PortfoliosLab logoPortfoliosLab logo
ESIS.L vs. CSPE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ESIS.L vs. CSPE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc) (ESIS.L) and SPDR MSCI Europe Consumer Staples UCITS ETF (CSPE.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both investments are quite close, with ESIS.L having a -2.90% return and CSPE.L slightly higher at -2.88%.


ESIS.L

1D
-0.53%
1M
-0.85%
YTD
-2.90%
6M
-2.91%
1Y
-2.62%
3Y*
-0.37%
5Y*
0.80%
10Y*

CSPE.L

1D
-0.53%
1M
-0.72%
YTD
-2.88%
6M
-2.63%
1Y
-2.21%
3Y*
0.03%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
ESIS.L
iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc)
-2.90%12.15%-6.75%-1.03%1.69%
CSPE.L
SPDR MSCI Europe Consumer Staples UCITS ETF
-2.88%13.19%-6.25%-0.65%0.64%

Correlation

The correlation between ESIS.L and CSPE.L is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.69

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

0.59

Over the past year, ESIS.L and CSPE.L have become more correlated (0.97) than their long-term average of 0.59, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ESIS.L vs. CSPE.L — Risk / Return Rank

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

ESIS.L
ESIS.L Risk / Return Rank: 77
Overall Rank
ESIS.L Sharpe Ratio Rank: 77
Sharpe Ratio Rank
ESIS.L Sortino Ratio Rank: 77
Sortino Ratio Rank
ESIS.L Omega Ratio Rank: 77
Omega Ratio Rank
ESIS.L Calmar Ratio Rank: 77
Calmar Ratio Rank
ESIS.L Martin Ratio Rank: 77
Martin Ratio Rank

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
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.

ESIS.L vs. CSPE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc) (ESIS.L) and SPDR MSCI Europe Consumer Staples UCITS ETF (CSPE.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.


ESIS.LCSPE.LDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

-0.04

Omega ratioGain probability vs. loss probability

0.98

0.98

0.00

Calmar ratioReturn relative to maximum drawdown

-0.19

-0.16

-0.03

Martin ratioReturn relative to average drawdown

-0.43

-0.38

-0.06

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

The current ESIS.L Sharpe Ratio is -0.19, which is comparable to the CSPE.L Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of ESIS.L and CSPE.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.


Loading charts...

Sharpe Ratios by Period


ESIS.LCSPE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.19

-0.16

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.08

+0.09

Drawdowns

ESIS.L vs. CSPE.L - Drawdown Comparison

The maximum ESIS.L drawdown since its inception was -17.71%, roughly equal to the maximum CSPE.L drawdown of -17.18%. Use the drawdown chart below to compare losses from any high point for ESIS.L and CSPE.L.


Loading charts...

Drawdown Indicators


ESIS.LCSPE.LDifference

Max Drawdown

Largest peak-to-trough decline

-17.71%

-17.18%

-0.53%

Max Drawdown (1Y)

Largest decline over 1 year

-13.78%

-13.54%

-0.24%

Max Drawdown (3Y)

Largest decline over 3 years

-13.78%

-13.54%

-0.24%

Max Drawdown (5Y)

Largest decline over 5 years

-17.71%

Current Drawdown

Current decline from peak

-12.86%

-12.35%

-0.51%

Average Drawdown

Average peak-to-trough decline

-7.44%

-7.75%

+0.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.04%

5.88%

+0.16%

Volatility

ESIS.L vs. CSPE.L - Volatility Comparison

The current volatility for iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc) (ESIS.L) is 4.54%, while SPDR MSCI Europe Consumer Staples UCITS ETF (CSPE.L) has a volatility of 4.82%. This indicates that ESIS.L experiences smaller price fluctuations and is considered to be less risky than CSPE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ESIS.LCSPE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.54%

4.82%

-0.28%

Volatility (6M)

Calculated over the trailing 6-month period

11.16%

11.07%

+0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

13.58%

13.44%

+0.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.66%

15.60%

-2.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.67%

15.60%

-2.93%

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

Both ESIS.L and CSPE.L have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

ESIS.L vs. CSPE.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.97, ESIS.L and CSPE.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.18% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

ESIS.L and CSPE.L have the same expense ratio: 0.18% per year.

Both ETFs track Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR. They also come from different issuers: iShares and State Street.

Portfolio Optimizer

Find the right allocation for ESIS.L and CSPE.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer