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

Performance

CSPE.L vs. ICSU.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 iShares S&P 500 Consumer Staples Sector UCITS ETF USD (Acc) (ICSU.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)2025202420232022
CSPE.L
SPDR MSCI Europe Consumer Staples UCITS ETF
-2.12%13.19%-6.25%-0.65%0.64%
ICSU.L
iShares S&P 500 Consumer Staples Sector UCITS ETF USD (Acc)
7.40%-3.20%16.26%-5.83%8.39%
Different Trading Currencies

CSPE.L is traded in GBP, while ICSU.L is traded in GBp. To make them comparable, the ICSU.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 -2.12% return, which is significantly lower than ICSU.L's 7.40% return.


CSPE.L

1D
0.44%
1M
-9.68%
YTD
-2.12%
6M
2.65%
1Y
3.73%
3Y*
-1.06%
5Y*
10Y*

ICSU.L

1D
-0.90%
1M
-6.62%
YTD
7.40%
6M
8.46%
1Y
1.82%
3Y*
5.27%
5Y*
8.69%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

CSPE.L has a 0.18% expense ratio, which is higher than ICSU.L's 0.15% 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%.


Return for Risk

CSPE.L vs. ICSU.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: 1717
Overall Rank
CSPE.L Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
CSPE.L Sortino Ratio Rank: 1717
Sortino Ratio Rank
CSPE.L Omega Ratio Rank: 1717
Omega Ratio Rank
CSPE.L Calmar Ratio Rank: 1616
Calmar Ratio Rank
CSPE.L Martin Ratio Rank: 1616
Martin Ratio Rank

ICSU.L
ICSU.L Risk / Return Rank: 1515
Overall Rank
ICSU.L Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
ICSU.L Sortino Ratio Rank: 1414
Sortino Ratio Rank
ICSU.L Omega Ratio Rank: 1313
Omega Ratio Rank
ICSU.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
ICSU.L Martin Ratio Rank: 1616
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. ICSU.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 S&P 500 Consumer Staples Sector UCITS ETF USD (Acc) (ICSU.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.LICSU.LDifference

Sharpe ratio

Return per unit of total volatility

0.27

0.13

+0.14

Sortino ratio

Return per unit of downside risk

0.47

0.29

+0.18

Omega ratio

Gain probability vs. loss probability

1.06

1.03

+0.03

Calmar ratio

Return relative to maximum drawdown

0.21

0.25

-0.04

Martin ratio

Return relative to average drawdown

0.71

0.53

+0.18

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

The current CSPE.L Sharpe Ratio is 0.27, which is higher than the ICSU.L Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of CSPE.L and ICSU.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CSPE.LICSU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.27

0.13

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.50

-0.38

Correlation

The correlation between CSPE.L and ICSU.L is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

CSPE.L vs. ICSU.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

CSPE.L vs. ICSU.L - Drawdown Comparison

The maximum CSPE.L drawdown since its inception was -17.18%, smaller than the maximum ICSU.L drawdown of -18.54%. Use the drawdown chart below to compare losses from any high point for CSPE.L and ICSU.L.


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Drawdown Indicators


CSPE.LICSU.LDifference

Max Drawdown

Largest peak-to-trough decline

-17.18%

-18.54%

+1.36%

Max Drawdown (1Y)

Largest decline over 1 year

-13.54%

-8.01%

-5.53%

Max Drawdown (5Y)

Largest decline over 5 years

-13.70%

Current Drawdown

Current decline from peak

-11.66%

-6.71%

-4.95%

Average Drawdown

Average peak-to-trough decline

-7.51%

-4.91%

-2.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.02%

3.79%

+0.23%

Volatility

CSPE.L vs. ICSU.L - Volatility Comparison

SPDR MSCI Europe Consumer Staples UCITS ETF (CSPE.L) and iShares S&P 500 Consumer Staples Sector UCITS ETF USD (Acc) (ICSU.L) have volatilities of 4.83% and 4.90%, 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.LICSU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.83%

4.90%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

10.37%

10.20%

+0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

13.86%

13.76%

+0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.60%

13.13%

+2.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.60%

14.20%

+1.40%