XLYS.L vs. IUCS.L
Compare and contrast key facts about Invesco Consumer Discretionary S&P US Select Sector UCITS ETF Acc (XLYS.L) and iShares S&P 500 Consumer Staples Sector UCITS ETF USD Accumulating (IUCS.L).
XLYS.L and IUCS.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XLYS.L is a passively managed fund by Invesco that tracks the performance of the S&P® Select Sector Capped 20% Consumer Discretionary Index. It was launched on Dec 16, 2009. IUCS.L is a passively managed fund by iShares that tracks the performance of the S&P 500 Capped 35/20 Consumer Staples Index. It was launched on Mar 20, 2017. Both XLYS.L and IUCS.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
XLYS.L vs. IUCS.L - Performance Comparison
Loading graphics...
XLYS.L vs. IUCS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XLYS.L Invesco Consumer Discretionary S&P US Select Sector UCITS ETF Acc | -7.85% | 7.65% | 28.46% | 39.95% | -33.91% | 28.81% | 26.41% | 28.22% | 0.45% | 15.00% |
IUCS.L iShares S&P 500 Consumer Staples Sector UCITS ETF USD Accumulating | 6.07% | 3.96% | 14.33% | -0.38% | -0.06% | 18.15% | 9.27% | 27.30% | -9.43% | 6.19% |
Returns By Period
In the year-to-date period, XLYS.L achieves a -7.85% return, which is significantly lower than IUCS.L's 6.07% return.
XLYS.L
- 1D
- 2.53%
- 1M
- -4.20%
- YTD
- -7.85%
- 6M
- -7.64%
- 1Y
- 12.27%
- 3Y*
- 15.79%
- 5Y*
- 7.49%
- 10Y*
- 12.23%
IUCS.L
- 1D
- -0.40%
- 1M
- -7.17%
- YTD
- 6.07%
- 6M
- 7.19%
- 1Y
- 4.75%
- 3Y*
- 7.86%
- 5Y*
- 7.88%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
XLYS.L vs. IUCS.L - Expense Ratio Comparison
XLYS.L has a 0.14% expense ratio, which is lower than IUCS.L's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
XLYS.L vs. IUCS.L — Risk / Return Rank
XLYS.L
IUCS.L
XLYS.L vs. IUCS.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Consumer Discretionary S&P US Select Sector UCITS ETF Acc (XLYS.L) and iShares S&P 500 Consumer Staples Sector UCITS ETF USD Accumulating (IUCS.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.
| XLYS.L | IUCS.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.58 | 0.32 | +0.26 |
Sortino ratioReturn per unit of downside risk | 0.97 | 0.56 | +0.41 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.07 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.80 | 0.50 | +0.31 |
Martin ratioReturn relative to average drawdown | 2.77 | 1.18 | +1.59 |
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 graphics...
Sharpe Ratios by Period
| XLYS.L | IUCS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 0.32 | +0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.60 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.62 | +0.21 |
Correlation
The correlation between XLYS.L and IUCS.L is 0.35, 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
XLYS.L vs. IUCS.L - Dividend Comparison
Neither XLYS.L nor IUCS.L has paid dividends to shareholders.
Drawdowns
XLYS.L vs. IUCS.L - Drawdown Comparison
The maximum XLYS.L drawdown since its inception was -37.47%, which is greater than IUCS.L's maximum drawdown of -23.90%. Use the drawdown chart below to compare losses from any high point for XLYS.L and IUCS.L.
Loading graphics...
Drawdown Indicators
| XLYS.L | IUCS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.47% | -23.90% | -13.57% |
Max Drawdown (1Y)Largest decline over 1 year | -13.87% | -8.95% | -4.92% |
Max Drawdown (5Y)Largest decline over 5 years | -37.47% | -17.20% | -20.27% |
Max Drawdown (10Y)Largest decline over 10 years | -37.47% | — | — |
Current DrawdownCurrent decline from peak | -11.05% | -8.37% | -2.68% |
Average DrawdownAverage peak-to-trough decline | -6.87% | -4.31% | -2.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.03% | 3.76% | +0.27% |
Volatility
XLYS.L vs. IUCS.L - Volatility Comparison
Invesco Consumer Discretionary S&P US Select Sector UCITS ETF Acc (XLYS.L) has a higher volatility of 6.98% compared to iShares S&P 500 Consumer Staples Sector UCITS ETF USD Accumulating (IUCS.L) at 4.47%. This indicates that XLYS.L's price experiences larger fluctuations and is considered to be riskier than IUCS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| XLYS.L | IUCS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.98% | 4.47% | +2.51% |
Volatility (6M)Calculated over the trailing 6-month period | 12.23% | 10.33% | +1.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.15% | 14.62% | +6.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.18% | 13.20% | +8.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.74% | 14.94% | +5.80% |