IUCS.L vs. CSTP.L
IUCS.L (iShares S&P 500 Consumer Staples Sector UCITS ETF USD Accumulating) and CSTP.L (State Street SPDR MSCI Europe Consumer Staples UCITS ETF) are both Consumer Staples Equities funds - IUCS.L tracks the S&P 500 Capped 35/20 Consumer Staples Index while CSTP.L tracks the MSCI Europe Consumer Staples 35/20 Capped Index. Both are passively managed. Over the past 5 years, IUCS.L returned 7.00%/yr vs 1.18%/yr for CSTP.L. A 0.55 correlation means they provide meaningful diversification when combined. IUCS.L charges 0.15%/yr vs 0.18%/yr for CSTP.L.
Performance
IUCS.L vs. CSTP.L - Performance Comparison
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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%
IUCS.L vs. CSTP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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.
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Return for Risk
IUCS.L vs. CSTP.L — Risk / Return Rank
IUCS.L
CSTP.L
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.L | CSTP.L | Difference | |
|---|---|---|---|
| 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 |
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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.
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Drawdown Indicators
| IUCS.L | CSTP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -6.86% | -6.99% | +0.13% |
Average DrawdownAverage peak-to-trough decline | -4.47% | -6.88% | +2.41% |
Ulcer IndexDepth 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.
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Volatility by Period
| IUCS.L | CSTP.L | Difference | |
|---|---|---|---|
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.
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.
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