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])