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

Performance

CSPE.L vs. IUCS.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 Accumulating (IUCS.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 IUCS.L is traded in USD. To make them comparable, the IUCS.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 -2.88% return, which is significantly lower than IUCS.L's 6.79% return.


CSPE.L

1D
-0.53%
1M
-0.72%
YTD
-2.88%
6M
-2.63%
1Y
-2.21%
3Y*
0.03%
5Y*
10Y*

IUCS.L

1D
0.10%
1M
-1.81%
YTD
6.79%
6M
6.25%
1Y
3.18%
3Y*
5.64%
5Y*
7.92%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
CSPE.L
SPDR MSCI Europe Consumer Staples UCITS ETF
-2.88%13.19%-6.25%-0.65%0.64%
IUCS.L
iShares S&P 500 Consumer Staples Sector UCITS ETF USD Accumulating
6.79%-3.44%16.32%-5.36%8.22%

Correlation

The correlation between CSPE.L and IUCS.L is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.58

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

0.37

Correlation (All Time)
Calculated using the full available price history since Apr 5, 2022

0.32

Over the past year, CSPE.L and IUCS.L have become more correlated (0.58) than their long-term average of 0.32, meaning their price movements have been converging.

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Return for Risk

CSPE.L vs. IUCS.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: 77
Overall Rank
CSPE.L Sharpe Ratio Rank: 77
Sharpe Ratio Rank
CSPE.L Sortino Ratio Rank: 77
Sortino Ratio Rank
CSPE.L Omega Ratio Rank: 77
Omega Ratio Rank
CSPE.L Calmar Ratio Rank: 77
Calmar Ratio Rank
CSPE.L Martin Ratio Rank: 77
Martin Ratio Rank

IUCS.L
IUCS.L Risk / Return Rank: 1111
Overall Rank
IUCS.L Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
IUCS.L Sortino Ratio Rank: 1111
Sortino Ratio Rank
IUCS.L Omega Ratio Rank: 1111
Omega Ratio Rank
IUCS.L Calmar Ratio Rank: 1212
Calmar Ratio Rank
IUCS.L Martin Ratio Rank: 1111
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. IUCS.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 Accumulating (IUCS.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.LIUCS.LDifference
Sharpe ratioReturn per unit of total volatility

-0.38

Sortino ratioReturn per unit of downside risk

-0.55

Omega ratioGain probability vs. loss probability

0.98

1.05

-0.06

Calmar ratioReturn relative to maximum drawdown

-0.16

0.34

-0.51

Martin ratioReturn relative to average drawdown

-0.38

0.82

-1.20

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

The current CSPE.L Sharpe Ratio is -0.16, which is lower than the IUCS.L Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of CSPE.L and IUCS.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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Sharpe Ratios by Period


CSPE.LIUCS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.16

0.22

-0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.50

-0.42

Drawdowns

CSPE.L vs. IUCS.L - Drawdown Comparison

The maximum CSPE.L drawdown since its inception was -17.18%, roughly equal to the maximum IUCS.L drawdown of -17.74%. Use the drawdown chart below to compare losses from any high point for CSPE.L and IUCS.L.


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Drawdown Indicators


CSPE.LIUCS.LDifference

Max Drawdown

Largest peak-to-trough decline

-17.18%

-17.74%

+0.56%

Max Drawdown (1Y)

Largest decline over 1 year

-13.54%

-9.20%

-4.34%

Max Drawdown (3Y)

Largest decline over 3 years

-13.54%

-11.51%

-2.03%

Max Drawdown (5Y)

Largest decline over 5 years

-13.49%

Current Drawdown

Current decline from peak

-12.35%

-7.25%

-5.10%

Average Drawdown

Average peak-to-trough decline

-7.75%

-4.69%

-3.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.88%

3.86%

+2.02%

Volatility

CSPE.L vs. IUCS.L - Volatility Comparison

The current volatility for SPDR MSCI Europe Consumer Staples UCITS ETF (CSPE.L) is 4.82%, while iShares S&P 500 Consumer Staples Sector UCITS ETF USD Accumulating (IUCS.L) has a volatility of 6.19%. This indicates that CSPE.L experiences smaller price fluctuations and is considered to be less risky than IUCS.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.LIUCS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.82%

6.19%

-1.37%

Volatility (6M)

Calculated over the trailing 6-month period

11.07%

12.11%

-1.04%

Volatility (1Y)

Calculated over the trailing 1-year period

13.44%

14.66%

-1.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.60%

14.12%

+1.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.60%

15.92%

-0.32%

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

CSPE.L has a 0.18% expense ratio, which is higher than IUCS.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%.


Dividends

CSPE.L vs. IUCS.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


CSPE.L and IUCS.L have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IUCS.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUCS.L is cheaper with a 0.15% expense ratio, compared with 0.18% for CSPE.L.

CSPE.L tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while IUCS.L tracks S&P 500 Capped 35/20 Consumer Staples Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.18% for CSPE.L and 0.15% for IUCS.L.

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