WCOS.L vs. WCOD.L

Last updated Apr 1, 2026

Compare and contrast key facts about SPDR MSCI World Consumer Staples UCITS ETF (WCOS.L) and SPDR MSCI World Consumer Discretionary UCITS ETF (WCOD.L).

WCOS.L and WCOD.L 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. WCOD.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. Both WCOS.L and WCOD.L 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. WCOD.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 SPDR MSCI World Consumer Discretionary UCITS ETF (WCOD.L). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WCOS.L SPDR MSCI World Consumer Staples UCITS ETF	3.59%	8.52%	5.94%	1.94%	-5.27%	12.81%	7.61%	22.47%	-10.18%	17.35%
WCOD.L SPDR MSCI World Consumer Discretionary UCITS ETF	-12.20%	8.15%	21.52%	35.76%	-33.88%	18.10%	37.61%	25.41%	-5.63%	23.02%

Returns By Period

In the year-to-date period, WCOS.L achieves a 3.59% return, which is significantly higher than WCOD.L's -12.20% 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*: —

WCOD.L

• 1D: 0.84%
• 1M: -8.46%
• YTD: -12.20%
• 6M: -10.47%
• 1Y: 7.76%
• 3Y*: 10.34%
• 5Y*: 3.29%
• 10Y*: —

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

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

Both WCOS.L and WCOD.L have an expense ratio of 0.30%.

WCOS.L

SPDR MSCI World Consumer Staples UCITS ETF

WCOD.L

SPDR MSCI World Consumer Discretionary UCITS ETF

Return for Risk

WCOS.L vs. WCOD.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: 25
WCOS.L Sharpe Ratio Rank: 26
WCOS.L Sortino Ratio Rank: 25
WCOS.L Omega Ratio Rank: 24
WCOS.L Calmar Ratio Rank: 26
WCOS.L Martin Ratio Rank: 24

WCOD.L

WCOD.L Risk / Return Rank: 23
WCOD.L Sharpe Ratio Rank: 23
WCOD.L Sortino Ratio Rank: 25
WCOD.L Omega Ratio Rank: 22
WCOD.L Calmar Ratio Rank: 22
WCOD.L Martin Ratio Rank: 22

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. WCOD.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 SPDR MSCI World Consumer Discretionary UCITS ETF (WCOD.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	WCOD.L	Difference
Sharpe ratio Return per unit of total volatility	0.46	0.40	+0.07
Sortino ratio Return per unit of downside risk	0.72	0.71	+0.02
Omega ratio Gain probability vs. loss probability	1.10	1.09	+0.01
Calmar ratio Return relative to maximum drawdown	0.60	0.48	+0.12
Martin ratio Return relative to average drawdown	1.69	1.61	+0.07
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. WCOD.L - Sharpe Ratio Comparison

The current WCOS.L Sharpe Ratio is 0.46, which is comparable to the WCOD.L Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of WCOS.L and WCOD.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	WCOS.L	WCOD.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.46	0.40	+0.07
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.45	0.19	+0.26
Sharpe Ratio (All Time) Calculated using the full available price history	0.47	0.72	-0.25

Correlation

The correlation between WCOS.L and WCOD.L is 0.26, 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. WCOD.L - Dividend Comparison

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

Tickers have no history of dividend payments

Drawdowns

WCOS.L vs. WCOD.L - Drawdown Comparison

The maximum WCOS.L drawdown since its inception was -23.55%, smaller than the maximum WCOD.L drawdown of -36.26%. Use the drawdown chart below to compare losses from any high point for WCOS.L and WCOD.L.

Drawdown Indicators

	WCOS.L	WCOD.L	Difference
Max Drawdown Largest peak-to-trough decline	-23.55%	-36.26%	+12.71%
Max Drawdown (1Y) Largest decline over 1 year	-9.72%	-16.19%	+6.47%
Max Drawdown (5Y) Largest decline over 5 years	-17.62%	-36.26%	+18.64%
Current Drawdown Current decline from peak	-9.02%	-15.24%	+6.22%
Average Drawdown Average peak-to-trough decline	-4.14%	-8.50%	+4.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.45%	4.81%	-1.36%

Volatility

WCOS.L vs. WCOD.L - Volatility Comparison

The current volatility for SPDR MSCI World Consumer Staples UCITS ETF (WCOS.L) is 4.74%, while SPDR MSCI World Consumer Discretionary UCITS ETF (WCOD.L) has a volatility of 6.98%. This indicates that WCOS.L experiences smaller price fluctuations and is considered to be less risky than WCOD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WCOS.L	WCOD.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.74%	6.98%	-2.24%
Volatility (6M) Calculated over the trailing 6-month period	9.29%	12.13%	-2.84%
Volatility (1Y) Calculated over the trailing 1-year period	13.79%	19.72%	-5.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.99%	24.18%	-12.19%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.52%	25.46%	-12.94%