XLYS.L vs. CSTP.L
XLYS.L (Invesco Consumer Discretionary 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 - XLYS.L tracks the S&P® Select Sector Capped 20% Consumer Discretionary Index while CSTP.L tracks the MSCI Europe Consumer Staples 35/20 Capped Index. Both are passively managed. Over the past 10 years, XLYS.L returned 12.59%/yr vs 3.79%/yr for CSTP.L. At a 0.41 correlation, their price movements are largely independent. XLYS.L charges 0.14%/yr vs 0.18%/yr for CSTP.L.
Performance
XLYS.L vs. CSTP.L - Performance Comparison
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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%
XLYS.L vs. CSTP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
XLYS.L
CSTP.L
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.L | CSTP.L | Difference | |
|---|---|---|---|
| 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 |
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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.L | CSTP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -5.68% | -6.99% | +1.31% |
Average DrawdownAverage peak-to-trough decline | -6.50% | -6.88% | +0.38% |
Ulcer IndexDepth 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.L | CSTP.L | Difference | |
|---|---|---|---|
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.
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.
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