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SPDR EURO STOXX 50 ETF (FEZ)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS78463X2027
CUSIP78463X202
IssuerState Street
Inception DateOct 21, 2002
RegionDeveloped Europe (Broad)
CategoryEurope Equities
Index TrackedEURO STOXX 50 Index
Home Pagewww.ssga.com
Asset ClassEquity

Asset Class Size

Mega-Cap

Asset Class Style

Blend

Expense Ratio

The SPDR EURO STOXX 50 ETF has a high expense ratio of 0.29%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.29%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds to compare with FEZ

SPDR EURO STOXX 50 ETF

Popular comparisons: FEZ vs. VGK, FEZ vs. IEUR, FEZ vs. EWQ, FEZ vs. IEV, FEZ vs. SDIV, FEZ vs. EWI, FEZ vs. EWU, FEZ vs. EWP, FEZ vs. EWN, FEZ vs. VOO

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in SPDR EURO STOXX 50 ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


200.00%250.00%300.00%350.00%400.00%450.00%500.00%OctoberNovemberDecember2024FebruaryMarch
311.96%
483.35%
FEZ (SPDR EURO STOXX 50 ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

SPDR EURO STOXX 50 ETF had a return of 10.63% year-to-date (YTD) and 25.67% in the last 12 months. Over the past 10 years, SPDR EURO STOXX 50 ETF had an annualized return of 5.20%, while the S&P 500 had an annualized return of 10.96%, indicating that SPDR EURO STOXX 50 ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date10.63%10.04%
1 month4.67%3.53%
6 months27.92%22.79%
1 year25.67%32.16%
5 years (annualized)10.72%13.15%
10 years (annualized)5.20%10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.08%5.98%
2023-5.21%-5.51%-2.05%11.13%4.81%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for SPDR EURO STOXX 50 ETF (FEZ) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
FEZ
SPDR EURO STOXX 50 ETF
1.72
^GSPC
S&P 500
2.76

Sharpe Ratio

The current SPDR EURO STOXX 50 ETF Sharpe ratio is 1.72. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
1.72
2.76
FEZ (SPDR EURO STOXX 50 ETF)
Benchmark (^GSPC)

Dividends

Dividend History

SPDR EURO STOXX 50 ETF granted a 2.43% dividend yield in the last twelve months. The annual payout for that period amounted to $1.28 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.28$1.32$1.18$1.22$0.89$1.06$1.15$0.99$1.12$1.04$1.39$1.15

Dividend yield

2.43%2.75%3.06%2.61%2.13%2.61%3.45%2.44%3.35%3.03%3.78%2.72%

Monthly Dividends

The table displays the monthly dividend distributions for SPDR EURO STOXX 50 ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00
2023$0.00$0.00$0.13$0.00$0.00$0.94$0.00$0.00$0.12$0.00$0.00$0.12
2022$0.00$0.00$0.10$0.00$0.00$0.75$0.00$0.00$0.17$0.00$0.00$0.17
2021$0.00$0.00$0.02$0.00$0.00$0.56$0.00$0.00$0.07$0.00$0.00$0.57
2020$0.00$0.00$0.10$0.00$0.00$0.35$0.00$0.00$0.18$0.00$0.00$0.25
2019$0.00$0.00$0.09$0.00$0.00$0.82$0.00$0.00$0.05$0.00$0.00$0.10
2018$0.00$0.00$0.08$0.00$0.00$0.90$0.00$0.00$0.05$0.00$0.00$0.12
2017$0.00$0.00$0.07$0.00$0.00$0.66$0.00$0.00$0.14$0.00$0.00$0.13
2016$0.00$0.00$0.06$0.00$0.00$0.82$0.00$0.00$0.13$0.00$0.00$0.10
2015$0.00$0.00$0.04$0.00$0.00$0.78$0.00$0.00$0.07$0.00$0.00$0.15
2014$0.00$0.00$0.10$0.00$0.00$0.92$0.00$0.00$0.08$0.00$0.00$0.29
2013$0.07$0.00$0.00$0.80$0.00$0.00$0.09$0.00$0.00$0.19

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
FEZ (SPDR EURO STOXX 50 ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the SPDR EURO STOXX 50 ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the SPDR EURO STOXX 50 ETF was 64.21%, occurring on Mar 9, 2009. Recovery took 2967 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-64.21%Dec 11, 2007312Mar 9, 20092967Dec 17, 20203279
-35.04%Nov 8, 2021223Sep 27, 2022143Apr 24, 2023366
-23.13%Jan 8, 200344Mar 12, 200337May 5, 200381
-14.35%Jul 14, 202375Oct 27, 202332Dec 13, 2023107
-14.11%Feb 18, 200458May 10, 2004123Nov 3, 2004181

Volatility

Volatility Chart

The current SPDR EURO STOXX 50 ETF volatility is 3.38%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%OctoberNovemberDecember2024FebruaryMarch
3.38%
2.82%
FEZ (SPDR EURO STOXX 50 ETF)
Benchmark (^GSPC)