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SPDR MSCI Europe Consumer Staples UCITS ETF (CSPE....
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00BKWQ0D84
WKNA1191N
IssuerState Street
Inception DateDec 5, 2014
CategoryConsumer Staples 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

Blend

Expense Ratio

The SPDR MSCI Europe Consumer Staples 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 Staples UCITS ETF

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in SPDR MSCI Europe Consumer Staples 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%NovemberDecember2024FebruaryMarchApril
-4.20%
13.40%
CSPE.L (SPDR MSCI Europe Consumer Staples UCITS ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

SPDR MSCI Europe Consumer Staples UCITS ETF had a return of -5.94% year-to-date (YTD) and -13.35% in the last 12 months. Over the past 10 years, SPDR MSCI Europe Consumer Staples UCITS ETF had an annualized return of 3.52%, while the S&P 500 had an annualized return of 10.53%, indicating that SPDR MSCI Europe Consumer Staples UCITS ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-5.94%6.12%
1 month-2.66%-1.08%
6 months-4.20%15.73%
1 year-13.35%22.34%
5 years (annualized)-1.04%11.82%
10 years (annualized)3.52%10.53%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.83%-2.54%0.76%
2023-2.32%-1.98%1.15%1.46%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CSPE.L is 2, indicating that it is in the bottom 2% 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 CSPE.L is 22
SPDR MSCI Europe Consumer Staples UCITS ETF(CSPE.L)
The Sharpe Ratio Rank of CSPE.L is 11Sharpe Ratio Rank
The Sortino Ratio Rank of CSPE.L is 22Sortino Ratio Rank
The Omega Ratio Rank of CSPE.L is 11Omega Ratio Rank
The Calmar Ratio Rank of CSPE.L is 11Calmar Ratio Rank
The Martin Ratio Rank of CSPE.L is 33Martin 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 Staples UCITS ETF (CSPE.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


CSPE.L
Sharpe ratio
The chart of Sharpe ratio for CSPE.L, currently valued at -1.18, compared to the broader market0.002.004.00-1.18
Sortino ratio
The chart of Sortino ratio for CSPE.L, currently valued at -1.58, compared to the broader market-2.000.002.004.006.008.0010.00-1.58
Omega ratio
The chart of Omega ratio for CSPE.L, currently valued at 0.82, compared to the broader market1.001.502.002.500.82
Calmar ratio
The chart of Calmar ratio for CSPE.L, currently valued at -0.50, compared to the broader market0.002.004.006.008.0010.0012.00-0.50
Martin ratio
The chart of Martin ratio for CSPE.L, currently valued at -1.20, compared to the broader market0.0020.0040.0060.0080.00-1.20
^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 Staples UCITS ETF Sharpe ratio is -1.18. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-1.000.001.002.00NovemberDecember2024FebruaryMarchApril
-1.18
1.81
CSPE.L (SPDR MSCI Europe Consumer Staples UCITS ETF)
Benchmark (^GSPC)

Dividends

Dividend History


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

Drawdowns

Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-25.54%
-2.01%
CSPE.L (SPDR MSCI Europe Consumer Staples UCITS ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the SPDR MSCI Europe Consumer Staples 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 Staples UCITS ETF was 25.54%, occurring on Apr 12, 2024. The portfolio has not yet recovered.

The current SPDR MSCI Europe Consumer Staples UCITS ETF drawdown is 25.54%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-25.54%Jan 5, 2022572Apr 12, 2024
-25.02%Feb 20, 202018Mar 16, 2020294May 17, 2021312
-15.1%Jun 7, 2017396Dec 27, 201859Mar 21, 2019455
-14.92%Apr 17, 201590Aug 24, 201551Nov 4, 2015141
-12.92%Nov 27, 201552Feb 11, 2016126Aug 11, 2016178

Volatility

Volatility Chart

The current SPDR MSCI Europe Consumer Staples UCITS ETF volatility is 2.61%, 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.


1.00%2.00%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril
2.61%
4.14%
CSPE.L (SPDR MSCI Europe Consumer Staples UCITS ETF)
Benchmark (^GSPC)