ESIS.L vs. CSTP.L
ESIS.L (iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc)) and CSTP.L (State Street SPDR MSCI Europe Consumer Staples UCITS ETF) are both Consumer Staples Equities funds - ESIS.L tracks the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR while CSTP.L tracks the MSCI Europe Consumer Staples 35/20 Capped Index. Both are passively managed. Over the past 5 years, ESIS.L returned 2.06%/yr vs 2.01%/yr for CSTP.L. Their correlation of 0.94 suggests significant overlap in exposure. Both charge a 0.18% expense ratio.
Performance
ESIS.L vs. CSTP.L - Performance Comparison
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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%
ESIS.L vs. CSTP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
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
ESIS.L
CSTP.L
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.L | CSTP.L | Difference | |
|---|---|---|---|
| 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 |
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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.L | CSTP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -5.38% | -5.08% | -0.30% |
Average DrawdownAverage peak-to-trough decline | -8.64% | -6.56% | -2.08% |
Ulcer IndexDepth 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.L | CSTP.L | Difference | |
|---|---|---|---|
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.
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.
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