CSPE.L vs. EBIG.L
CSPE.L (SPDR MSCI Europe Consumer Staples UCITS ETF) and EBIG.L (Global X E-commerce UCITS ETF USD Accumulating) are both Consumer Staples Equities funds tracking the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, from State Street and Global X respectively. Both are passively managed. Over the past 3 years, CSPE.L returned 0.03%/yr vs 14.80%/yr for EBIG.L. At a 0.06 correlation, their price movements are largely independent. CSPE.L charges 0.18%/yr vs 0.50%/yr for EBIG.L.
Performance
CSPE.L vs. EBIG.L - Performance Comparison
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Returns By Period
In the year-to-date period, CSPE.L achieves a -2.88% return, which is significantly higher than EBIG.L's -14.25% return.
CSPE.L
- 1D
- -0.53%
- 1M
- -0.72%
- YTD
- -2.88%
- 6M
- -2.63%
- 1Y
- -2.21%
- 3Y*
- 0.03%
- 5Y*
- —
- 10Y*
- —
EBIG.L
- 1D
- 1.50%
- 1M
- 0.30%
- YTD
- -14.25%
- 6M
- -14.34%
- 1Y
- -7.64%
- 3Y*
- 14.80%
- 5Y*
- —
- 10Y*
- —
CSPE.L vs. EBIG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CSPE.L SPDR MSCI Europe Consumer Staples UCITS ETF | -2.88% | 13.19% | -6.25% | -0.65% | 0.64% |
EBIG.L Global X E-commerce UCITS ETF USD Accumulating | -14.25% | 9.95% | 33.02% | 24.95% | -24.44% |
Correlation
The correlation between CSPE.L and EBIG.L is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Apr 5, 2022 | 0.06 |
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Return for Risk
CSPE.L vs. EBIG.L — Risk / Return Rank
CSPE.L
EBIG.L
CSPE.L vs. EBIG.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 Global X E-commerce UCITS ETF USD Accumulating (EBIG.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.
| CSPE.L | EBIG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.26 | ||
| Sortino ratioReturn per unit of downside risk | +0.32 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 0.95 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.16 | -0.30 | +0.13 |
| Martin ratioReturn relative to average drawdown | -0.38 | -0.59 | +0.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CSPE.L | EBIG.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.16 | -0.42 | +0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | -0.31 | +0.40 |
Drawdowns
CSPE.L vs. EBIG.L - Drawdown Comparison
The maximum CSPE.L drawdown since its inception was -17.18%, smaller than the maximum EBIG.L drawdown of -61.10%. Use the drawdown chart below to compare losses from any high point for CSPE.L and EBIG.L.
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Drawdown Indicators
| CSPE.L | EBIG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.18% | -61.10% | +43.92% |
Max Drawdown (1Y)Largest decline over 1 year | -13.54% | -25.69% | +12.15% |
Max Drawdown (3Y)Largest decline over 3 years | -13.54% | -26.57% | +13.03% |
Current DrawdownCurrent decline from peak | -12.35% | -35.35% | +23.00% |
Average DrawdownAverage peak-to-trough decline | -7.75% | -42.51% | +34.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.88% | 12.87% | -6.99% |
Volatility
CSPE.L vs. EBIG.L - Volatility Comparison
SPDR MSCI Europe Consumer Staples UCITS ETF (CSPE.L) has a higher volatility of 4.82% compared to Global X E-commerce UCITS ETF USD Accumulating (EBIG.L) at 4.41%. This indicates that CSPE.L's price experiences larger fluctuations and is considered to be riskier than EBIG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSPE.L | EBIG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.82% | 4.41% | +0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 11.07% | 14.03% | -2.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.44% | 18.12% | -4.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.60% | 29.21% | -13.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.60% | 29.21% | -13.61% |
CSPE.L vs. EBIG.L - Expense Ratio Comparison
CSPE.L has a 0.18% expense ratio, which is lower than EBIG.L's 0.50% expense ratio.
Dividends
CSPE.L vs. EBIG.L - Dividend Comparison
Neither CSPE.L nor EBIG.L has paid dividends to shareholders.
Frequently Asked Questions
CSPE.L and EBIG.L have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CSPE.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CSPE.L is cheaper with a 0.18% expense ratio, compared with 0.50% for EBIG.L.
Both ETFs track Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR. They also come from different issuers: State Street and Global X. Their fees differ too: 0.18% for CSPE.L and 0.50% for EBIG.L.
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