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CDIS.L vs. SPY5.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CDIS.L vs. SPY5.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in State Street SPDR MSCI Europe Consumer Discretionary UCITS ETF (CDIS.L) and State Street SPDR S&P 500 UCITS ETF (Dist) (SPY5.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CDIS.L is traded in EUR, while SPY5.L is traded in USD. To make them comparable, the SPY5.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, CDIS.L achieves a -7.44% return, which is significantly lower than SPY5.L's 12.89% return. Over the past 10 years, CDIS.L has underperformed SPY5.L with an annualized return of 5.68%, while SPY5.L has yielded a comparatively higher 14.25% annualized return.


CDIS.L

1D
2.59%
1M
-0.99%
6M
-7.40%
YTD
-7.44%
1Y
-0.53%
3Y*
-3.14%
5Y*
-0.19%
10Y*
5.68%

SPY5.L

1D
-0.26%
1M
1.11%
6M
11.50%
YTD
12.89%
1Y
23.17%
3Y*
19.16%
5Y*
13.66%
10Y*
14.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CDIS.L vs. SPY5.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CDIS.L
State Street SPDR MSCI Europe Consumer Discretionary UCITS ETF
-7.44%1.95%3.66%15.14%-15.77%22.45%6.11%32.46%-14.16%10.49%
SPY5.L
State Street SPDR S&P 500 UCITS ETF (Dist)
12.89%3.49%33.64%22.84%-13.64%38.95%7.83%33.37%-2.25%6.24%

Correlation

The correlation between CDIS.L and SPY5.L is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.38

Correlation (3Y)
Calculated over the trailing 3-year period

0.44

Correlation (5Y)
Calculated over the trailing 5-year period

0.54

Correlation (10Y)
Calculated over the trailing 10-year period

0.57

Correlation (All Time)
Calculated using the full available price history since Dec 12, 2014

0.59

Over the past year, the correlation between CDIS.L and SPY5.L has dropped to 0.38 - well below their long-term average of 0.59, suggesting their price drivers have been diverging.

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Return for Risk

CDIS.L vs. SPY5.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CDIS.L
CDIS.L Risk / Return Rank: 99
Overall Rank
CDIS.L Sharpe Ratio Rank: 99
Sharpe Ratio Rank
CDIS.L Sortino Ratio Rank: 99
Sortino Ratio Rank
CDIS.L Omega Ratio Rank: 99
Omega Ratio Rank
CDIS.L Calmar Ratio Rank: 99
Calmar Ratio Rank
CDIS.L Martin Ratio Rank: 99
Martin Ratio Rank

SPY5.L
SPY5.L Risk / Return Rank: 7171
Overall Rank
SPY5.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
SPY5.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
SPY5.L Omega Ratio Rank: 6969
Omega Ratio Rank
SPY5.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
SPY5.L Martin Ratio Rank: 7373
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CDIS.L vs. SPY5.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street SPDR MSCI Europe Consumer Discretionary UCITS ETF (CDIS.L) and State Street SPDR S&P 500 UCITS ETF (Dist) (SPY5.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

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.


CDIS.LSPY5.LDifference
Sharpe ratioReturn per unit of total volatility

-1.86

Sortino ratioReturn per unit of downside risk

-2.49

Omega ratioGain probability vs. loss probability

1.01

1.34

-0.33

Calmar ratioReturn relative to maximum drawdown

-0.03

3.28

-3.30

Martin ratioReturn relative to average drawdown

-0.06

11.12

-11.18

CDIS.L vs. SPY5.L - Sharpe Ratio Comparison

The current CDIS.L Sharpe Ratio is -0.03, which is lower than the SPY5.L Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of CDIS.L and SPY5.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CDIS.L vs. SPY5.L - Drawdown Comparison

The maximum CDIS.L drawdown since its inception was -41.60%, which is greater than SPY5.L's maximum drawdown of -33.39%. Use the drawdown chart below to compare losses from any high point for CDIS.L and SPY5.L.


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Drawdown Indicators


CDIS.LSPY5.LDifference

Max Drawdown

Largest peak-to-trough decline

-41.60%

-33.39%

-8.21%

Max Drawdown (1Y)

Largest decline over 1 year

-20.58%

-7.04%

-13.54%

Max Drawdown (3Y)

Largest decline over 3 years

-26.56%

-22.49%

-4.07%

Max Drawdown (5Y)

Largest decline over 5 years

-30.15%

-22.49%

-7.66%

Max Drawdown (10Y)

Largest decline over 10 years

-41.60%

-33.39%

-8.21%

Current Drawdown

Current decline from peak

-15.58%

-0.60%

-14.98%

Average Drawdown

Average peak-to-trough decline

-10.27%

-3.98%

-6.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.21%

2.08%

+7.13%

Volatility

CDIS.L vs. SPY5.L - Volatility Comparison

State Street SPDR MSCI Europe Consumer Discretionary UCITS ETF (CDIS.L) has a higher volatility of 5.59% compared to State Street SPDR S&P 500 UCITS ETF (Dist) (SPY5.L) at 2.86%. This indicates that CDIS.L's price experiences larger fluctuations and is considered to be riskier than SPY5.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CDIS.LSPY5.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.59%

2.86%

+2.73%

Volatility (6M)

Calculated over the trailing 6-month period

16.03%

9.26%

+6.77%

Volatility (1Y)

Calculated over the trailing 1-year period

19.31%

12.63%

+6.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.96%

15.96%

+5.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.30%

16.69%

+3.61%

CDIS.L vs. SPY5.L - Expense Ratio Comparison

CDIS.L has a 0.18% expense ratio, which is higher than SPY5.L's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

CDIS.L vs. SPY5.L - Dividend Comparison

CDIS.L has not paid dividends to shareholders, while SPY5.L's dividend yield for the trailing twelve months is around 0.91%.


PositionTTM20252024202320222021202020192018201720162015
CDIS.L
State Street SPDR MSCI Europe Consumer Discretionary UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY5.L
State Street SPDR S&P 500 UCITS ETF (Dist)
0.91%0.97%1.06%1.19%1.40%0.99%1.28%1.44%0.40%1.14%1.64%1.73%

Frequently Asked Questions


CDIS.L and SPY5.L have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPY5.L is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPY5.L is cheaper with a 0.03% expense ratio, compared with 0.18% for CDIS.L.

CDIS.L is categorized as Consumer Discretionary Equities, while SPY5.L is S&P 500. CDIS.L tracks MSCI Europe Consumer Discretionary 35/20 Capped Index, while SPY5.L tracks S&P 500 Index. Their fees differ too: 0.18% for CDIS.L and 0.03% for SPY5.L.

Portfolio Optimizer

Find the right allocation for CDIS.L and SPY5.L

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