CSPE.L vs. ESIS.L
CSPE.L (SPDR MSCI Europe Consumer Staples UCITS ETF) and ESIS.L (iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc)) are both Consumer Staples Equities funds tracking the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, from State Street and iShares respectively. Both are passively managed. Over the past 3 years, CSPE.L returned 0.03%/yr vs -0.37%/yr for ESIS.L. A 0.59 correlation means they provide meaningful diversification when combined. Both charge a 0.18% expense ratio.
Performance
CSPE.L vs. ESIS.L - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with CSPE.L having a -2.88% return and ESIS.L slightly lower at -2.90%.
CSPE.L
- 1D
- -0.53%
- 1M
- -0.72%
- YTD
- -2.88%
- 6M
- -2.63%
- 1Y
- -2.21%
- 3Y*
- 0.03%
- 5Y*
- —
- 10Y*
- —
ESIS.L
- 1D
- -0.53%
- 1M
- -0.85%
- YTD
- -2.90%
- 6M
- -2.91%
- 1Y
- -2.62%
- 3Y*
- -0.37%
- 5Y*
- 0.80%
- 10Y*
- —
CSPE.L vs. ESIS.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% |
ESIS.L iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc) | -2.90% | 12.15% | -6.75% | -1.03% | 1.69% |
Correlation
The correlation between CSPE.L and ESIS.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 | 0.69 |
Correlation (All Time) Calculated using the full available price history since Apr 5, 2022 | 0.59 |
Over the past year, CSPE.L and ESIS.L have become more correlated (0.97) than their long-term average of 0.59, meaning their price movements have been converging.
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Return for Risk
CSPE.L vs. ESIS.L — Risk / Return Rank
CSPE.L
ESIS.L
CSPE.L vs. ESIS.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 iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc) (ESIS.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 | ESIS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.04 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 0.98 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | -0.16 | -0.19 | +0.03 |
| Martin ratioReturn relative to average drawdown | -0.38 | -0.43 | +0.06 |
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 | ESIS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.16 | -0.19 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.06 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | 0.17 | -0.09 |
Drawdowns
CSPE.L vs. ESIS.L - Drawdown Comparison
The maximum CSPE.L drawdown since its inception was -17.18%, roughly equal to the maximum ESIS.L drawdown of -17.71%. Use the drawdown chart below to compare losses from any high point for CSPE.L and ESIS.L.
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Drawdown Indicators
| CSPE.L | ESIS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.18% | -17.71% | +0.53% |
Max Drawdown (1Y)Largest decline over 1 year | -13.54% | -13.78% | +0.24% |
Max Drawdown (3Y)Largest decline over 3 years | -13.54% | -13.78% | +0.24% |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.71% | — |
Current DrawdownCurrent decline from peak | -12.35% | -12.86% | +0.51% |
Average DrawdownAverage peak-to-trough decline | -7.75% | -7.44% | -0.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.88% | 6.04% | -0.16% |
Volatility
CSPE.L vs. ESIS.L - Volatility Comparison
SPDR MSCI Europe Consumer Staples UCITS ETF (CSPE.L) has a higher volatility of 4.82% compared to iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc) (ESIS.L) at 4.54%. This indicates that CSPE.L's price experiences larger fluctuations and is considered to be riskier than ESIS.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 | ESIS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.82% | 4.54% | +0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 11.07% | 11.16% | -0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.44% | 13.58% | -0.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.60% | 12.66% | +2.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.60% | 12.67% | +2.93% |
CSPE.L vs. ESIS.L - Expense Ratio Comparison
Both CSPE.L and ESIS.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. ESIS.L - Dividend Comparison
Neither CSPE.L nor ESIS.L has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.97, CSPE.L and ESIS.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 ESIS.L have the same expense ratio: 0.18% per year.
Both ETFs track Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR. They also come from different issuers: State Street and iShares.
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