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XLYS.L vs. CSTP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XLYS.L vs. CSTP.L - Performance Comparison

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

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Different Trading Currencies

XLYS.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, XLYS.L achieves a -2.28% return, which is significantly lower than CSTP.L's 3.17% return. Over the past 10 years, XLYS.L has outperformed CSTP.L with an annualized return of 12.59%, while CSTP.L has yielded a comparatively lower 3.79% annualized return.


XLYS.L

1D
1.38%
1M
-0.82%
6M
-4.17%
YTD
-2.28%
1Y
7.95%
3Y*
11.77%
5Y*
7.60%
10Y*
12.59%

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)

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


2026 (YTD)202520242023202220212020201920182017
XLYS.L
Invesco Consumer Discretionary S&P US Select Sector UCITS ETF Acc
-2.28%7.65%28.47%39.95%-33.91%28.81%26.41%28.22%0.45%22.19%
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%24.58%

Correlation

The correlation between XLYS.L and CSTP.L is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.22

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

0.33

Correlation (10Y)
Calculated over the trailing 10-year period

0.37

Correlation (All Time)
Calculated using the full available price history since Dec 9, 2014

0.41

Over the past year, the correlation between XLYS.L and CSTP.L has dropped to 0.19 - well below their long-term average of 0.41, suggesting their price drivers have been diverging.

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Return for Risk

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

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

XLYS.L
XLYS.L Risk / Return Rank: 1717
Overall Rank
XLYS.L Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
XLYS.L Sortino Ratio Rank: 1717
Sortino Ratio Rank
XLYS.L Omega Ratio Rank: 1616
Omega Ratio Rank
XLYS.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
XLYS.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.

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

This table presents a comparison of risk-adjusted performance metrics for Invesco Consumer Discretionary S&P US Select Sector UCITS ETF Acc (XLYS.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.


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

-0.01

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.09

1.09

0.00

Calmar ratioReturn relative to maximum drawdown

0.57

0.48

+0.09

Martin ratioReturn relative to average drawdown

1.52

1.00

+0.51

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

The current XLYS.L Sharpe Ratio is 0.44, which is comparable to the CSTP.L Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of XLYS.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.


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Drawdowns

XLYS.L vs. CSTP.L - Drawdown Comparison

The maximum XLYS.L drawdown since its inception was -37.47%, which is greater than CSTP.L's maximum drawdown of -25.90%. Use the drawdown chart below to compare losses from any high point for XLYS.L and CSTP.L.


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Drawdown Indicators


XLYS.LCSTP.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.47%

-25.90%

-11.57%

Max Drawdown (1Y)

Largest decline over 1 year

-13.87%

-13.79%

-0.08%

Max Drawdown (3Y)

Largest decline over 3 years

-26.13%

-16.50%

-9.63%

Max Drawdown (5Y)

Largest decline over 5 years

-37.47%

-24.76%

-12.71%

Max Drawdown (10Y)

Largest decline over 10 years

-37.47%

-25.90%

-11.57%

Current Drawdown

Current decline from peak

-5.68%

-6.99%

+1.31%

Average Drawdown

Average peak-to-trough decline

-6.50%

-6.88%

+0.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.22%

6.63%

-1.41%

Volatility

XLYS.L vs. CSTP.L - Volatility Comparison

Invesco Consumer Discretionary S&P US Select Sector UCITS ETF Acc (XLYS.L) has a higher volatility of 6.16% compared to State Street SPDR MSCI Europe Consumer Staples UCITS ETF (CSTP.L) at 5.14%. This indicates that XLYS.L's price experiences larger fluctuations and is considered to be riskier than CSTP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XLYS.LCSTP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.16%

5.14%

+1.02%

Volatility (6M)

Calculated over the trailing 6-month period

14.39%

12.20%

+2.19%

Volatility (1Y)

Calculated over the trailing 1-year period

18.00%

14.94%

+3.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.48%

15.13%

+7.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.89%

14.77%

+6.12%

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

XLYS.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

XLYS.L vs. CSTP.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


XLYS.L and CSTP.L have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XLYS.L is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XLYS.L is cheaper with a 0.14% expense ratio, compared with 0.18% for CSTP.L.

XLYS.L tracks S&P® Select Sector Capped 20% Consumer Discretionary 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 XLYS.L and 0.18% for CSTP.L.

Portfolio Optimizer

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