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CSPE.L vs. CSTP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSPE.L vs. CSTP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR MSCI Europe Consumer Staples UCITS ETF (CSPE.L) and State Street SPDR MSCI Europe Consumer Staples UCITS ETF (CSTP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CSPE.L is traded in GBP, while CSTP.L is traded in EUR. To make them comparable, the CSTP.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, CSPE.L achieves a 3.98% return, which is significantly lower than CSTP.L's 5.20% return. Over the past 10 years, CSPE.L has underperformed CSTP.L with an annualized return of 1.94%, while CSTP.L has yielded a comparatively higher 3.81% annualized return.


CSPE.L

1D
0.00%
1M
3.39%
6M
4.65%
YTD
3.98%
1Y
7.61%
3Y*
2.46%
5Y*
-1.24%
10Y*
1.94%

CSTP.L

1D
0.89%
1M
4.38%
6M
5.57%
YTD
5.20%
1Y
8.63%
3Y*
2.72%
5Y*
2.01%
10Y*
3.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSPE.L vs. CSTP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CSPE.L
SPDR MSCI Europe Consumer Staples UCITS ETF
3.98%12.81%-6.84%-1.21%-18.25%20.29%-3.57%25.15%-9.01%8.73%
CSTP.L
State Street SPDR MSCI Europe Consumer Staples UCITS ETF
5.20%12.89%-6.80%-1.33%-3.12%13.11%2.22%17.61%-8.07%13.80%

Correlation

The correlation between CSPE.L and CSTP.L is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.96

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

0.90

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

0.85

Correlation (All Time)
Calculated using the full available price history since Dec 9, 2014

0.83

The correlation between CSPE.L and CSTP.L shifts across timeframes, from 0.83 (all time) to 0.97 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

CSPE.L vs. CSTP.L — Risk / Return Rank

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

CSPE.L
CSPE.L Risk / Return Rank: 1919
Overall Rank
CSPE.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
CSPE.L Sortino Ratio Rank: 2020
Sortino Ratio Rank
CSPE.L Omega Ratio Rank: 1919
Omega Ratio Rank
CSPE.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
CSPE.L Martin Ratio Rank: 1717
Martin Ratio Rank

CSTP.L
CSTP.L Risk / Return Rank: 2525
Overall Rank
CSTP.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
CSTP.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
CSTP.L Omega Ratio Rank: 2626
Omega Ratio Rank
CSTP.L Calmar Ratio Rank: 2323
Calmar Ratio Rank
CSTP.L Martin Ratio Rank: 2121
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.

CSPE.L vs. CSTP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe Consumer Staples UCITS ETF (CSPE.L) and State Street SPDR MSCI Europe Consumer Staples UCITS ETF (CSTP.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.


CSPE.LCSTP.LDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

-0.10

Omega ratioGain probability vs. loss probability

1.10

1.12

-0.01

Calmar ratioReturn relative to maximum drawdown

0.56

0.64

-0.08

Martin ratioReturn relative to average drawdown

1.19

1.37

-0.17

CSPE.L vs. CSTP.L - Sharpe Ratio Comparison

The current CSPE.L Sharpe Ratio is 0.53, which is comparable to the CSTP.L Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of CSPE.L and CSTP.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

CSPE.L vs. CSTP.L - Drawdown Comparison

The maximum CSPE.L drawdown since its inception was -27.10%, which is greater than CSTP.L's maximum drawdown of -23.51%. Use the drawdown chart below to compare losses from any high point for CSPE.L and CSTP.L.


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Drawdown Indicators


CSPE.LCSTP.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.10%

-23.51%

-3.59%

Max Drawdown (1Y)

Largest decline over 1 year

-13.54%

-13.44%

-0.10%

Max Drawdown (3Y)

Largest decline over 3 years

-13.54%

-13.44%

-0.10%

Max Drawdown (5Y)

Largest decline over 5 years

-27.10%

-17.87%

-9.23%

Max Drawdown (10Y)

Largest decline over 10 years

-27.10%

-23.51%

-3.59%

Current Drawdown

Current decline from peak

-13.50%

-5.08%

-8.42%

Average Drawdown

Average peak-to-trough decline

-8.88%

-6.56%

-2.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.40%

6.31%

+0.09%

Volatility

CSPE.L vs. CSTP.L - Volatility Comparison

SPDR MSCI Europe Consumer Staples UCITS ETF (CSPE.L) and State Street SPDR MSCI Europe Consumer Staples UCITS ETF (CSTP.L) have volatilities of 5.26% and 5.51%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSPE.LCSTP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.26%

5.51%

-0.25%

Volatility (6M)

Calculated over the trailing 6-month period

11.87%

11.91%

-0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

14.34%

14.38%

-0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.26%

13.14%

+1.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.01%

13.96%

+0.05%

CSPE.L vs. CSTP.L - Expense Ratio Comparison

Both CSPE.L and CSTP.L have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

CSPE.L vs. CSTP.L - Dividend Comparison

Neither CSPE.L nor CSTP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.97, CSPE.L and CSTP.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.18% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

CSPE.L and CSTP.L have the same expense ratio: 0.18% per year.

CSPE.L tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while CSTP.L tracks MSCI Europe Consumer Staples 35/20 Capped Index.

Portfolio Optimizer

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