SPDR EURO STOXX 50 ETF (FEZ)
FEZ is a passive ETF by State Street tracking the investment results of the EURO STOXX 50 Index. FEZ launched on Oct 21, 2002 and has a 0.29% expense ratio.
ETF Info
ISIN | US78463X2027 |
---|---|
CUSIP | 78463X202 |
Issuer | State Street |
Inception Date | Oct 21, 2002 |
Region | Developed Europe (Broad) |
Category | Europe Equities |
Index Tracked | EURO STOXX 50 Index |
Home Page | www.ssga.com |
Asset Class | Equity |
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.
Share Price Chart
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Compare to other instruments
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.
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.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | 10.63% | 10.04% |
1 month | 4.67% | 3.53% |
6 months | 27.92% | 22.79% |
1 year | 25.67% | 32.16% |
5 years (annualized) | 10.72% | 13.15% |
10 years (annualized) | 5.20% | 10.96% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 0.08% | 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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
SPDR EURO STOXX 50 ETF | 1.72 | ||||
S&P 500 | 2.76 |
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.
Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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, 2007 | 312 | Mar 9, 2009 | 2967 | Dec 17, 2020 | 3279 |
-35.04% | Nov 8, 2021 | 223 | Sep 27, 2022 | 143 | Apr 24, 2023 | 366 |
-23.13% | Jan 8, 2003 | 44 | Mar 12, 2003 | 37 | May 5, 2003 | 81 |
-14.35% | Jul 14, 2023 | 75 | Oct 27, 2023 | 32 | Dec 13, 2023 | 107 |
-14.11% | Feb 18, 2004 | 58 | May 10, 2004 | 123 | Nov 3, 2004 | 181 |
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.