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FEZ vs. XESX.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

FEZ vs. XESX.L

Last updated Apr 1, 2026

Compare and contrast key facts about SPDR EURO STOXX 50 ETF (FEZ) and Xtrackers EURO STOXX 50 UCITS ETF 1D (XESX.L).

FEZ and XESX.L 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. XESX.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI EMU NR EUR. It was launched on Jan 4, 2007. Both FEZ and XESX.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. XESX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR EURO STOXX 50 ETF (FEZ) and Xtrackers EURO STOXX 50 UCITS ETF 1D (XESX.L). The values are adjusted to include any dividend payments, if applicable.

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FEZ vs. XESX.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
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%
XESX.L
Xtrackers EURO STOXX 50 UCITS ETF 1D		-5.69%34.07%1.22%22.54%-17.92%11.90%2.89%23.34%-17.91%21.54%
Different Trading Currencies

FEZ is traded in USD, while XESX.L is traded in GBp. To make them comparable, the XESX.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 -3.44% return, which is significantly higher than XESX.L's -5.69% return. Over the past 10 years, FEZ has outperformed XESX.L with an annualized return of 9.68%, while XESX.L has yielded a comparatively lower 6.54% 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%

XESX.L

1D
1.46%
1M
-11.69%
YTD
-5.69%
6M
-1.04%
1Y
12.99%
3Y*
11.07%
5Y*
6.28%
10Y*
6.54%
*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

Xtrackers EURO STOXX 50 UCITS ETF 1D

Often compared with FEZ:
FEZ vs. VGKFEZ vs. IEURFEZ vs. EZUFEZ vs. IEVFEZ vs. VOOFEZ vs. EWNFEZ vs. EWQ
Often compared with XESX.L:
XESX.L vs. IDWR.LXESX.L vs. URTHXESX.L vs. SPX4.LXESX.L vs. EUN.LXESX.L vs. FTWG.LXESX.L vs. VUKE.LXESX.L vs. VEUR.L

FEZ vs. XESX.L - Expense Ratio Comparison

FEZ has a 0.29% expense ratio, which is higher than XESX.L's 0.09% expense ratio.

FEZ
SPDR EURO STOXX 50 ETF
XESX.L
Xtrackers EURO STOXX 50 UCITS ETF 1D

Return for Risk

FEZ vs. XESX.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: 5252
Sharpe Ratio Rank
FEZ Sortino Ratio Rank: 5555
Sortino Ratio Rank
FEZ Omega Ratio Rank: 5050
Omega Ratio Rank
FEZ Calmar Ratio Rank: 5151
Calmar Ratio Rank
FEZ Martin Ratio Rank: 4949
Martin Ratio Rank
XESX.L
XESX.L Risk / Return Rank: 3131
Overall Rank
XESX.L Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
XESX.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
XESX.L Omega Ratio Rank: 3131
Omega Ratio Rank
XESX.L Calmar Ratio Rank: 3131
Calmar Ratio Rank
XESX.L Martin Ratio Rank: 2929
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. XESX.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR EURO STOXX 50 ETF (FEZ) and Xtrackers EURO STOXX 50 UCITS ETF 1D (XESX.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.

FEZXESX.LDifference

Sharpe ratio

Return per unit of total volatility

0.88

0.70

+0.18

Sortino ratio

Return per unit of downside risk

1.36

1.03

+0.33

Omega ratio

Gain probability vs. loss probability

1.18

1.14

+0.04

Calmar ratio

Return relative to maximum drawdown

1.19

0.88

+0.31

Martin ratio

Return relative to average drawdown

4.39

3.07

+1.32

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. XESX.L - Sharpe Ratio Comparison

The current FEZ Sharpe Ratio is 0.88, which is comparable to the XESX.L Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of FEZ and XESX.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.

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Sharpe Ratios by Period

FEZXESX.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

0.70

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.31

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.33

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.04

+0.25

Correlation

The correlation between FEZ and XESX.L is 0.75, 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. XESX.L - Dividend Comparison

FEZ's dividend yield for the trailing twelve months is around 2.80%, more than XESX.L's 0.03% yield.

TTM20252024202320222021202020192018201720162015
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%
XESX.L
Xtrackers EURO STOXX 50 UCITS ETF 1D		0.03%0.03%0.03%0.03%0.05%0.02%0.03%0.02%0.03%0.03%0.02%0.00%

Drawdowns

FEZ vs. XESX.L - Drawdown Comparison

The maximum FEZ drawdown since its inception was -64.21%, roughly equal to the maximum XESX.L drawdown of -62.06%. Use the drawdown chart below to compare losses from any high point for FEZ and XESX.L.

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Drawdown Indicators

FEZXESX.LDifference

Max Drawdown

Largest peak-to-trough decline

-64.21%

-47.16%

-17.05%

Max Drawdown (1Y)

Largest decline over 1 year

-13.63%

-11.48%

-2.15%

Max Drawdown (5Y)

Largest decline over 5 years

-35.05%

-23.79%

-11.26%

Max Drawdown (10Y)

Largest decline over 10 years

-39.69%

-31.68%

-8.01%

Current Drawdown

Current decline from peak

-10.33%

-10.04%

-0.29%

Average Drawdown

Average peak-to-trough decline

-17.17%

-14.04%

-3.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.68%

3.41%

+0.27%

Volatility

FEZ vs. XESX.L - Volatility Comparison

SPDR EURO STOXX 50 ETF (FEZ) has a higher volatility of 8.77% compared to Xtrackers EURO STOXX 50 UCITS ETF 1D (XESX.L) at 7.44%. This indicates that FEZ's price experiences larger fluctuations and is considered to be riskier than XESX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

FEZXESX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.77%

7.44%

+1.33%

Volatility (6M)

Calculated over the trailing 6-month period

12.59%

11.84%

+0.75%

Volatility (1Y)

Calculated over the trailing 1-year period

19.94%

18.62%

+1.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.38%

20.59%

-0.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.00%

20.75%

+0.25%