- ISIN
- IE00BKWQ0D84
- Issuer
- State Street
- Inception Date
- Dec 5, 2014
- Region
- Europe ()
- Category
- Consumer Staples Equities, Europe Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- MSCI Europe Consumer Staples 35/20 Capped Index
- Domicile
- Ireland
- Distribution Policy
- Accumulating
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
Share Price Chart
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Performance
CSTP.L Performance Chart
State Street SPDR MSCI Europe Consumer Staples UCITS ETF (CSTP.L) is up 5.4% since the beginning of the year. CSTP.L is currently trading at €240 per share. Investors who bought €1,000 worth of CSTP.L shares 5 years ago would now be looking at an investment worth €1,088.
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Returns By Period
State Street SPDR MSCI Europe Consumer Staples UCITS ETF (CSTP.L) has returned 5.36% so far this year and 8.01% over the past 12 months. Over the last ten years, CSTP.L has returned 3.40% per year, falling short of the S&P 500 Index benchmark, which averaged 12.92% annually.
State Street SPDR MSCI Europe Consumer Staples UCITS ETF
- 1D
- -0.25%
- 1M
- 2.98%
- 6M
- 4.61%
- YTD
- 5.36%
- 1Y
- 8.01%
- 3Y*
- 2.42%
- 5Y*
- 1.70%
- 10Y*
- 3.40%
Benchmark (S&P 500 Index)
- 1D
- -0.09%
- 1M
- 1.27%
- 6M
- 10.98%
- YTD
- 13.27%
- 1Y
- 22.64%
- 3Y*
- 18.04%
- 5Y*
- 12.49%
- 10Y*
- 12.92%
CSTP.L Monthly Returns History
Based on dividend-adjusted daily data since Dec 9, 2014, CSTP.L's average daily return is +0.02%, while the average monthly return is +0.48%. At this rate, an investment would double in approximately 12.1 years.
Historically, 59% of months were positive and 41% were negative. The best month was Jan 2015 with a return of +12.6%, while the worst month was Mar 2026 at -11.5%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 4 months.
On a daily basis, CSTP.L closed higher 51% of trading days. The best single day was Mar 17, 2020 with a return of +4.2%, while the worst single day was Mar 12, 2020 at -7.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.46% | 9.72% | -11.51% | 1.98% | 0.98% | 4.51% | 0.36% | 5.36% | |||||
| 2025 | 2.41% | 4.07% | -0.90% | 3.04% | 1.19% | -5.46% | -0.53% | 3.25% | -3.84% | 2.75% | 2.15% | -0.71% | 7.15% |
| 2024 | 1.07% | -2.81% | 0.91% | 0.10% | 2.13% | -2.73% | 2.43% | 3.38% | -0.24% | -5.16% | -0.40% | -0.72% | -2.37% |
| 2023 | 1.73% | 0.58% | 3.45% | 3.85% | -5.83% | 1.21% | 0.93% | -1.73% | -3.49% | -2.27% | 2.03% | 0.68% | 0.68% |
| 2022 | -3.96% | -0.87% | -1.22% | 4.46% | -4.36% | -2.27% | 7.28% | -3.51% | -5.14% | 0.83% | 4.83% | -3.34% | -7.88% |
| 2021 | -3.13% | -3.80% | 9.50% | 2.96% | 4.01% | 2.04% | 0.23% | -0.22% | -2.20% | 4.26% | -0.04% | 5.78% | 20.24% |
Benchmark Metrics
State Street SPDR MSCI Europe Consumer Staples UCITS ETF has an annualized alpha of 2.38%, beta of 0.29, and R2 of 0.14 versus S&P 500 Index. Calculated based on daily prices since December 09, 2014.
- This ETF participated in 46.80% of S&P 500 Index downside but only 38.32% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.29 may look defensive, but with R2 of 0.14 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.14 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 2.38%
- Beta
- 0.29
- R²
- 0.14
- Upside Capture
- 38.32%
- Downside Capture
- 46.80%
Expense Ratio
CSTP.L has an expense ratio of 0.18%, which is considered low.
Return for Risk
Risk / Return Rank
CSTP.L ranks 19 for risk / return — in the bottom 19% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for State Street SPDR MSCI Europe Consumer Staples UCITS ETF (CSTP.L) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CSTP.L | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.23 | ||
| Sortino ratioReturn per unit of downside risk | -1.43 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.33 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.63 | 3.01 | -2.37 |
| Martin ratioReturn relative to average drawdown | 1.35 | 11.10 | -9.75 |
Dividends
Dividend History
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the State Street 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 State Street SPDR MSCI Europe Consumer Staples UCITS ETF was 25.28%, occurring on Mar 16, 2020. Recovery took 294 trading sessions.
The current State Street SPDR MSCI Europe Consumer Staples UCITS ETF drawdown is 4.79%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-25.28%Mar 2020 | 25d | 1y 2mo | 1y 2moFeb 2020 - May 2021 | COVID crash2020 |
-15.11%Dec 2018 | 1y 6mo | 2mo 24d | 1y 9moJun 2017 - Mar 2019 | Rate-hike selloffLate 2018 |
-14.93%Aug 2015 | 4mo 9d | 2mo 12d | 6mo 21dApr 2015 - Nov 2015 | — |
-14.78%Mar 2022 | 2mo 2d | 1y 1mo | 1y 3moJan 2022 - Apr 2023 | Bear market2022 |
-13.98%Apr 2024 | 11mo 26d | 1y 9mo | 2y 9moApr 2023 - Feb 2026 | — |
Drawdown Indicators
| CSTP.L | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.28% | -51.17% | +25.89% |
Max Drawdown (1Y)Largest decline over 1 year | -12.58% | -7.57% | -5.01% |
Max Drawdown (3Y)Largest decline over 3 years | -12.58% | -23.99% | +11.41% |
Max Drawdown (5Y)Largest decline over 5 years | -14.78% | -23.99% | +9.21% |
Max Drawdown (10Y)Largest decline over 10 years | -25.28% | -33.42% | +8.14% |
Current DrawdownCurrent decline from peak | -4.79% | -0.52% | -4.27% |
Average DrawdownAverage peak-to-trough decline | -6.23% | -8.90% | +2.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.89% | 2.04% | +3.85% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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