PortfoliosLab logoPortfoliosLab logo
IUCS.L vs. CSTP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUCS.L vs. CSTP.L - Performance Comparison

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

Loading charts...

Different Trading Currencies

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

Returns By Period

In the year-to-date period, IUCS.L achieves a 7.84% return, which is significantly higher than CSTP.L's 3.17% return.


IUCS.L

1D
0.00%
1M
-1.86%
6M
2.76%
YTD
7.84%
1Y
7.38%
3Y*
8.36%
5Y*
7.00%
10Y*

CSTP.L

1D
0.00%
1M
2.20%
6M
3.32%
YTD
3.17%
1Y
7.08%
3Y*
3.23%
5Y*
1.18%
10Y*
3.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
IUCS.L
iShares S&P 500 Consumer Staples Sector UCITS ETF USD Accumulating
7.84%3.91%14.29%-0.32%-0.06%18.15%9.34%26.76%-9.14%5.94%
CSTP.L
State Street SPDR MSCI Europe Consumer Staples UCITS ETF
3.17%21.55%-8.40%3.86%-13.42%12.05%5.32%22.26%-13.22%12.65%

Correlation

The correlation between IUCS.L and CSTP.L is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.60

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

0.53

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

0.56

Correlation (All Time)
Calculated using the full available price history since Mar 22, 2017

0.55

The correlation between IUCS.L and CSTP.L has been stable across timeframes, ranging from 0.53 to 0.60 - a consistent structural relationship.

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

IUCS.L vs. CSTP.L — Risk / Return Rank

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

IUCS.L
IUCS.L Risk / Return Rank: 1818
Overall Rank
IUCS.L Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
IUCS.L Sortino Ratio Rank: 1717
Sortino Ratio Rank
IUCS.L Omega Ratio Rank: 1717
Omega Ratio Rank
IUCS.L Calmar Ratio Rank: 2121
Calmar Ratio Rank
IUCS.L Martin Ratio Rank: 1818
Martin Ratio Rank

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
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.

IUCS.L vs. CSTP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Consumer Staples Sector UCITS ETF USD Accumulating (IUCS.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.


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

+0.06

Sortino ratioReturn per unit of downside risk

+0.08

Omega ratioGain probability vs. loss probability

1.10

1.09

+0.01

Calmar ratioReturn relative to maximum drawdown

0.78

0.48

+0.30

Martin ratioReturn relative to average drawdown

1.51

1.00

+0.51

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

The current IUCS.L Sharpe Ratio is 0.50, which is comparable to the CSTP.L Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of IUCS.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.


Loading charts...

Drawdowns

IUCS.L vs. CSTP.L - Drawdown Comparison

The maximum IUCS.L drawdown since its inception was -23.90%, smaller than the maximum CSTP.L drawdown of -25.90%. Use the drawdown chart below to compare losses from any high point for IUCS.L and CSTP.L.


Loading charts...

Drawdown Indicators


IUCS.LCSTP.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.90%

-25.90%

+2.00%

Max Drawdown (1Y)

Largest decline over 1 year

-9.37%

-13.79%

+4.42%

Max Drawdown (3Y)

Largest decline over 3 years

-12.29%

-16.50%

+4.21%

Max Drawdown (5Y)

Largest decline over 5 years

-17.20%

-24.76%

+7.56%

Max Drawdown (10Y)

Largest decline over 10 years

-25.90%

Current Drawdown

Current decline from peak

-6.86%

-6.99%

+0.13%

Average Drawdown

Average peak-to-trough decline

-4.47%

-6.88%

+2.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.88%

6.63%

-1.75%

Volatility

IUCS.L vs. CSTP.L - Volatility Comparison

iShares S&P 500 Consumer Staples Sector UCITS ETF USD Accumulating (IUCS.L) and State Street SPDR MSCI Europe Consumer Staples UCITS ETF (CSTP.L) have volatilities of 5.36% and 5.14%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IUCS.LCSTP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.36%

5.14%

+0.22%

Volatility (6M)

Calculated over the trailing 6-month period

11.95%

12.20%

-0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

14.62%

14.94%

-0.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.49%

15.13%

-1.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.88%

14.77%

-0.89%

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

IUCS.L has a 0.15% expense ratio, which is lower than CSTP.L's 0.18% 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%.


Dividends

IUCS.L vs. CSTP.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


IUCS.L and CSTP.L have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IUCS.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUCS.L is cheaper with a 0.15% expense ratio, compared with 0.18% for CSTP.L.

IUCS.L tracks S&P 500 Capped 35/20 Consumer Staples Index, while CSTP.L tracks MSCI Europe Consumer Staples 35/20 Capped Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.15% for IUCS.L and 0.18% for CSTP.L.

Portfolio Optimizer

Find the right allocation for IUCS.L and CSTP.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