FEZ vs. EZU
Compare and contrast key facts about SPDR EURO STOXX 50 ETF (FEZ) and iShares MSCI Eurozone ETF (EZU).
FEZ and EZU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FEZ is a passively managed fund by State Street that tracks the performance of the EURO STOXX 50 Index. It was launched on Oct 21, 2002. EZU is a passively managed fund by iShares that tracks the performance of the MSCI EMU. It was launched on Jul 25, 2000. Both FEZ and EZU 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
FEZ vs. EZU - Performance Comparison
Loading graphics...
FEZ vs. EZU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FEZ SPDR EURO STOXX 50 ETF | -3.44% | 37.81% | 3.57% | 27.16% | -14.27% | 14.84% | 4.84% | 26.04% | -15.85% | 24.80% |
EZU iShares MSCI Eurozone ETF | -2.28% | 40.00% | 2.23% | 23.44% | -17.25% | 13.92% | 7.62% | 23.27% | -16.76% | 27.89% |
Returns By Period
In the year-to-date period, FEZ achieves a -3.44% return, which is significantly lower than EZU's -2.28% return. Over the past 10 years, FEZ has outperformed EZU with an annualized return of 9.68%, while EZU has yielded a comparatively lower 9.17% annualized return.
FEZ
- 1D
- 3.76%
- 1M
- -9.30%
- YTD
- -3.44%
- 6M
- 0.89%
- 1Y
- 17.45%
- 3Y*
- 14.62%
- 5Y*
- 9.71%
- 10Y*
- 9.68%
EZU
- 1D
- 3.79%
- 1M
- -8.66%
- YTD
- -2.28%
- 6M
- 2.10%
- 1Y
- 21.26%
- 3Y*
- 14.77%
- 5Y*
- 8.73%
- 10Y*
- 9.17%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FEZ vs. EZU - Expense Ratio Comparison
FEZ has a 0.29% expense ratio, which is lower than EZU's 0.51% expense ratio.
Return for Risk
FEZ vs. EZU — Risk / Return Rank
FEZ
EZU
FEZ vs. EZU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR EURO STOXX 50 ETF (FEZ) and iShares MSCI Eurozone ETF (EZU). 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.
| FEZ | EZU | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 1.12 | -0.24 |
Sortino ratioReturn per unit of downside risk | 1.36 | 1.68 | -0.32 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.23 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.19 | 1.52 | -0.33 |
Martin ratioReturn relative to average drawdown | 4.39 | 5.80 | -1.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FEZ | EZU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 1.12 | -0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.45 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.45 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.19 | +0.09 |
Correlation
The correlation between FEZ and EZU is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
FEZ vs. EZU - Dividend Comparison
FEZ's dividend yield for the trailing twelve months is around 2.80%, less than EZU's 2.92% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FEZ SPDR EURO STOXX 50 ETF | 2.80% | 2.78% | 2.94% | 2.75% | 3.06% | 2.61% | 2.13% | 2.61% | 3.45% | 2.44% | 3.35% | 3.03% |
EZU iShares MSCI Eurozone ETF | 2.92% | 2.85% | 2.90% | 2.56% | 2.79% | 2.46% | 2.13% | 2.84% | 3.47% | 1.91% | 3.07% | 2.18% |
Drawdowns
FEZ vs. EZU - Drawdown Comparison
The maximum FEZ drawdown since its inception was -64.21%, roughly equal to the maximum EZU drawdown of -65.32%. Use the drawdown chart below to compare losses from any high point for FEZ and EZU.
Loading graphics...
Drawdown Indicators
| FEZ | EZU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.21% | -65.32% | +1.11% |
Max Drawdown (1Y)Largest decline over 1 year | -13.63% | -13.06% | -0.57% |
Max Drawdown (5Y)Largest decline over 5 years | -35.05% | -36.11% | +1.06% |
Max Drawdown (10Y)Largest decline over 10 years | -39.69% | -41.37% | +1.68% |
Current DrawdownCurrent decline from peak | -10.33% | -9.52% | -0.81% |
Average DrawdownAverage peak-to-trough decline | -17.17% | -19.35% | +2.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.68% | 3.41% | +0.27% |
Volatility
FEZ vs. EZU - Volatility Comparison
SPDR EURO STOXX 50 ETF (FEZ) and iShares MSCI Eurozone ETF (EZU) have volatilities of 8.77% and 8.65%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FEZ | EZU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.77% | 8.65% | +0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 12.59% | 12.02% | +0.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.94% | 19.11% | +0.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.38% | 19.63% | +0.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.00% | 20.44% | +0.56% |