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SPDR EURO STOXX Low Volatility UCITS ETF (LOWE.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

IE00BFTWP510

Issuer

State Street

Inception Date

Mar 24, 2014

Leveraged

1x

Index Tracked

MSCI EMU NR EUR

Asset Class

Equity

Expense Ratio

LOWE.L features an expense ratio of 0.30%, falling within the medium range.


Expense ratio chart for LOWE.L: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

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


-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February0
12.96%
LOWE.L (SPDR EURO STOXX Low Volatility UCITS ETF)
Benchmark (^GSPC)

Returns By Period

SPDR EURO STOXX Low Volatility UCITS ETF had a return of 0.00% year-to-date (YTD) and 0.00% in the last 12 months. Over the past 10 years, SPDR EURO STOXX Low Volatility UCITS ETF had an annualized return of 5.58%, while the S&P 500 had an annualized return of 11.26%, indicating that SPDR EURO STOXX Low Volatility UCITS ETF did not perform as well as the benchmark.


LOWE.L

YTD

0.00%

1M

0.00%

6M

0.00%

1Y

0.00%

5Y*

0.67%

10Y*

5.58%

^GSPC (Benchmark)

YTD

3.96%

1M

1.97%

6M

9.03%

1Y

22.16%

5Y*

12.60%

10Y*

11.26%

*Annualized

Monthly Returns

The table below presents the monthly returns of LOWE.L, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.00%0.00%
20240.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
20230.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
20220.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
2021-2.89%-3.43%4.00%4.16%1.46%1.33%3.41%0.78%0.00%0.00%0.00%0.00%8.84%
20200.66%-5.08%-14.36%2.60%7.34%4.53%0.20%0.72%1.69%-6.24%9.20%1.25%0.22%
20191.85%1.24%2.33%1.91%0.83%3.80%1.99%-0.38%1.44%-2.07%0.43%-0.25%13.82%
20182.56%-3.31%-2.77%3.92%0.95%-1.69%4.46%0.14%-0.63%-5.96%-0.24%-3.50%-6.41%
2017-0.93%3.10%4.50%1.17%7.40%-2.06%1.59%2.98%-2.16%2.16%-0.23%0.99%19.69%
20160.46%0.22%4.47%-0.74%-0.45%5.56%4.47%1.73%2.30%2.04%-8.57%6.45%18.46%
20155.73%0.97%2.41%-0.19%-0.86%-5.02%5.11%-3.08%-0.25%4.52%0.55%1.04%10.87%
2014-14.80%0.05%3.03%-1.23%-3.67%1.21%-2.17%0.93%5.65%-2.43%-13.93%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of LOWE.L is 8, meaning it’s performing worse than 92% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of LOWE.L is 88
Overall Rank
The Sharpe Ratio Rank of LOWE.L is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of LOWE.L is 66
Sortino Ratio Rank
The Omega Ratio Rank of LOWE.L is 1515
Omega Ratio Rank
The Calmar Ratio Rank of LOWE.L is 77
Calmar Ratio Rank
The Martin Ratio Rank of LOWE.L is 77
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for SPDR EURO STOXX Low Volatility UCITS ETF (LOWE.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for LOWE.L, currently valued at -1.00, compared to the broader market0.002.004.00-1.001.83
The chart of Sortino ratio for LOWE.L, currently valued at -1.00, compared to the broader market-2.000.002.004.006.008.0010.0012.00-1.002.47
The chart of Omega ratio for LOWE.L, currently valued at 0.00, compared to the broader market0.501.001.502.002.503.000.001.33
The chart of Calmar ratio for LOWE.L, currently valued at 0.00, compared to the broader market0.005.0010.0015.0020.000.002.76
No data
LOWE.L
^GSPC

The current SPDR EURO STOXX Low Volatility UCITS ETF Sharpe ratio is -1.00. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of SPDR EURO STOXX Low Volatility UCITS ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50Aug 25SeptemberSep 08Sep 15Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10
-1.00
2.02
LOWE.L (SPDR EURO STOXX Low Volatility UCITS ETF)
Benchmark (^GSPC)

Dividends

Dividend History


SPDR EURO STOXX Low Volatility UCITS ETF doesn't pay dividends

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-9.66%
-2.05%
LOWE.L (SPDR EURO STOXX Low Volatility UCITS ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the SPDR EURO STOXX Low Volatility UCITS 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 Low Volatility UCITS ETF was 29.03%, occurring on Mar 16, 2020. Recovery took 315 trading sessions.

The current SPDR EURO STOXX Low Volatility UCITS ETF drawdown is 9.66%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.03%Feb 20, 202018Mar 16, 2020315Jun 16, 2021333
-24.06%Mar 31, 2014139Oct 16, 2014430Jun 30, 2016569
-17.68%Jun 27, 2017382Dec 27, 2018290Feb 19, 2020672
-11.16%Oct 17, 201635Dec 2, 201663Mar 6, 201798
-9.66%Nov 17, 20231Nov 17, 2023

Volatility

Volatility Chart

The current SPDR EURO STOXX Low Volatility UCITS ETF volatility is 0.00%, 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.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February0
3.78%
LOWE.L (SPDR EURO STOXX Low Volatility UCITS ETF)
Benchmark (^GSPC)
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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