FLEE vs. SPEU
Compare and contrast key facts about Franklin FTSE Europe ETF (FLEE) and SPDR Portfolio Europe ETF (SPEU).
FLEE and SPEU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FLEE is a passively managed fund by Franklin Templeton that tracks the performance of the FTSE Developed Europe RIC Capped Index. It was launched on Nov 2, 2017. 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 FLEE 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FLEE or SPEU.
Key characteristics
| FLEE | SPEU | |
|---|---|---|
| YTD Return | 3.65% | 3.52% |
| 1Y Return | 14.49% | 15.10% |
| 3Y Return (Ann) | 1.75% | 1.00% |
| 5Y Return (Ann) | 6.46% | 6.29% |
| Sharpe Ratio | 1.15 | 1.16 |
| Sortino Ratio | 1.66 | 1.66 |
| Omega Ratio | 1.20 | 1.20 |
| Calmar Ratio | 1.65 | 1.39 |
| Martin Ratio | 5.87 | 5.98 |
| Ulcer Index | 2.54% | 2.57% |
| Daily Std Dev | 12.90% | 13.25% |
| Max Drawdown | -37.27% | -62.45% |
| Current Drawdown | -9.02% | -9.32% |
Correlation
The correlation between FLEE and SPEU is 0.94, 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.
Performance
FLEE vs. SPEU - Performance Comparison
The year-to-date returns for both stocks are quite close, with FLEE having a 3.65% return and SPEU slightly lower at 3.52%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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FLEE vs. SPEU - Expense Ratio Comparison
Both FLEE and SPEU have an expense ratio of 0.09%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
FLEE vs. SPEU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Europe ETF (FLEE) 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.
Dividends
FLEE vs. SPEU - Dividend Comparison
FLEE's dividend yield for the trailing twelve months is around 3.50%, more than SPEU's 3.12% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FLEE Franklin FTSE Europe ETF | 3.50% | 2.57% | 3.48% | 3.60% | 1.88% | 3.02% | 3.85% | 0.02% | 0.00% | 0.00% | 0.00% | 0.00% |
SPEU SPDR Portfolio Europe ETF | 3.12% | 2.91% | 3.08% | 2.67% | 2.30% | 3.19% | 3.99% | 2.82% | 3.66% | 3.62% | 5.91% | 3.06% |
Drawdowns
FLEE vs. SPEU - Drawdown Comparison
The maximum FLEE drawdown since its inception was -37.27%, smaller than the maximum SPEU drawdown of -62.45%. Use the drawdown chart below to compare losses from any high point for FLEE and SPEU. For additional features, visit the drawdowns tool.
Volatility
FLEE vs. SPEU - Volatility Comparison
Franklin FTSE Europe ETF (FLEE) and SPDR Portfolio Europe ETF (SPEU) have volatilities of 4.47% and 4.49%, 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.