PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
FEZ vs. JEGI.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

FEZ vs. JEGI.L

Last updated Apr 2, 2026

Compare and contrast key facts about SPDR EURO STOXX 50 ETF (FEZ) and JPMorgan European Growth & Income plc (JEGI.L).

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. JEGI.L is a passively managed fund by JPMorgan that tracks the performance of the MSCI Europe ex UK (total return). It was launched on Mar 15, 1929. Both FEZ and JEGI.L 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. JEGI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR EURO STOXX 50 ETF (FEZ) and JPMorgan European Growth & Income plc (JEGI.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FEZ vs. JEGI.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
FEZ
SPDR EURO STOXX 50 ETF		-1.95%37.81%3.57%27.16%-14.27%14.84%4.84%26.04%-15.85%24.80%
JEGI.L
JPMorgan European Growth & Income plc		-8.27%58.52%4.04%25.43%-48.64%20.05%-5.77%19.44%-16.81%40.55%
Different Trading Currencies

FEZ is traded in USD, while JEGI.L is traded in GBp. To make them comparable, the JEGI.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, FEZ achieves a -1.95% return, which is significantly higher than JEGI.L's -8.27% return. Over the past 10 years, FEZ has outperformed JEGI.L with an annualized return of 9.85%, while JEGI.L has yielded a comparatively lower 4.16% annualized return.

FEZ

1D
1.55%
1M
-5.13%
YTD
-1.95%
6M
1.21%
1Y
18.81%
3Y*
15.20%
5Y*
10.04%
10Y*
9.85%

JEGI.L

1D
2.21%
1M
-13.72%
YTD
-8.27%
6M
0.30%
1Y
22.85%
3Y*
18.88%
5Y*
1.29%
10Y*
4.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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

SPDR EURO STOXX 50 ETF

JPMorgan European Growth & Income plc

Often compared with FEZ:
FEZ vs. VGKFEZ vs. IEURFEZ vs. EZUFEZ vs. IEVFEZ vs. VOOFEZ vs. EWNFEZ vs. EWQ
Often compared with JEGI.L:
JEGI.L vs. FEV.LJEGI.L vs. JEGP.LJEGI.L vs. JGGI.LJEGI.L vs. JAM.LJEGI.L vs. JEPQJEGI.L vs. VEUA.LJEGI.L vs. JEPG.L

FEZ vs. JEGI.L - Expense Ratio Comparison

FEZ has a 0.29% expense ratio, which is lower than JEGI.L's 0.66% expense ratio.

JEGI.L
JPMorgan European Growth & Income plc
FEZ
SPDR EURO STOXX 50 ETF

Return for Risk

FEZ vs. JEGI.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FEZ
FEZ Risk / Return Rank: 5151
Overall Rank
FEZ Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
FEZ Sortino Ratio Rank: 5353
Sortino Ratio Rank
FEZ Omega Ratio Rank: 4848
Omega Ratio Rank
FEZ Calmar Ratio Rank: 5353
Calmar Ratio Rank
FEZ Martin Ratio Rank: 5151
Martin Ratio Rank
JEGI.L
JEGI.L Risk / Return Rank: 6262
Overall Rank
JEGI.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
JEGI.L Sortino Ratio Rank: 6868
Sortino Ratio Rank
JEGI.L Omega Ratio Rank: 6767
Omega Ratio Rank
JEGI.L Calmar Ratio Rank: 4949
Calmar Ratio Rank
JEGI.L Martin Ratio Rank: 5656
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FEZ vs. JEGI.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR EURO STOXX 50 ETF (FEZ) and JPMorgan European Growth & Income plc (JEGI.L). 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.

FEZJEGI.LDifference

Sharpe ratio

Return per unit of total volatility

0.95

1.15

-0.20

Sortino ratio

Return per unit of downside risk

1.45

1.62

-0.17

Omega ratio

Gain probability vs. loss probability

1.19

1.23

-0.04

Calmar ratio

Return relative to maximum drawdown

1.41

1.23

+0.18

Martin ratio

Return relative to average drawdown

5.18

5.58

-0.41

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FEZ vs. JEGI.L - Sharpe Ratio Comparison

The current FEZ Sharpe Ratio is 0.95, which is comparable to the JEGI.L Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of FEZ and JEGI.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Loading graphics...

Sharpe Ratios by Period

FEZJEGI.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

1.15

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.04

+0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.14

+0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.14

+0.15

Correlation

The correlation between FEZ and JEGI.L is 0.43, 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

FEZ vs. JEGI.L - Dividend Comparison

FEZ's dividend yield for the trailing twelve months is around 2.76%, less than JEGI.L's 3.86% yield.

TTM20252024202320222021202020192018201720162015
FEZ
SPDR EURO STOXX 50 ETF		2.76%2.78%2.94%2.75%3.06%2.61%2.13%2.61%3.45%2.44%3.35%3.03%
JEGI.L
JPMorgan European Growth & Income plc		3.86%3.43%4.71%4.24%4.78%3.64%3.90%5.78%4.84%4.08%4.62%1.88%

Drawdowns

FEZ vs. JEGI.L - Drawdown Comparison

The maximum FEZ drawdown since its inception was -64.21%, roughly equal to the maximum JEGI.L drawdown of -66.91%. Use the drawdown chart below to compare losses from any high point for FEZ and JEGI.L.

Loading graphics...

Drawdown Indicators

FEZJEGI.LDifference

Max Drawdown

Largest peak-to-trough decline

-64.21%

-56.35%

-7.86%

Max Drawdown (1Y)

Largest decline over 1 year

-13.63%

-16.72%

+3.09%

Max Drawdown (5Y)

Largest decline over 5 years

-35.05%

-56.35%

+21.30%

Max Drawdown (10Y)

Largest decline over 10 years

-39.69%

-56.35%

+16.66%

Current Drawdown

Current decline from peak

-8.95%

-15.08%

+6.13%

Average Drawdown

Average peak-to-trough decline

-17.17%

-14.36%

-2.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.72%

3.72%

0.00%

Volatility

FEZ vs. JEGI.L - Volatility Comparison

The current volatility for SPDR EURO STOXX 50 ETF (FEZ) is 8.35%, while JPMorgan European Growth & Income plc (JEGI.L) has a volatility of 10.23%. This indicates that FEZ experiences smaller price fluctuations and is considered to be less risky than JEGI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading graphics...

Volatility by Period

FEZJEGI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.35%

10.23%

-1.88%

Volatility (6M)

Calculated over the trailing 6-month period

12.66%

14.37%

-1.71%

Volatility (1Y)

Calculated over the trailing 1-year period

19.96%

20.90%

-0.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.37%

29.95%

-9.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.01%

30.01%

-9.00%