EPOL vs. SPEU
Compare and contrast key facts about iShares MSCI Poland ETF (EPOL) and SPDR Portfolio Europe ETF (SPEU).
EPOL and SPEU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EPOL is a passively managed fund by iShares that tracks the performance of the MSCI Poland Investable Market Index. It was launched on May 25, 2010. SPEU is a passively managed fund by State Street that tracks the performance of the STOXX Europe Total Market. It was launched on Oct 15, 2002. Both EPOL and SPEU are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
EPOL vs. SPEU - Performance Comparison
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EPOL vs. SPEU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EPOL iShares MSCI Poland ETF | 3.47% | 77.34% | -2.61% | 50.70% | -24.62% | 12.21% | -8.38% | -6.13% | -13.76% | 52.43% |
SPEU SPDR Portfolio Europe ETF | -1.25% | 35.80% | 1.93% | 19.85% | -15.97% | 16.20% | 6.35% | 26.15% | -13.79% | 23.80% |
Returns By Period
In the year-to-date period, EPOL achieves a 3.47% return, which is significantly higher than SPEU's -1.25% return. Both investments have delivered pretty close results over the past 10 years, with EPOL having a 9.02% annualized return and SPEU not far behind at 9.00%.
EPOL
- 1D
- 5.11%
- 1M
- -4.51%
- YTD
- 3.47%
- 6M
- 16.88%
- 1Y
- 36.71%
- 3Y*
- 39.07%
- 5Y*
- 18.46%
- 10Y*
- 9.02%
SPEU
- 1D
- 3.20%
- 1M
- -8.30%
- YTD
- -1.25%
- 6M
- 4.53%
- 1Y
- 20.92%
- 3Y*
- 14.15%
- 5Y*
- 8.52%
- 10Y*
- 9.00%
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EPOL vs. SPEU - Expense Ratio Comparison
EPOL has a 0.61% expense ratio, which is higher than SPEU's 0.09% expense ratio.
Return for Risk
EPOL vs. SPEU — Risk / Return Rank
EPOL
SPEU
EPOL vs. SPEU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Poland ETF (EPOL) and SPDR Portfolio Europe ETF (SPEU). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| EPOL | SPEU | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.33 | 1.23 | +0.10 |
Sortino ratioReturn per unit of downside risk | 1.99 | 1.73 | +0.26 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.25 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.35 | 1.60 | +0.75 |
Martin ratioReturn relative to average drawdown | 8.16 | 6.13 | +2.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EPOL | SPEU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.33 | 1.23 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.49 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | 0.49 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.30 | -0.11 |
Correlation
The correlation between EPOL and SPEU is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
EPOL vs. SPEU - Dividend Comparison
EPOL's dividend yield for the trailing twelve months is around 4.62%, more than SPEU's 3.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPOL iShares MSCI Poland ETF | 4.62% | 4.78% | 6.04% | 2.87% | 2.65% | 1.33% | 1.44% | 2.51% | 1.44% | 1.88% | 2.14% | 2.53% |
SPEU SPDR Portfolio Europe ETF | 3.63% | 3.47% | 3.29% | 2.91% | 3.08% | 2.67% | 2.29% | 3.19% | 3.99% | 2.82% | 3.66% | 3.62% |
Drawdowns
EPOL vs. SPEU - Drawdown Comparison
The maximum EPOL drawdown since its inception was -63.72%, roughly equal to the maximum SPEU drawdown of -62.45%. Use the drawdown chart below to compare losses from any high point for EPOL and SPEU.
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Drawdown Indicators
| EPOL | SPEU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.72% | -62.45% | -1.27% |
Max Drawdown (1Y)Largest decline over 1 year | -14.76% | -12.09% | -2.67% |
Max Drawdown (5Y)Largest decline over 5 years | -54.21% | -32.70% | -21.51% |
Max Drawdown (10Y)Largest decline over 10 years | -61.41% | -36.83% | -24.58% |
Current DrawdownCurrent decline from peak | -6.06% | -8.66% | +2.60% |
Average DrawdownAverage peak-to-trough decline | -27.16% | -13.93% | -13.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.25% | 3.16% | +1.09% |
Volatility
EPOL vs. SPEU - Volatility Comparison
iShares MSCI Poland ETF (EPOL) has a higher volatility of 10.66% compared to SPDR Portfolio Europe ETF (SPEU) at 7.66%. This indicates that EPOL's price experiences larger fluctuations and is considered to be riskier than SPEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EPOL | SPEU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.66% | 7.66% | +3.00% |
Volatility (6M)Calculated over the trailing 6-month period | 16.40% | 10.92% | +5.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.80% | 17.21% | +10.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.02% | 17.32% | +11.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.67% | 18.43% | +9.24% |