IOO vs. SPEU
Compare and contrast key facts about iShares Global 100 ETF (IOO) and SPDR Portfolio Europe ETF (SPEU).
IOO and SPEU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IOO is a passively managed fund by iShares that tracks the performance of the S&P Global 100 Index. It was launched on Dec 5, 2000. 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 IOO 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: IOO or SPEU.
Performance
IOO vs. SPEU - Performance Comparison
Returns By Period
In the year-to-date period, IOO achieves a 24.15% return, which is significantly higher than SPEU's 2.68% return. Over the past 10 years, IOO has outperformed SPEU with an annualized return of 11.99%, while SPEU has yielded a comparatively lower 4.36% annualized return.
IOO
24.15%
-1.45%
7.80%
28.46%
15.79%
11.99%
SPEU
2.68%
-6.17%
-5.28%
9.36%
6.10%
4.36%
Key characteristics
| IOO | SPEU | |
|---|---|---|
| Sharpe Ratio | 2.05 | 0.71 |
| Sortino Ratio | 2.74 | 1.04 |
| Omega Ratio | 1.38 | 1.12 |
| Calmar Ratio | 2.51 | 0.91 |
| Martin Ratio | 10.37 | 3.07 |
| Ulcer Index | 2.69% | 2.98% |
| Daily Std Dev | 13.64% | 12.87% |
| Max Drawdown | -55.85% | -62.45% |
| Current Drawdown | -2.28% | -10.06% |
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IOO vs. SPEU - Expense Ratio Comparison
IOO has a 0.40% expense ratio, which is higher than SPEU's 0.09% expense ratio.
Correlation
The correlation between IOO and SPEU is 0.83, 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
IOO vs. SPEU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global 100 ETF (IOO) 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
IOO vs. SPEU - Dividend Comparison
IOO's dividend yield for the trailing twelve months is around 1.09%, less than SPEU's 3.15% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IOO iShares Global 100 ETF | 1.09% | 1.49% | 2.00% | 1.53% | 1.49% | 2.02% | 2.54% | 2.23% | 2.75% | 2.89% | 3.52% | 2.37% |
SPEU SPDR Portfolio Europe ETF | 3.15% | 2.91% | 3.08% | 2.67% | 2.30% | 3.19% | 3.99% | 2.82% | 3.66% | 3.62% | 5.91% | 3.06% |
Drawdowns
IOO vs. SPEU - Drawdown Comparison
The maximum IOO drawdown since its inception was -55.85%, smaller than the maximum SPEU drawdown of -62.45%. Use the drawdown chart below to compare losses from any high point for IOO and SPEU. For additional features, visit the drawdowns tool.
Volatility
IOO vs. SPEU - Volatility Comparison
iShares Global 100 ETF (IOO) and SPDR Portfolio Europe ETF (SPEU) have volatilities of 4.24% and 4.20%, 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.