An incentivised laboratory framed field experiment with 691 subjects examined the impact of five front-of-pack labels (Multiple Traffic Lights; Reference Intakes; HealthStarRating; NutriScore and Système d’Etiquetage Nutritionnel Simplifié) on food shopping within a catalogue of 290 products. Using difference-in-difference, we estimate the between-label variability of within-subject changes in the shopping’s Food and Standards Agency aggregated nutritional score. All labels improve the nutritional quality (−1.56 FSA points on average). NutriScore is the most effective (−2.65), followed by HealthStarRating (−1.86). Behaviourally, subjects react mostly to the extreme values of the labels and not to intermediate values. Nutritional gains are not correlated with higher expenditure.