XDWS.L vs. WCOS.L
Compare and contrast key facts about Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.L) and SPDR MSCI World Consumer Staples UCITS ETF (WCOS.L).
XDWS.L and WCOS.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XDWS.L is a passively managed fund by Xtrackers that tracks the performance of the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR. It was launched on Mar 9, 2016. 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. Both XDWS.L and WCOS.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
XDWS.L vs. WCOS.L - Performance Comparison
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XDWS.L vs. WCOS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDWS.L Xtrackers MSCI World Consumer Staples UCITS ETF 1C | 3.70% | 9.31% | 5.69% | 1.96% | -5.24% | 12.84% | 7.75% | 22.32% | -10.10% | 17.07% |
WCOS.L SPDR MSCI World Consumer Staples UCITS ETF | 4.14% | 8.52% | 5.94% | 1.94% | -5.27% | 12.81% | 7.61% | 22.47% | -10.18% | 17.35% |
Returns By Period
In the year-to-date period, XDWS.L achieves a 3.70% return, which is significantly lower than WCOS.L's 4.14% return.
XDWS.L
- 1D
- 0.47%
- 1M
- -7.20%
- YTD
- 3.70%
- 6M
- 5.99%
- 1Y
- 6.49%
- 3Y*
- 5.81%
- 5Y*
- 5.55%
- 10Y*
- —
WCOS.L
- 1D
- 0.53%
- 1M
- -7.39%
- YTD
- 4.14%
- 6M
- 6.00%
- 1Y
- 6.38%
- 3Y*
- 5.80%
- 5Y*
- 5.52%
- 10Y*
- —
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XDWS.L vs. WCOS.L - Expense Ratio Comparison
XDWS.L has a 0.25% expense ratio, which is lower than WCOS.L's 0.30% expense ratio.
Return for Risk
XDWS.L vs. WCOS.L — Risk / Return Rank
XDWS.L
WCOS.L
XDWS.L vs. WCOS.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.L) and SPDR MSCI World Consumer Staples UCITS ETF (WCOS.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.
| XDWS.L | WCOS.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.48 | 0.46 | +0.02 |
Sortino ratioReturn per unit of downside risk | 0.75 | 0.72 | +0.02 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.10 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 0.65 | 0.65 | +0.01 |
Martin ratioReturn relative to average drawdown | 1.81 | 1.80 | +0.01 |
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
| XDWS.L | WCOS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.48 | 0.46 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.46 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.47 | +0.01 |
Correlation
The correlation between XDWS.L and WCOS.L is 0.98, 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
XDWS.L vs. WCOS.L - Dividend Comparison
Neither XDWS.L nor WCOS.L has paid dividends to shareholders.
Drawdowns
XDWS.L vs. WCOS.L - Drawdown Comparison
The maximum XDWS.L drawdown since its inception was -23.72%, roughly equal to the maximum WCOS.L drawdown of -23.55%. Use the drawdown chart below to compare losses from any high point for XDWS.L and WCOS.L.
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Drawdown Indicators
| XDWS.L | WCOS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.72% | -23.55% | -0.17% |
Max Drawdown (1Y)Largest decline over 1 year | -9.74% | -9.72% | -0.02% |
Max Drawdown (5Y)Largest decline over 5 years | -17.53% | -17.62% | +0.09% |
Max Drawdown (10Y)Largest decline over 10 years | -23.72% | — | — |
Current DrawdownCurrent decline from peak | -8.58% | -8.53% | -0.05% |
Average DrawdownAverage peak-to-trough decline | -4.15% | -4.14% | -0.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.52% | 3.49% | +0.03% |
Volatility
XDWS.L vs. WCOS.L - Volatility Comparison
Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.L) has a higher volatility of 4.59% compared to SPDR MSCI World Consumer Staples UCITS ETF (WCOS.L) at 4.27%. This indicates that XDWS.L's price experiences larger fluctuations and is considered to be riskier than WCOS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDWS.L | WCOS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.59% | 4.27% | +0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 9.30% | 9.30% | 0.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.40% | 13.79% | -0.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.92% | 11.99% | -0.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.40% | 12.52% | -0.12% |