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CSTP.L vs. SPX5.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSTP.L vs. SPX5.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in State Street SPDR MSCI Europe Consumer Staples UCITS ETF (CSTP.L) and SPDR S&P 500 UCITS ETF (SPX5.L). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSTP.L vs. SPX5.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CSTP.L
CSTP.L Risk / Return Rank: 1919
Overall Rank
CSTP.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
CSTP.L Sortino Ratio Rank: 2020
Sortino Ratio Rank
CSTP.L Omega Ratio Rank: 1919
Omega Ratio Rank
CSTP.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
CSTP.L Martin Ratio Rank: 1717
Martin Ratio Rank

SPX5.L
SPX5.L Risk / Return Rank: 7373
Overall Rank
SPX5.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SPX5.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
SPX5.L Omega Ratio Rank: 7474
Omega Ratio Rank
SPX5.L Calmar Ratio Rank: 7272
Calmar Ratio Rank
SPX5.L Martin Ratio Rank: 7272
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.

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.LSPX5.LDifference
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

CSTP.L vs. SPX5.L - Sharpe Ratio Comparison

The current CSTP.L Sharpe Ratio is 0.57, which is lower than the SPX5.L Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of CSTP.L and SPX5.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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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.LSPX5.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-4.79%

-0.04%

-4.75%

Average Drawdown

Average peak-to-trough decline

-6.23%

-8.00%

+1.77%

Ulcer Index

Depth 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.LSPX5.LDifference

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%.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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