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

Performance

ESIS.L vs. CSTP.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 State Street SPDR MSCI Europe Consumer Staples UCITS ETF (CSTP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ESIS.L is traded in GBP, while CSTP.L is traded in EUR. To make them comparable, the CSTP.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with ESIS.L having a 5.39% return and CSTP.L slightly lower at 5.20%.


ESIS.L

1D
0.96%
1M
4.55%
6M
5.81%
YTD
5.39%
1Y
8.64%
3Y*
2.87%
5Y*
2.06%
10Y*

CSTP.L

1D
0.89%
1M
4.38%
6M
5.57%
YTD
5.20%
1Y
8.63%
3Y*
2.72%
5Y*
2.01%
10Y*
3.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
ESIS.L
iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc)
5.39%12.08%-6.68%-1.05%-2.95%12.22%-10.82%
CSTP.L
State Street SPDR MSCI Europe Consumer Staples UCITS ETF
5.20%12.89%-6.80%-1.33%-3.12%13.11%-1.99%

Correlation

The correlation between ESIS.L and CSTP.L is 0.95 - 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

0.95

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

0.94

Correlation (5Y)
Calculated over the trailing 5-year period

0.94

Correlation (All Time)
Calculated using the full available price history since Nov 17, 2020

0.94

The correlation between ESIS.L and CSTP.L has been stable across timeframes, ranging from 0.94 to 0.95 - a consistent structural relationship.

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Return for Risk

ESIS.L vs. CSTP.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: 2020
Overall Rank
ESIS.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
ESIS.L Sortino Ratio Rank: 2121
Sortino Ratio Rank
ESIS.L Omega Ratio Rank: 2121
Omega Ratio Rank
ESIS.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
ESIS.L Martin Ratio Rank: 1818
Martin Ratio Rank

CSTP.L
CSTP.L Risk / Return Rank: 2525
Overall Rank
CSTP.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
CSTP.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
CSTP.L Omega Ratio Rank: 2626
Omega Ratio Rank
CSTP.L Calmar Ratio Rank: 2323
Calmar Ratio Rank
CSTP.L Martin Ratio Rank: 2121
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. CSTP.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 State Street SPDR MSCI Europe Consumer Staples UCITS ETF (CSTP.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.


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

0.00

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.11

1.12

0.00

Calmar ratioReturn relative to maximum drawdown

0.62

0.64

-0.02

Martin ratioReturn relative to average drawdown

1.31

1.37

-0.05

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

The current ESIS.L Sharpe Ratio is 0.60, which is comparable to the CSTP.L Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of ESIS.L and CSTP.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

ESIS.L vs. CSTP.L - Drawdown Comparison

The maximum ESIS.L drawdown since its inception was -19.68%, smaller than the maximum CSTP.L drawdown of -23.51%. Use the drawdown chart below to compare losses from any high point for ESIS.L and CSTP.L.


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Drawdown Indicators


ESIS.LCSTP.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.68%

-23.51%

+3.83%

Max Drawdown (1Y)

Largest decline over 1 year

-13.80%

-13.44%

-0.36%

Max Drawdown (3Y)

Largest decline over 3 years

-17.88%

-13.44%

-4.44%

Max Drawdown (5Y)

Largest decline over 5 years

-17.88%

-17.87%

-0.01%

Max Drawdown (10Y)

Largest decline over 10 years

-23.51%

Current Drawdown

Current decline from peak

-5.38%

-5.08%

-0.30%

Average Drawdown

Average peak-to-trough decline

-8.64%

-6.56%

-2.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.57%

6.31%

+0.26%

Volatility

ESIS.L vs. CSTP.L - Volatility Comparison

The current volatility for iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc) (ESIS.L) is 5.12%, while State Street SPDR MSCI Europe Consumer Staples UCITS ETF (CSTP.L) has a volatility of 5.51%. This indicates that ESIS.L experiences smaller price fluctuations and is considered to be less risky than CSTP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ESIS.LCSTP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.12%

5.51%

-0.39%

Volatility (6M)

Calculated over the trailing 6-month period

12.03%

11.91%

+0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

14.46%

14.38%

+0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.21%

13.14%

+2.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.69%

13.96%

+1.73%

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

Both ESIS.L and CSTP.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. CSTP.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.95, ESIS.L and CSTP.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 CSTP.L have the same expense ratio: 0.18% per year.

ESIS.L tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while CSTP.L tracks MSCI Europe Consumer Staples 35/20 Capped Index. They also come from different issuers: iShares and State Street.

Portfolio Optimizer

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