CSTP.L vs. SPX5.L
CSTP.L (State Street SPDR MSCI Europe Consumer Staples UCITS ETF) and SPX5.L (SPDR S&P 500 UCITS ETF) are both exchange-traded funds - CSTP.L is a Consumer Staples Equities fund tracking the MSCI Europe Consumer Staples 35/20 Capped Index, while SPX5.L is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, CSTP.L returned 3.40%/yr vs 14.38%/yr for SPX5.L. At a 0.46 correlation, their price movements are largely independent. CSTP.L charges 0.18%/yr vs 0.03%/yr for SPX5.L.
Performance
CSTP.L vs. SPX5.L - Performance Comparison
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Different Trading Currencies
CSTP.L is traded in EUR, while SPX5.L is traded in GBP. To make them comparable, the SPX5.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, CSTP.L achieves a 5.36% return, which is significantly lower than SPX5.L's 13.30% return. Over the past 10 years, CSTP.L has underperformed SPX5.L with an annualized return of 3.40%, while SPX5.L has yielded a comparatively higher 14.38% annualized return.
CSTP.L
- 1D
- -0.25%
- 1M
- 2.98%
- 6M
- 4.61%
- YTD
- 5.36%
- 1Y
- 8.01%
- 3Y*
- 2.42%
- 5Y*
- 1.70%
- 10Y*
- 3.40%
SPX5.L
- 1D
- 0.14%
- 1M
- 1.59%
- 6M
- 11.99%
- YTD
- 13.30%
- 1Y
- 23.64%
- 3Y*
- 19.38%
- 5Y*
- 13.81%
- 10Y*
- 14.38%
CSTP.L vs. SPX5.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CSTP.L State Street SPDR MSCI Europe Consumer Staples UCITS ETF | 5.36% | 7.15% | -2.37% | 0.68% | -7.88% | 20.24% | -3.25% | 24.69% | -8.97% | 9.14% |
SPX5.L SPDR S&P 500 UCITS ETF | 13.30% | 3.63% | 33.61% | 22.29% | -13.70% | 39.48% | 7.35% | 34.37% | -2.12% | 5.95% |
Correlation
The correlation between CSTP.L and SPX5.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 | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Dec 9, 2014 | 0.46 |
The correlation between CSTP.L and SPX5.L shifts across timeframes, from -0.06 (1 year) to 0.46 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CSTP.L vs. SPX5.L — Risk / Return Rank
CSTP.L
SPX5.L
CSTP.L vs. SPX5.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street SPDR MSCI Europe Consumer Staples UCITS ETF (CSTP.L) and SPDR S&P 500 UCITS ETF (SPX5.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CSTP.L | SPX5.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.47 | ||
| Sortino ratioReturn per unit of downside risk | -1.87 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.37 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 0.63 | 3.30 | -2.67 |
| Martin ratioReturn relative to average drawdown | 1.35 | 11.79 | -10.44 |
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Drawdowns
CSTP.L vs. SPX5.L - Drawdown Comparison
The maximum CSTP.L drawdown since its inception was -25.28%, smaller than the maximum SPX5.L drawdown of -39.43%. Use the drawdown chart below to compare losses from any high point for CSTP.L and SPX5.L.
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Drawdown Indicators
| CSTP.L | SPX5.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.28% | -39.43% | +14.15% |
Max Drawdown (1Y)Largest decline over 1 year | -12.58% | -7.12% | -5.46% |
Max Drawdown (3Y)Largest decline over 3 years | -12.58% | -22.23% | +9.65% |
Max Drawdown (5Y)Largest decline over 5 years | -14.78% | -22.23% | +7.45% |
Max Drawdown (10Y)Largest decline over 10 years | -25.28% | -32.89% | +7.61% |
Current DrawdownCurrent decline from peak | -4.79% | -0.04% | -4.75% |
Average DrawdownAverage peak-to-trough decline | -6.23% | -8.00% | +1.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.89% | 2.00% | +3.89% |
Volatility
CSTP.L vs. SPX5.L - Volatility Comparison
State Street SPDR MSCI Europe Consumer Staples UCITS ETF (CSTP.L) has a higher volatility of 5.16% compared to SPDR S&P 500 UCITS ETF (SPX5.L) at 2.77%. This indicates that CSTP.L's price experiences larger fluctuations and is considered to be riskier than SPX5.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSTP.L | SPX5.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.16% | 2.77% | +2.39% |
Volatility (6M)Calculated over the trailing 6-month period | 11.44% | 7.91% | +3.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.83% | 11.50% | +2.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.66% | 15.03% | -2.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.27% | 16.05% | -2.78% |
CSTP.L vs. SPX5.L - Expense Ratio Comparison
CSTP.L has a 0.18% expense ratio, which is higher than SPX5.L's 0.03% 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
CSTP.L vs. SPX5.L - Dividend Comparison
CSTP.L has not paid dividends to shareholders, while SPX5.L's dividend yield for the trailing twelve months is around 0.92%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSTP.L State Street SPDR MSCI Europe Consumer Staples UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPX5.L SPDR S&P 500 UCITS ETF | 0.92% | 0.98% | 1.03% | 1.21% | 1.39% | 0.98% | 1.40% | 1.48% | 0.78% | 1.19% | 1.49% | 1.68% |
Frequently Asked Questions
CSTP.L and SPX5.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, SPX5.L is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPX5.L is cheaper with a 0.03% expense ratio, compared with 0.18% for CSTP.L.
CSTP.L is categorized as Consumer Staples Equities, while SPX5.L is S&P 500. CSTP.L tracks MSCI Europe Consumer Staples 35/20 Capped Index, while SPX5.L tracks S&P 500 Index. Their fees differ too: 0.18% for CSTP.L and 0.03% for SPX5.L.
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