IEUS vs. SPEU
Compare and contrast key facts about iShares MSCI Europe Small-Cap ETF (IEUS) and SPDR Portfolio Europe ETF (SPEU).
IEUS and SPEU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IEUS is a passively managed fund by iShares that tracks the performance of the MSCI Europe Small Cap Index. It was launched on Nov 12, 2007. 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 IEUS 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: IEUS or SPEU.
Performance
IEUS vs. SPEU - Performance Comparison
Returns By Period
In the year-to-date period, IEUS achieves a -0.70% return, which is significantly lower than SPEU's 3.22% return. Over the past 10 years, IEUS has outperformed SPEU with an annualized return of 5.44%, while SPEU has yielded a comparatively lower 4.42% annualized return.
IEUS
-0.70%
-7.37%
-6.71%
8.51%
3.53%
5.44%
SPEU
3.22%
-6.66%
-5.48%
10.19%
6.22%
4.42%
Key characteristics
| IEUS | SPEU | |
|---|---|---|
| Sharpe Ratio | 0.64 | 0.90 |
| Sortino Ratio | 0.98 | 1.30 |
| Omega Ratio | 1.12 | 1.15 |
| Calmar Ratio | 0.39 | 1.18 |
| Martin Ratio | 3.02 | 4.10 |
| Ulcer Index | 3.49% | 2.84% |
| Daily Std Dev | 16.39% | 12.90% |
| Max Drawdown | -62.12% | -62.45% |
| Current Drawdown | -19.94% | -9.59% |
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IEUS vs. SPEU - Expense Ratio Comparison
IEUS has a 0.40% expense ratio, which is higher than SPEU's 0.09% expense ratio.
Correlation
The correlation between IEUS and SPEU is 0.81, 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.
Risk-Adjusted Performance
IEUS vs. SPEU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Small-Cap ETF (IEUS) 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
IEUS vs. SPEU - Dividend Comparison
IEUS's dividend yield for the trailing twelve months is around 3.30%, more than SPEU's 3.13% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEUS iShares MSCI Europe Small-Cap ETF | 3.30% | 2.97% | 3.00% | 2.63% | 1.21% | 4.03% | 3.20% | 2.13% | 2.48% | 2.06% | 2.38% | 2.50% |
SPEU SPDR Portfolio Europe ETF | 3.13% | 2.91% | 3.08% | 2.67% | 2.30% | 3.19% | 3.99% | 2.82% | 3.66% | 3.62% | 5.91% | 3.06% |
Drawdowns
IEUS vs. SPEU - Drawdown Comparison
The maximum IEUS drawdown since its inception was -62.12%, roughly equal to the maximum SPEU drawdown of -62.45%. Use the drawdown chart below to compare losses from any high point for IEUS and SPEU. For additional features, visit the drawdowns tool.
Volatility
IEUS vs. SPEU - Volatility Comparison
iShares MSCI Europe Small-Cap ETF (IEUS) has a higher volatility of 5.03% compared to SPDR Portfolio Europe ETF (SPEU) at 4.26%. This indicates that IEUS's price experiences larger fluctuations and is considered to be riskier than SPEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.