CSPE.L vs. TRIP.L
CSPE.L (SPDR MSCI Europe Consumer Staples UCITS ETF) and TRIP.L (HANetf The Travel UCITS ETF) are both Consumer Staples Equities funds tracking the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, from State Street and HANetf respectively. Both are passively managed. Over the past 3 years, CSPE.L returned 0.03%/yr vs 13.99%/yr for TRIP.L. At a 0.12 correlation, their price movements are largely independent. CSPE.L charges 0.18%/yr vs 0.69%/yr for TRIP.L.
Performance
CSPE.L vs. TRIP.L - Performance Comparison
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Different Trading Currencies
CSPE.L is traded in GBP, while TRIP.L is traded in GBp. To make them comparable, the TRIP.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 higher than TRIP.L's -3.70% return.
CSPE.L
- 1D
- -0.53%
- 1M
- -0.72%
- YTD
- -2.88%
- 6M
- -2.63%
- 1Y
- -2.21%
- 3Y*
- 0.03%
- 5Y*
- —
- 10Y*
- —
TRIP.L
- 1D
- 0.43%
- 1M
- 6.91%
- YTD
- -3.70%
- 6M
- 1.41%
- 1Y
- 14.66%
- 3Y*
- 13.99%
- 5Y*
- —
- 10Y*
- —
CSPE.L vs. TRIP.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% |
TRIP.L HANetf The Travel UCITS ETF | -3.70% | 10.16% | 28.46% | 23.58% | -12.99% |
Correlation
The correlation between CSPE.L and TRIP.L is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Apr 5, 2022 | 0.12 |
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Return for Risk
CSPE.L vs. TRIP.L — Risk / Return Rank
CSPE.L
TRIP.L
CSPE.L vs. TRIP.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 HANetf The Travel UCITS ETF (TRIP.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 | TRIP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.47 | ||
| Sortino ratioReturn per unit of downside risk | -1.01 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.16 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | -0.16 | 0.51 | -0.67 |
| Martin ratioReturn relative to average drawdown | -0.38 | 0.78 | -1.16 |
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 | TRIP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.16 | 0.30 | -0.47 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | -0.02 | +0.10 |
Drawdowns
CSPE.L vs. TRIP.L - Drawdown Comparison
The maximum CSPE.L drawdown since its inception was -17.18%, smaller than the maximum TRIP.L drawdown of -48.20%. Use the drawdown chart below to compare losses from any high point for CSPE.L and TRIP.L.
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Drawdown Indicators
| CSPE.L | TRIP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.18% | -48.20% | +31.02% |
Max Drawdown (1Y)Largest decline over 1 year | -13.54% | -28.90% | +15.36% |
Max Drawdown (3Y)Largest decline over 3 years | -13.54% | -32.24% | +18.70% |
Current DrawdownCurrent decline from peak | -12.35% | -23.05% | +10.70% |
Average DrawdownAverage peak-to-trough decline | -7.75% | -29.52% | +21.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.88% | 18.76% | -12.88% |
Volatility
CSPE.L vs. TRIP.L - Volatility Comparison
The current volatility for SPDR MSCI Europe Consumer Staples UCITS ETF (CSPE.L) is 4.82%, while HANetf The Travel UCITS ETF (TRIP.L) has a volatility of 7.33%. This indicates that CSPE.L experiences smaller price fluctuations and is considered to be less risky than TRIP.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 | TRIP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.82% | 7.33% | -2.51% |
Volatility (6M)Calculated over the trailing 6-month period | 11.07% | 17.90% | -6.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.44% | 48.17% | -34.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.60% | 39.64% | -24.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.60% | 39.64% | -24.04% |
CSPE.L vs. TRIP.L - Expense Ratio Comparison
CSPE.L has a 0.18% expense ratio, which is lower than TRIP.L's 0.69% expense ratio.
Dividends
CSPE.L vs. TRIP.L - Dividend Comparison
Neither CSPE.L nor TRIP.L has paid dividends to shareholders.
Frequently Asked Questions
CSPE.L and TRIP.L have a correlation of 0.19, 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 0.69% for TRIP.L.
Both ETFs track Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR. They also come from different issuers: State Street and HANetf. Their fees differ too: 0.18% for CSPE.L and 0.69% for TRIP.L.
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