year) to 0.56 (10 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
WCOS.L vs. TDIV.AS — Risk / Return Rank
WCOS.L
TDIV.AS
WCOS.L vs. TDIV.AS - 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 VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (TDIV.AS). 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 | TDIV.AS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.44 | ||
| Sortino ratioReturn per unit of downside risk | -3.21 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.46 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | 0.17 | 5.33 | -5.17 |
| Martin ratioReturn relative to average drawdown | 0.37 | 15.00 | -14.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| WCOS.L | TDIV.AS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.13 | 2.57 | -2.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 1.12 | -0.80 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.77 | -0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.79 | -0.33 |
Drawdowns
WCOS.L vs. TDIV.AS - Drawdown Comparison
The maximum WCOS.L drawdown since its inception was -23.55%, smaller than the maximum TDIV.AS drawdown of -37.90%. Use the drawdown chart below to compare losses from any high point for WCOS.L and TDIV.AS.
Loading charts...
Drawdown Indicators
| WCOS.L | TDIV.AS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.55% | -37.90% | +14.35% |
Max Drawdown (1Y)Largest decline over 1 year | -9.72% | -5.20% | -4.52% |
Max Drawdown (3Y)Largest decline over 3 years | -11.62% | -14.68% | +3.06% |
Max Drawdown (5Y)Largest decline over 5 years | -17.62% | -18.23% | +0.61% |
Max Drawdown (10Y)Largest decline over 10 years | -23.55% | -37.90% | +14.35% |
Current DrawdownCurrent decline from peak | -8.86% | -2.55% | -6.31% |
Average DrawdownAverage peak-to-trough decline | -4.19% | -4.76% | +0.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.35% | 1.86% | +2.49% |
Volatility
WCOS.L vs. TDIV.AS - Volatility Comparison
SPDR MSCI World Consumer Staples UCITS ETF (WCOS.L) has a higher volatility of 4.60% compared to VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (TDIV.AS) at 2.77%. This indicates that WCOS.L's price experiences larger fluctuations and is considered to be riskier than TDIV.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| WCOS.L | TDIV.AS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.60% | 2.77% | +1.83% |
Volatility (6M)Calculated over the trailing 6-month period | 10.04% | 7.89% | +2.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.28% | 10.80% | +1.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.16% | 14.35% | -2.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.58% | 15.67% | -3.09% |
WCOS.L vs. TDIV.AS - Expense Ratio Comparison
WCOS.L has a 0.30% expense ratio, which is lower than TDIV.AS's 0.38% expense ratio.
Dividends
WCOS.L vs. TDIV.AS - Dividend Comparison
WCOS.L has not paid dividends to shareholders, while TDIV.AS's dividend yield for the trailing twelve months is around 4.94%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
TDIV.AS VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF | 3.20% | 3.58% | 4.19% | 4.98% | 4.55% | 3.98% | 4.12% | 4.40% | 4.93% | 3.95% | 1.11% |
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% |
Frequently Asked Questions
WCOS.L and TDIV.AS have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WCOS.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WCOS.L is cheaper with a 0.30% expense ratio, compared with 0.38% for TDIV.AS.
WCOS.L is categorized as Consumer Staples Equities, while TDIV.AS is Global Equity Income. WCOS.L tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while TDIV.AS tracks Morningstar Developed Markets Large Cap Dividend Leaders Screened Select Index. They also come from different issuers: State Street and VanEck. Their fees differ too: 0.30% for WCOS.L and 0.38% for TDIV.AS.
Find the right allocation for WCOS.L and TDIV.AS
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer