XLPS.L vs. CSTP.L
XLPS.L (Invesco Consumer Staples S&P US Select Sector UCITS ETF Acc) and CSTP.L (State Street SPDR MSCI Europe Consumer Staples UCITS ETF) are both Consumer Staples Equities funds - XLPS.L tracks the S&P® Select Sector Capped 20% Consumer Staples Index while CSTP.L tracks the MSCI Europe Consumer Staples 35/20 Capped Index. Both are passively managed. Over the past 10 years, XLPS.L returned 7.58%/yr vs 4.08%/yr for CSTP.L. A 0.57 correlation means they provide meaningful diversification when combined. XLPS.L charges 0.14%/yr vs 0.18%/yr for CSTP.L.
Performance
XLPS.L vs. CSTP.L - Performance Comparison
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Different Trading Currencies
XLPS.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, XLPS.L achieves a 10.89% return, which is significantly higher than CSTP.L's 5.05% return. Over the past 10 years, XLPS.L has outperformed CSTP.L with an annualized return of 7.58%, while CSTP.L has yielded a comparatively lower 4.08% annualized return.
XLPS.L
- 1D
- 1.20%
- 1M
- 1.21%
- 6M
- 5.80%
- YTD
- 10.89%
- 1Y
- 9.50%
- 3Y*
- 9.07%
- 5Y*
- 7.59%
- 10Y*
- 7.58%
CSTP.L
- 1D
- 0.73%
- 1M
- 5.68%
- 6M
- 6.18%
- YTD
- 5.05%
- 1Y
- 8.93%
- 3Y*
- 3.80%
- 5Y*
- 1.55%
- 10Y*
- 4.08%
XLPS.L vs. CSTP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XLPS.L Invesco Consumer Staples S&P US Select Sector UCITS ETF Acc | 10.89% | 3.99% | 14.25% | -0.25% | -0.17% | 18.05% | 9.16% | 26.86% | -9.41% | 12.41% |
CSTP.L State Street SPDR MSCI Europe Consumer Staples UCITS ETF | 5.05% | 21.55% | -8.40% | 3.86% | -13.42% | 12.05% | 5.32% | 22.26% | -13.22% | 24.58% |
Correlation
The correlation between XLPS.L and CSTP.L is 0.61, 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 | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Dec 9, 2014 | 0.57 |
The correlation between XLPS.L and CSTP.L has been stable across timeframes, ranging from 0.54 to 0.61 - a consistent structural relationship.
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Return for Risk
XLPS.L vs. CSTP.L — Risk / Return Rank
XLPS.L
CSTP.L
XLPS.L vs. CSTP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Consumer Staples S&P US Select Sector UCITS ETF Acc (XLPS.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.
| XLPS.L | CSTP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.11 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.02 | 0.65 | +0.37 |
| Martin ratioReturn relative to average drawdown | 1.95 | 1.34 | +0.61 |
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Drawdowns
XLPS.L vs. CSTP.L - Drawdown Comparison
The maximum XLPS.L drawdown since its inception was -23.98%, smaller than the maximum CSTP.L drawdown of -25.90%. Use the drawdown chart below to compare losses from any high point for XLPS.L and CSTP.L.
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Drawdown Indicators
| XLPS.L | CSTP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.98% | -25.90% | +1.92% |
Max Drawdown (1Y)Largest decline over 1 year | -9.32% | -13.79% | +4.47% |
Max Drawdown (3Y)Largest decline over 3 years | -12.43% | -16.50% | +4.07% |
Max Drawdown (5Y)Largest decline over 5 years | -17.31% | -24.76% | +7.45% |
Max Drawdown (10Y)Largest decline over 10 years | -23.98% | -25.90% | +1.92% |
Current DrawdownCurrent decline from peak | -4.19% | -5.30% | +1.11% |
Average DrawdownAverage peak-to-trough decline | -3.51% | -6.88% | +3.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.86% | 6.63% | -1.77% |
Volatility
XLPS.L vs. CSTP.L - Volatility Comparison
Invesco Consumer Staples S&P US Select Sector UCITS ETF Acc (XLPS.L) and State Street SPDR MSCI Europe Consumer Staples UCITS ETF (CSTP.L) have volatilities of 5.33% and 5.08%, 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
| XLPS.L | CSTP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.33% | 5.08% | +0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 11.92% | 12.24% | -0.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.54% | 14.99% | -0.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.47% | 15.13% | -1.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.70% | 14.78% | -1.08% |
XLPS.L vs. CSTP.L - Expense Ratio Comparison
XLPS.L has a 0.14% 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
XLPS.L vs. CSTP.L - Dividend Comparison
Neither XLPS.L nor CSTP.L has paid dividends to shareholders.
Frequently Asked Questions
XLPS.L and CSTP.L have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XLPS.L is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XLPS.L is cheaper with a 0.14% expense ratio, compared with 0.18% for CSTP.L.
XLPS.L tracks S&P® Select Sector Capped 20% Consumer Staples Index, while CSTP.L tracks MSCI Europe Consumer Staples 35/20 Capped Index. They also come from different issuers: Invesco and State Street. Their fees differ too: 0.14% for XLPS.L and 0.18% for CSTP.L.
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