FEZ vs. HOOD
FEZ (State Street SPDR EURO STOXX 50 ETF) is Europe Equities fund tracking the EURO STOXX 50 Index, while HOOD (Robinhood Markets, Inc.) is a stock. Over the past 3 years, FEZ returned 15.93%/yr vs 98.15%/yr for HOOD. At a 0.45 correlation, their price movements are largely independent.
Performance
FEZ vs. HOOD - Performance Comparison
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Returns By Period
In the year-to-date period, FEZ achieves a 6.18% return, which is significantly higher than HOOD's -12.22% return.
FEZ
- 1D
- -0.80%
- 1M
- -2.56%
- 6M
- 2.67%
- YTD
- 6.18%
- 1Y
- 16.45%
- 3Y*
- 15.93%
- 5Y*
- 11.10%
- 10Y*
- 10.83%
- ALL TIME*
- 7.67%
HOOD
- 1D
- -0.68%
- 1M
- -8.20%
- 6M
- -8.70%
- YTD
- -12.22%
- 1Y
- -9.53%
- 3Y*
- 98.15%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 21.29%
FEZ vs. HOOD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FEZ State Street SPDR EURO STOXX 50 ETF | 6.18% | 37.81% | 3.57% | 27.16% | -14.27% | 0.69% |
HOOD Robinhood Markets, Inc. | -12.22% | 203.54% | 192.46% | 56.51% | -54.17% | -53.26% |
Correlation
The correlation between FEZ and HOOD is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Jul 29, 2021 | 0.45 |
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Return for Risk
FEZ vs. HOOD — Risk / Return Rank
FEZ
HOOD
FEZ vs. HOOD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street SPDR EURO STOXX 50 ETF (FEZ) and Robinhood Markets, Inc. (HOOD). 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.
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 | HOOD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.03 | ||
| Sortino ratioReturn per unit of downside risk | +1.08 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.03 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.21 | -0.17 | +1.38 |
| Martin ratioReturn relative to average drawdown | 4.15 | -0.29 | +4.44 |
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Drawdowns
FEZ vs. HOOD - Drawdown Comparison
The maximum FEZ drawdown since its inception was -64.21%, smaller than the maximum HOOD drawdown of -90.21%. Use the drawdown chart below to compare losses from any high point for FEZ and HOOD.
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Drawdown Indicators
| FEZ | HOOD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.21% | -90.21% | +26.00% |
Max Drawdown (1Y)Largest decline over 1 year | -13.63% | -57.26% | +43.63% |
Max Drawdown (3Y)Largest decline over 3 years | -15.85% | -57.26% | +41.41% |
Max Drawdown (5Y)Largest decline over 5 years | -35.05% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -39.69% | — | — |
Current DrawdownCurrent decline from peak | -3.38% | -34.88% | +31.50% |
Average DrawdownAverage peak-to-trough decline | -16.99% | -60.27% | +43.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.97% | 33.07% | -29.10% |
Volatility
FEZ vs. HOOD - Volatility Comparison
The current volatility for State Street SPDR EURO STOXX 50 ETF (FEZ) is 4.58%, while Robinhood Markets, Inc. (HOOD) has a volatility of 19.39%. This indicates that FEZ experiences smaller price fluctuations and is considered to be less risky than HOOD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FEZ | HOOD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.58% | 19.39% | -14.81% |
Volatility (6M)Calculated over the trailing 6-month period | 15.84% | 52.44% | -36.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.46% | 69.79% | -51.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.66% | 73.98% | -53.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.68% | 73.98% | -53.30% |
Dividends
FEZ vs. HOOD - Dividend Comparison
FEZ's dividend yield for the trailing twelve months is around 2.65%, while HOOD has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FEZ State Street SPDR EURO STOXX 50 ETF | 2.65% | 2.78% | 2.94% | 2.75% | 3.06% | 2.61% | 2.13% | 2.61% | 3.45% | 2.44% | 3.35% | 3.03% |
HOOD Robinhood Markets, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
FEZ and HOOD have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HOOD has higher volatility (19.39%) compared to FEZ (4.58%). In terms of maximum drawdown, FEZ dropped -64.21% vs HOOD's -90.21%.
FEZ currently has the higher Sharpe Ratio (0.90 vs -0.14), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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