WCOS.L vs. XLPS.L
Compare and contrast key facts about SPDR MSCI World Consumer Staples UCITS ETF (WCOS.L) and Invesco Consumer Staples S&P US Select Sector UCITS ETF Acc (XLPS.L).
WCOS.L and XLPS.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. XLPS.L is a passively managed fund by Invesco that tracks the performance of the S&P® Select Sector Capped 20% Consumer Staples Index. It was launched on Dec 16, 2009. Both WCOS.L and XLPS.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. XLPS.L - Performance Comparison
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WCOS.L vs. XLPS.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% |
XLPS.L Invesco Consumer Staples S&P US Select Sector UCITS ETF Acc | 6.40% | 3.99% | 14.25% | -0.26% | -0.17% | 18.05% | 9.16% | 26.86% | -9.41% | 12.41% |
Returns By Period
In the year-to-date period, WCOS.L achieves a 3.59% return, which is significantly lower than XLPS.L's 6.40% 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*
- —
XLPS.L
- 1D
- -1.13%
- 1M
- -7.63%
- YTD
- 6.40%
- 6M
- 6.80%
- 1Y
- 5.54%
- 3Y*
- 7.92%
- 5Y*
- 7.90%
- 10Y*
- 7.61%
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WCOS.L vs. XLPS.L - Expense Ratio Comparison
WCOS.L has a 0.30% expense ratio, which is higher than XLPS.L's 0.14% expense ratio.
Return for Risk
WCOS.L vs. XLPS.L — Risk / Return Rank
WCOS.L
XLPS.L
WCOS.L vs. XLPS.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 Invesco Consumer Staples S&P US Select Sector UCITS ETF Acc (XLPS.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 | XLPS.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.46 | 0.37 | +0.09 |
Sortino ratioReturn per unit of downside risk | 0.72 | 0.63 | +0.10 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.08 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.60 | 0.56 | +0.04 |
Martin ratioReturn relative to average drawdown | 1.69 | 1.34 | +0.35 |
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 | XLPS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.46 | 0.37 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.61 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.56 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.83 | -0.36 |
Correlation
The correlation between WCOS.L and XLPS.L is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
WCOS.L vs. XLPS.L - Dividend Comparison
Neither WCOS.L nor XLPS.L has paid dividends to shareholders.
Drawdowns
WCOS.L vs. XLPS.L - Drawdown Comparison
The maximum WCOS.L drawdown since its inception was -23.55%, roughly equal to the maximum XLPS.L drawdown of -23.98%. Use the drawdown chart below to compare losses from any high point for WCOS.L and XLPS.L.
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Drawdown Indicators
| WCOS.L | XLPS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.55% | -23.98% | +0.43% |
Max Drawdown (1Y)Largest decline over 1 year | -9.72% | -8.94% | -0.78% |
Max Drawdown (5Y)Largest decline over 5 years | -17.62% | -17.31% | -0.31% |
Max Drawdown (10Y)Largest decline over 10 years | — | -23.98% | — |
Current DrawdownCurrent decline from peak | -9.02% | -8.07% | -0.95% |
Average DrawdownAverage peak-to-trough decline | -4.14% | -3.68% | -0.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.45% | 3.74% | -0.29% |
Volatility
WCOS.L vs. XLPS.L - Volatility Comparison
SPDR MSCI World Consumer Staples UCITS ETF (WCOS.L) and Invesco Consumer Staples S&P US Select Sector UCITS ETF Acc (XLPS.L) have volatilities of 4.74% and 4.85%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WCOS.L | XLPS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.74% | 4.85% | -0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 9.29% | 10.17% | -0.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.79% | 14.78% | -0.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.99% | 13.04% | -1.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.52% | 13.50% | -0.98% |