It's on my list of things to tackle as part of the Incremental Language Development project.

In the meantime, there is a built-in solution that is fairly fast, which is:

Needs["MachineLearning`"]; ToUpperCaseUnicode[{"éàÇœßþ\[Sigma]\[FinalSigma]", "ijķnjđӽծ", "ÿ"}] 

{"ÉÀÇŒSSÞ[CapitalSigma][CapitalSigma]", "IJĶNJĐӼԾ", "Ÿ"}

(not sure how to copy-paste the sigma etc without it turning into \[Sigma])

It's on my list of things to tackle as part of the Incremental Language Development project.

In the meantime, there is a built-in solution that is fairly fast, which is:

Needs["MachineLearning`"]; ToUpperCaseUnicode[{"éàÇœßþσς", "ijķnjđӽծ", "ÿ"}] 

{"ÉÀÇŒSSÞΣΣ", "IJĶNJĐӼԾ", "Ÿ"}

(not sure how to copy-paste the sigma etc without it turning into \σ)