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SXLP.L vs. FSTA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SXLP.L and FSTA is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

SXLP.L vs. FSTA - Performance Comparison

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

-4.00%-2.00%0.00%2.00%4.00%6.00%SeptemberOctoberNovemberDecember2025February
2.83%
3.66%
SXLP.L
FSTA

Key characteristics

Sharpe Ratio

SXLP.L:

1.52

FSTA:

1.64

Sortino Ratio

SXLP.L:

2.24

FSTA:

2.41

Omega Ratio

SXLP.L:

1.27

FSTA:

1.28

Calmar Ratio

SXLP.L:

2.02

FSTA:

2.29

Martin Ratio

SXLP.L:

6.09

FSTA:

6.99

Ulcer Index

SXLP.L:

2.41%

FSTA:

2.33%

Daily Std Dev

SXLP.L:

9.64%

FSTA:

9.92%

Max Drawdown

SXLP.L:

-24.00%

FSTA:

-25.13%

Current Drawdown

SXLP.L:

-0.67%

FSTA:

-1.28%

Returns By Period

The year-to-date returns for both investments are quite close, with SXLP.L having a 4.31% return and FSTA slightly higher at 4.45%.


SXLP.L

YTD

4.31%

1M

4.80%

6M

2.82%

1Y

14.52%

5Y*

7.44%

10Y*

N/A

FSTA

YTD

4.45%

1M

4.83%

6M

3.66%

1Y

14.90%

5Y*

8.66%

10Y*

8.30%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SXLP.L vs. FSTA - Expense Ratio Comparison

SXLP.L has a 0.15% expense ratio, which is higher than FSTA's 0.08% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


SXLP.L
SPDR S&P US Consumer Staples Select Sector UCITS ETF
Expense ratio chart for SXLP.L: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for FSTA: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

SXLP.L vs. FSTA — Risk-Adjusted Performance Rank

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

SXLP.L
The Risk-Adjusted Performance Rank of SXLP.L is 6363
Overall Rank
The Sharpe Ratio Rank of SXLP.L is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of SXLP.L is 6666
Sortino Ratio Rank
The Omega Ratio Rank of SXLP.L is 6363
Omega Ratio Rank
The Calmar Ratio Rank of SXLP.L is 6565
Calmar Ratio Rank
The Martin Ratio Rank of SXLP.L is 5656
Martin Ratio Rank

FSTA
The Risk-Adjusted Performance Rank of FSTA is 6767
Overall Rank
The Sharpe Ratio Rank of FSTA is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of FSTA is 7171
Sortino Ratio Rank
The Omega Ratio Rank of FSTA is 6565
Omega Ratio Rank
The Calmar Ratio Rank of FSTA is 7070
Calmar Ratio Rank
The Martin Ratio Rank of FSTA is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SXLP.L vs. FSTA - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for SXLP.L, currently valued at 1.46, compared to the broader market0.002.004.001.461.42
The chart of Sortino ratio for SXLP.L, currently valued at 2.16, compared to the broader market-2.000.002.004.006.008.0010.0012.002.162.11
The chart of Omega ratio for SXLP.L, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.001.271.25
The chart of Calmar ratio for SXLP.L, currently valued at 1.93, compared to the broader market0.005.0010.0015.0020.001.931.97
The chart of Martin ratio for SXLP.L, currently valued at 5.78, compared to the broader market0.0020.0040.0060.0080.00100.005.785.85
SXLP.L
FSTA

The current SXLP.L Sharpe Ratio is 1.52, which is comparable to the FSTA Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of SXLP.L and FSTA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.46
1.42
SXLP.L
FSTA

Dividends

SXLP.L vs. FSTA - Dividend Comparison

SXLP.L has not paid dividends to shareholders, while FSTA's dividend yield for the trailing twelve months is around 2.15%.


TTM20242023202220212020201920182017201620152014
SXLP.L
SPDR S&P US Consumer Staples Select Sector UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FSTA
Fidelity MSCI Consumer Staples Index ETF
2.15%2.25%2.66%2.26%2.15%2.47%2.46%3.01%2.42%2.53%2.86%2.24%

Drawdowns

SXLP.L vs. FSTA - Drawdown Comparison

The maximum SXLP.L drawdown since its inception was -24.00%, roughly equal to the maximum FSTA drawdown of -25.13%. Use the drawdown chart below to compare losses from any high point for SXLP.L and FSTA. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.67%
-1.28%
SXLP.L
FSTA

Volatility

SXLP.L vs. FSTA - Volatility Comparison

The current volatility for SPDR S&P US Consumer Staples Select Sector UCITS ETF (SXLP.L) is 2.68%, while Fidelity MSCI Consumer Staples Index ETF (FSTA) has a volatility of 4.15%. This indicates that SXLP.L experiences smaller price fluctuations and is considered to be less risky than FSTA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%SeptemberOctoberNovemberDecember2025February
2.68%
4.15%
SXLP.L
FSTA
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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