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SPDR MSCI Europe Consumer Discretionary UCITS ETF ...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00BKWQ0C77
WKNA1191M
IssuerState Street
Inception DateDec 5, 2014
CategoryConsumer Discretionary Equities
Index TrackedCat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR
DomicileIreland
Distribution PolicyAccumulating
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

The SPDR MSCI Europe Consumer Discretionary UCITS ETF features an expense ratio of 0.18%, falling within the medium range.


0.50%1.00%1.50%2.00%0.18%

Share Price Chart


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SPDR MSCI Europe Consumer Discretionary UCITS ETF

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in SPDR MSCI Europe Consumer Discretionary UCITS ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
15.41%
12.88%
CDCE.L (SPDR MSCI Europe Consumer Discretionary UCITS ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

SPDR MSCI Europe Consumer Discretionary UCITS ETF had a return of 6.65% year-to-date (YTD) and 0.19% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date6.65%6.12%
1 month-3.14%-1.08%
6 months15.42%15.73%
1 year0.19%22.34%
5 years (annualized)N/A11.82%
10 years (annualized)N/A10.53%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.23%7.97%1.67%
2023-4.61%-5.02%6.43%4.73%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CDCE.L is 18, indicating that it is in the bottom 18% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of CDCE.L is 1818
SPDR MSCI Europe Consumer Discretionary UCITS ETF(CDCE.L)
The Sharpe Ratio Rank of CDCE.L is 1818Sharpe Ratio Rank
The Sortino Ratio Rank of CDCE.L is 1818Sortino Ratio Rank
The Omega Ratio Rank of CDCE.L is 1818Omega Ratio Rank
The Calmar Ratio Rank of CDCE.L is 2020Calmar Ratio Rank
The Martin Ratio Rank of CDCE.L is 1818Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for SPDR MSCI Europe Consumer Discretionary UCITS ETF (CDCE.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


CDCE.L
Sharpe ratio
The chart of Sharpe ratio for CDCE.L, currently valued at 0.06, compared to the broader market0.002.004.000.06
Sortino ratio
The chart of Sortino ratio for CDCE.L, currently valued at 0.20, compared to the broader market-2.000.002.004.006.008.0010.000.20
Omega ratio
The chart of Omega ratio for CDCE.L, currently valued at 1.02, compared to the broader market1.001.502.002.501.02
Calmar ratio
The chart of Calmar ratio for CDCE.L, currently valued at 0.06, compared to the broader market0.002.004.006.008.0010.0012.000.06
Martin ratio
The chart of Martin ratio for CDCE.L, currently valued at 0.13, compared to the broader market0.0020.0040.0060.0080.000.13
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market0.002.004.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.0010.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.002.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.0012.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.65, compared to the broader market0.0020.0040.0060.0080.007.65

Sharpe Ratio

The current SPDR MSCI Europe Consumer Discretionary UCITS ETF Sharpe ratio is 0.06. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2024FebruaryMarchApril
0.06
1.69
CDCE.L (SPDR MSCI Europe Consumer Discretionary UCITS ETF)
Benchmark (^GSPC)

Dividends

Dividend History


SPDR MSCI Europe Consumer Discretionary UCITS ETF doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.23%
-2.46%
CDCE.L (SPDR MSCI Europe Consumer Discretionary UCITS ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the SPDR MSCI Europe Consumer Discretionary UCITS ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the SPDR MSCI Europe Consumer Discretionary UCITS ETF was 26.76%, occurring on May 9, 2022. Recovery took 186 trading sessions.

The current SPDR MSCI Europe Consumer Discretionary UCITS ETF drawdown is 3.23%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26.76%Apr 5, 202222May 9, 2022186Feb 2, 2023208
-16.73%Apr 19, 2023135Oct 27, 202381Feb 22, 2024216
-8.71%Feb 6, 202328Mar 15, 202320Apr 14, 202348
-3.98%Mar 15, 202419Apr 12, 2024
-1.77%Mar 4, 20242Mar 5, 20245Mar 12, 20247

Volatility

Volatility Chart

The current SPDR MSCI Europe Consumer Discretionary UCITS ETF volatility is 3.14%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%NovemberDecember2024FebruaryMarchApril
3.14%
4.16%
CDCE.L (SPDR MSCI Europe Consumer Discretionary UCITS ETF)
Benchmark (^GSPC)