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WCOS.L vs. TDIV.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WCOS.L vs. TDIV.AS - 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 VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (TDIV.AS). The values are adjusted to include any dividend payments, if applicable.

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

WCOS.L vs. TDIV.AS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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.

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Return for Risk

WCOS.L vs. TDIV.AS — 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: 1010
Overall Rank
WCOS.L Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
WCOS.L Sortino Ratio Rank: 1010
Sortino Ratio Rank
WCOS.L Omega Ratio Rank: 1010
Omega Ratio Rank
WCOS.L Calmar Ratio Rank: 1111
Calmar Ratio Rank
WCOS.L Martin Ratio Rank: 1111
Martin Ratio Rank

TDIV.AS
TDIV.AS Risk / Return Rank: 8787
Overall Rank
TDIV.AS Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
TDIV.AS Sortino Ratio Rank: 8686
Sortino Ratio Rank
TDIV.AS Omega Ratio Rank: 8383
Omega Ratio Rank
TDIV.AS Calmar Ratio Rank: 9494
Calmar Ratio Rank
TDIV.AS Martin Ratio Rank: 8888
Martin Ratio Rank
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. 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.LTDIV.ASDifference
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

WCOS.L vs. TDIV.AS - Sharpe Ratio Comparison

The current WCOS.L Sharpe Ratio is 0.13, which is lower than the TDIV.AS Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of WCOS.L and TDIV.AS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


WCOS.LTDIV.ASDifference

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.


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Drawdown Indicators


WCOS.LTDIV.ASDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-8.86%

-2.55%

-6.31%

Average Drawdown

Average peak-to-trough decline

-4.19%

-4.76%

+0.57%

Ulcer Index

Depth 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.


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Volatility by Period


WCOS.LTDIV.ASDifference

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%.


PositionTTM2025202420232022202120202019201820172016
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.

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