- ISIN
- US78463X2027
- CUSIP
- 78463X202
- Issuer
- State Street
- Inception Date
- Oct 15, 2002
- Region
- Developed Europe (Broad)
- Category
- Europe Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- EURO STOXX 50 Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Mega-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $5B
Share Price Chart
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Performance
FEZ Performance Chart
State Street SPDR EURO STOXX 50 ETF (FEZ) is up 8.3% since the beginning of the year. FEZ is currently trading at $69 per share. Investors who bought $1,000 worth of FEZ shares 5 years ago would now be looking at an investment worth $1,691.
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Returns By Period
State Street SPDR EURO STOXX 50 ETF (FEZ) has returned 8.33% so far this year and 22.55% over the past 12 months. Over the last ten years, FEZ has returned 11.73% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
State Street SPDR EURO STOXX 50 ETF
- 1D
- -0.59%
- 1M
- 3.65%
- YTD
- 8.33%
- 6M
- 8.58%
- 1Y
- 22.55%
- 3Y*
- 18.76%
- 5Y*
- 11.08%
- 10Y*
- 11.73%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
FEZ Monthly Returns History
Based on dividend-adjusted daily data since Oct 21, 2002, FEZ's average daily return is +0.04%, while the average monthly return is +0.81%. At this rate, an investment would double in approximately 7.2 years.
Historically, 60% of months were positive and 40% were negative. The best month was Nov 2020 with a return of +20.1%, while the worst month was Oct 2008 at -22.6%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.
On a daily basis, FEZ closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +17.5%, while the worst single day was Mar 12, 2020 at -12.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.74% | 2.62% | -9.30% | 6.27% | 2.94% | 2.55% | 8.33% | ||||||
| 2025 | 8.25% | 3.72% | 0.91% | 3.38% | 5.23% | 2.79% | -3.11% | 3.34% | 3.99% | 0.58% | 0.96% | 2.90% | 37.81% |
| 2024 | 0.08% | 5.98% | 3.83% | -3.90% | 4.81% | -3.45% | 0.56% | 4.41% | 1.52% | -5.62% | -3.34% | -0.54% | 3.57% |
| 2023 | 12.53% | -1.61% | 5.12% | 3.16% | -4.92% | 6.56% | 2.28% | -5.21% | -5.51% | -2.05% | 11.13% | 4.81% | 27.16% |
| 2022 | -2.85% | -7.92% | -1.18% | -7.75% | 4.98% | -10.81% | 4.89% | -7.26% | -8.65% | 11.41% | 16.87% | -2.95% | -14.27% |
| 2021 | -2.30% | 4.22% | 4.83% | 4.40% | 4.61% | -2.51% | 0.43% | 1.93% | -5.40% | 5.43% | -6.24% | 5.56% | 14.84% |
Benchmark Metrics
State Street SPDR EURO STOXX 50 ETF has an annualized alpha of -1.39%, beta of 1.12, and R2 of 0.69 versus S&P 500 Index. Calculated based on daily prices since October 21, 2002.
- This ETF participated in 121.66% of S&P 500 Index downside but only 114.68% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 1.12 and R2 of 0.69, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -1.39%
- Beta
- 1.12
- R²
- 0.69
- Upside Capture
- 114.68%
- Downside Capture
- 121.66%
Expense Ratio
FEZ has an expense ratio of 0.29%, placing it in the medium range.
Return for Risk
Risk / Return Rank
FEZ ranks 35 for risk / return — below 35% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for State Street SPDR EURO STOXX 50 ETF (FEZ) and compare them to S&P 500 Index.
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.
| FEZ | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.79 | ||
| Sortino ratioReturn per unit of downside risk | -0.93 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.37 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.66 | 2.78 | -1.12 |
| Martin ratioReturn relative to average drawdown | 5.66 | 12.44 | -6.77 |
Dividends
Dividend History
State Street SPDR EURO STOXX 50 ETF provided a 4.16% dividend yield over the last twelve months, with an annual payout of $2.85 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.85 | $1.79 | $1.41 | $1.32 | $1.18 | $1.22 | $0.89 | $1.06 | $1.15 | $0.99 | $1.12 | $1.04 |
Dividend yield | 4.16% | 2.78% | 2.94% | 2.75% | 3.06% | 2.61% | 2.13% | 2.61% | 3.45% | 2.44% | 3.35% | 3.03% |
Monthly Dividends
The table displays the monthly dividend distributions for State Street SPDR EURO STOXX 50 ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $1.11 | $1.20 | ||||||
| 2025 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $1.07 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.51 | $1.79 |
| 2024 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $1.07 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.16 | $1.41 |
| 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 | $1.32 |
| 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 | $1.18 |
| 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 | $1.22 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the State Street 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 State Street SPDR EURO STOXX 50 ETF was 64.21%, occurring on Mar 9, 2009. Recovery took 2967 trading sessions.
The current State Street SPDR EURO STOXX 50 ETF drawdown is 0.59%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -64.21%Mar 2009 | 1y 2mo | 11y 9mo | 13y 10dDec 2007 - Dec 2020 |
Bear market2022 | -35.05%Sep 2022 | 10mo 23d | 8mo 22d | 1y 7moNov 2021 - Jun 2023 |
2003 bear market2003 | -23.13%Mar 2003 | 2mo 3d | 1mo 24d | 3mo 27dJan 2003 - May 2003 |
2025 selloff2025 | -15.85%Apr 2025 | 19d | 24d | 1mo 13dMar 2025 - May 2025 |
2023 correction2023 | -14.35%Oct 2023 | 3mo 15d | 1mo 17d | 5mo 2dJul 2023 - Dec 2023 |
Drawdown Indicators
| FEZ | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.21% | -56.78% | -7.43% |
Max Drawdown (1Y)Largest decline over 1 year | -13.63% | -9.10% | -4.53% |
Max Drawdown (3Y)Largest decline over 3 years | -15.85% | -18.90% | +3.05% |
Max Drawdown (5Y)Largest decline over 5 years | -35.05% | -25.43% | -9.62% |
Max Drawdown (10Y)Largest decline over 10 years | -39.69% | -33.92% | -5.77% |
Current DrawdownCurrent decline from peak | -0.59% | -1.80% | +1.21% |
Average DrawdownAverage peak-to-trough decline | -17.04% | -10.71% | -6.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.99% | 2.03% | +1.96% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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