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

Performance

XLYS.L vs. FSTA - 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 Fidelity MSCI Consumer Staples Index ETF (FSTA). The values are adjusted to include any dividend payments, if applicable.

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XLYS.L vs. FSTA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XLYS.L
Invesco Consumer Discretionary S&P US Select Sector UCITS ETF Acc
-10.12%7.65%28.46%39.95%-33.91%28.81%26.41%28.22%0.45%22.19%
FSTA
Fidelity MSCI Consumer Staples Index ETF
6.98%1.82%13.31%2.29%-1.72%17.44%10.96%26.84%-8.49%12.71%

Returns By Period

In the year-to-date period, XLYS.L achieves a -10.12% return, which is significantly lower than FSTA's 6.98% return. Over the past 10 years, XLYS.L has outperformed FSTA with an annualized return of 11.95%, while FSTA has yielded a comparatively lower 7.69% annualized return.


XLYS.L

1D
0.62%
1M
-8.13%
YTD
-10.12%
6M
-9.26%
1Y
12.93%
3Y*
14.83%
5Y*
6.96%
10Y*
11.95%

FSTA

1D
0.19%
1M
-7.53%
YTD
6.98%
6M
6.22%
1Y
4.72%
3Y*
7.59%
5Y*
7.27%
10Y*
7.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XLYS.L vs. FSTA - Expense Ratio Comparison

XLYS.L has a 0.14% 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%.


Return for Risk

XLYS.L vs. FSTA — 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: 3030
Overall Rank
XLYS.L Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
XLYS.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
XLYS.L Omega Ratio Rank: 2929
Omega Ratio Rank
XLYS.L Calmar Ratio Rank: 2828
Calmar Ratio Rank
XLYS.L Martin Ratio Rank: 2727
Martin Ratio Rank

FSTA
FSTA Risk / Return Rank: 2525
Overall Rank
FSTA Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
FSTA Sortino Ratio Rank: 2323
Sortino Ratio Rank
FSTA Omega Ratio Rank: 2121
Omega Ratio Rank
FSTA Calmar Ratio Rank: 3030
Calmar Ratio Rank
FSTA Martin Ratio Rank: 2525
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. FSTA - 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 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.


XLYS.LFSTADifference

Sharpe ratio

Return per unit of total volatility

0.61

0.35

+0.26

Sortino ratio

Return per unit of downside risk

1.01

0.60

+0.41

Omega ratio

Gain probability vs. loss probability

1.12

1.07

+0.05

Calmar ratio

Return relative to maximum drawdown

0.69

0.68

+0.01

Martin ratio

Return relative to average drawdown

2.21

1.67

+0.54

XLYS.L vs. FSTA - Sharpe Ratio Comparison

The current XLYS.L Sharpe Ratio is 0.61, which is higher than the FSTA Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of XLYS.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.


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Sharpe Ratios by Period


XLYS.LFSTADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

0.35

+0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.56

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.53

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.63

+0.20

Correlation

The correlation between XLYS.L and FSTA is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

XLYS.L vs. FSTA - Dividend Comparison

XLYS.L has not paid dividends to shareholders, while FSTA's dividend yield for the trailing twelve months is around 2.22%.


TTM20252024202320222021202020192018201720162015
XLYS.L
Invesco Consumer Discretionary S&P US Select Sector UCITS ETF Acc
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
2.22%2.34%2.25%2.66%2.26%2.15%2.47%2.46%3.01%2.42%2.53%2.86%

Drawdowns

XLYS.L vs. FSTA - Drawdown Comparison

The maximum XLYS.L drawdown since its inception was -37.47%, which is greater than FSTA's maximum drawdown of -25.13%. Use the drawdown chart below to compare losses from any high point for XLYS.L and FSTA.


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Drawdown Indicators


XLYS.LFSTADifference

Max Drawdown

Largest peak-to-trough decline

-37.47%

-25.13%

-12.34%

Max Drawdown (1Y)

Largest decline over 1 year

-13.87%

-9.29%

-4.58%

Max Drawdown (5Y)

Largest decline over 5 years

-37.47%

-16.58%

-20.89%

Max Drawdown (10Y)

Largest decline over 10 years

-37.47%

-25.13%

-12.34%

Current Drawdown

Current decline from peak

-13.24%

-7.53%

-5.71%

Average Drawdown

Average peak-to-trough decline

-6.87%

-3.51%

-3.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.30%

3.77%

+0.53%

Volatility

XLYS.L vs. FSTA - Volatility Comparison

Invesco Consumer Discretionary S&P US Select Sector UCITS ETF Acc (XLYS.L) has a higher volatility of 6.54% compared to Fidelity MSCI Consumer Staples Index ETF (FSTA) at 3.90%. This indicates that XLYS.L's price experiences larger fluctuations and is considered to be riskier than FSTA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XLYS.LFSTADifference

Volatility (1M)

Calculated over the trailing 1-month period

6.54%

3.90%

+2.64%

Volatility (6M)

Calculated over the trailing 6-month period

11.95%

8.96%

+2.99%

Volatility (1Y)

Calculated over the trailing 1-year period

21.08%

13.69%

+7.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.15%

12.94%

+9.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.72%

14.50%

+6.22%