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FSTA vs. XLYS.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FSTA vs. XLYS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity MSCI Consumer Staples Index ETF (FSTA) and Invesco Consumer Discretionary S&P US Select Sector UCITS ETF Acc (XLYS.L). The values are adjusted to include any dividend payments, if applicable.

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FSTA vs. XLYS.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FSTA
Fidelity MSCI Consumer Staples Index ETF
6.98%1.82%13.31%2.29%-1.72%17.44%10.96%26.84%-8.49%12.71%
XLYS.L
Invesco Consumer Discretionary S&P US Select Sector UCITS ETF Acc
-10.12%7.65%28.46%39.95%-33.91%28.81%26.41%28.22%0.45%22.19%

Returns By Period

In the year-to-date period, FSTA achieves a 6.98% return, which is significantly higher than XLYS.L's -10.12% return. Over the past 10 years, FSTA has underperformed XLYS.L with an annualized return of 7.69%, while XLYS.L has yielded a comparatively higher 11.95% annualized return.


FSTA

1D
0.19%
1M
-7.53%
YTD
6.98%
6M
6.22%
1Y
4.72%
3Y*
7.59%
5Y*
7.27%
10Y*
7.69%

XLYS.L

1D
0.62%
1M
-8.13%
YTD
-10.12%
6M
-9.26%
1Y
12.93%
3Y*
14.83%
5Y*
6.96%
10Y*
11.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FSTA vs. XLYS.L - Expense Ratio Comparison

FSTA has a 0.08% expense ratio, which is lower than XLYS.L's 0.14% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

FSTA vs. XLYS.L — Risk / Return Rank

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

FSTA
FSTA Risk / Return Rank: 2525
Overall Rank
FSTA Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
FSTA Sortino Ratio Rank: 2323
Sortino Ratio Rank
FSTA Omega Ratio Rank: 2121
Omega Ratio Rank
FSTA Calmar Ratio Rank: 3030
Calmar Ratio Rank
FSTA Martin Ratio Rank: 2525
Martin Ratio Rank

XLYS.L
XLYS.L Risk / Return Rank: 3030
Overall Rank
XLYS.L Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
XLYS.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
XLYS.L Omega Ratio Rank: 2929
Omega Ratio Rank
XLYS.L Calmar Ratio Rank: 2828
Calmar Ratio Rank
XLYS.L Martin Ratio Rank: 2727
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.

FSTA vs. XLYS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity MSCI Consumer Staples Index ETF (FSTA) and Invesco Consumer Discretionary S&P US Select Sector UCITS ETF Acc (XLYS.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.


FSTAXLYS.LDifference

Sharpe ratio

Return per unit of total volatility

0.35

0.61

-0.26

Sortino ratio

Return per unit of downside risk

0.60

1.01

-0.41

Omega ratio

Gain probability vs. loss probability

1.07

1.12

-0.05

Calmar ratio

Return relative to maximum drawdown

0.68

0.69

-0.01

Martin ratio

Return relative to average drawdown

1.67

2.21

-0.54

FSTA vs. XLYS.L - Sharpe Ratio Comparison

The current FSTA Sharpe Ratio is 0.35, which is lower than the XLYS.L Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of FSTA and XLYS.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FSTAXLYS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.35

0.61

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

0.31

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.58

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.82

-0.20

Correlation

The correlation between FSTA and XLYS.L is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FSTA vs. XLYS.L - Dividend Comparison

FSTA's dividend yield for the trailing twelve months is around 2.22%, while XLYS.L has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
FSTA
Fidelity MSCI Consumer Staples Index ETF
2.22%2.34%2.25%2.66%2.26%2.15%2.47%2.46%3.01%2.42%2.53%2.86%
XLYS.L
Invesco Consumer Discretionary S&P US Select Sector UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FSTA vs. XLYS.L - Drawdown Comparison

The maximum FSTA drawdown since its inception was -25.13%, smaller than the maximum XLYS.L drawdown of -37.47%. Use the drawdown chart below to compare losses from any high point for FSTA and XLYS.L.


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Drawdown Indicators


FSTAXLYS.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.13%

-37.47%

+12.34%

Max Drawdown (1Y)

Largest decline over 1 year

-9.29%

-13.87%

+4.58%

Max Drawdown (5Y)

Largest decline over 5 years

-16.58%

-37.47%

+20.89%

Max Drawdown (10Y)

Largest decline over 10 years

-25.13%

-37.47%

+12.34%

Current Drawdown

Current decline from peak

-7.53%

-13.24%

+5.71%

Average Drawdown

Average peak-to-trough decline

-3.51%

-6.87%

+3.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.77%

4.30%

-0.53%

Volatility

FSTA vs. XLYS.L - Volatility Comparison

The current volatility for Fidelity MSCI Consumer Staples Index ETF (FSTA) is 3.90%, while Invesco Consumer Discretionary S&P US Select Sector UCITS ETF Acc (XLYS.L) has a volatility of 6.54%. This indicates that FSTA experiences smaller price fluctuations and is considered to be less risky than XLYS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FSTAXLYS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.90%

6.54%

-2.64%

Volatility (6M)

Calculated over the trailing 6-month period

8.96%

11.95%

-2.99%

Volatility (1Y)

Calculated over the trailing 1-year period

13.69%

21.08%

-7.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.94%

22.15%

-9.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.50%

20.72%

-6.22%