XLPS.L vs. ESIS.L

Last updated Apr 2, 2026

Compare and contrast key facts about Invesco Consumer Staples S&P US Select Sector UCITS ETF Acc (XLPS.L) and iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc) (ESIS.L).

XLPS.L and ESIS.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XLPS.L is a passively managed fund by Invesco that tracks the performance of the S&P® Select Sector Capped 20% Consumer Staples Index. It was launched on Dec 16, 2009. ESIS.L is a passively managed fund by iShares that tracks the performance of the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR. It was launched on Nov 17, 2020. Both XLPS.L and ESIS.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

XLPS.L vs. ESIS.L - Performance Comparison

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

XLPS.L vs. ESIS.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
XLPS.L Invesco Consumer Staples S&P US Select Sector UCITS ETF Acc	6.33%	3.99%	14.25%	-0.26%	-0.17%	18.05%	1.76%
ESIS.L iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc)	-2.90%	20.61%	-8.31%	4.19%	-13.32%	11.20%	5.35%

Different Trading Currencies

XLPS.L is traded in USD, while ESIS.L is traded in GBP. To make them comparable, the ESIS.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 6.33% return, which is significantly higher than ESIS.L's -2.90% return.

XLPS.L

• 1D: -0.07%
• 1M: -7.09%
• YTD: 6.33%
• 6M: 7.21%
• 1Y: 4.94%
• 3Y*: 7.90%
• 5Y*: 7.88%
• 10Y*: 7.61%

ESIS.L

• 1D: 1.20%
• 1M: -10.13%
• YTD: -2.90%
• 6M: 1.16%
• 1Y: 6.27%
• 3Y*: 1.49%
• 5Y*: 2.04%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

XLPS.L vs. ESIS.L - Expense Ratio Comparison

XLPS.L has a 0.14% expense ratio, which is lower than ESIS.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%.

ESIS.L

iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc)

XLPS.L

Invesco Consumer Staples S&P US Select Sector UCITS ETF Acc

Return for Risk

XLPS.L vs. ESIS.L — Risk / Return Rank

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

XLPS.L

XLPS.L Risk / Return Rank: 20
XLPS.L Sharpe Ratio Rank: 20
XLPS.L Sortino Ratio Rank: 19
XLPS.L Omega Ratio Rank: 18
XLPS.L Calmar Ratio Rank: 21
XLPS.L Martin Ratio Rank: 19

ESIS.L

ESIS.L Risk / Return Rank: 17
ESIS.L Sharpe Ratio Rank: 17
ESIS.L Sortino Ratio Rank: 16
ESIS.L Omega Ratio Rank: 15
ESIS.L Calmar Ratio Rank: 17
ESIS.L Martin Ratio Rank: 17

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.

XLPS.L vs. ESIS.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 iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc) (ESIS.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.

	XLPS.L	ESIS.L	Difference
Sharpe ratio Return per unit of total volatility	0.33	0.39	-0.06
Sortino ratio Return per unit of downside risk	0.57	0.63	-0.06
Omega ratio Gain probability vs. loss probability	1.07	1.08	-0.01
Calmar ratio Return relative to maximum drawdown	0.53	0.42	+0.11
Martin ratio Return relative to average drawdown	1.26	1.37	-0.11
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XLPS.L vs. ESIS.L - Sharpe Ratio Comparison

The current XLPS.L Sharpe Ratio is 0.33, which is comparable to the ESIS.L Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of XLPS.L and ESIS.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.

Sharpe Ratios by Period

	XLPS.L	ESIS.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.33	0.39	-0.06
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.60	0.14	+0.47
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.56	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.83	0.16	+0.66

Correlation

The correlation between XLPS.L and ESIS.L is 0.53, 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.

Dividends

XLPS.L vs. ESIS.L - Dividend Comparison

Neither XLPS.L nor ESIS.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

XLPS.L vs. ESIS.L - Drawdown Comparison

The maximum XLPS.L drawdown since its inception was -23.98%, smaller than the maximum ESIS.L drawdown of -25.47%. Use the drawdown chart below to compare losses from any high point for XLPS.L and ESIS.L.

Drawdown Indicators

	XLPS.L	ESIS.L	Difference
Max Drawdown Largest peak-to-trough decline	-23.98%	-17.71%	-6.27%
Max Drawdown (1Y) Largest decline over 1 year	-8.94%	-13.78%	+4.84%
Max Drawdown (5Y) Largest decline over 5 years	-17.31%	-17.71%	+0.40%
Max Drawdown (10Y) Largest decline over 10 years	-23.98%	—	—
Current Drawdown Current decline from peak	-8.13%	-11.87%	+3.74%
Average Drawdown Average peak-to-trough decline	-3.68%	-7.33%	+3.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.77%	4.12%	-0.35%

Volatility

XLPS.L vs. ESIS.L - Volatility Comparison

The current volatility for Invesco Consumer Staples S&P US Select Sector UCITS ETF Acc (XLPS.L) is 4.49%, while iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc) (ESIS.L) has a volatility of 5.07%. This indicates that XLPS.L experiences smaller price fluctuations and is considered to be less risky than ESIS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XLPS.L	ESIS.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.49%	5.07%	-0.58%
Volatility (6M) Calculated over the trailing 6-month period	10.17%	10.97%	-0.80%
Volatility (1Y) Calculated over the trailing 1-year period	14.74%	15.97%	-1.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.03%	14.90%	-1.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.50%	14.72%	-1.22%