Correlation
The correlation between IOO and SPEU is 0.74, 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.
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
Loading data...
Key characteristics
IOO:
0.59
SPEU:
0.83
IOO:
0.86
SPEU:
1.19
IOO:
1.12
SPEU:
1.16
IOO:
0.56
SPEU:
0.96
IOO:
2.10
SPEU:
2.64
IOO:
5.08%
SPEU:
5.16%
IOO:
20.74%
SPEU:
17.30%
IOO:
-55.85%
SPEU:
-62.45%
IOO:
-2.18%
SPEU:
-0.50%
Returns By Period
In the year-to-date period, IOO achieves a 2.04% return, which is significantly lower than SPEU's 21.08% return. Over the past 10 years, IOO has outperformed SPEU with an annualized return of 12.30%, while SPEU has yielded a comparatively lower 6.04% annualized return.
IOO
2.04%
5.99%
2.75%
11.64%
15.24%
16.78%
12.30%
SPEU
21.08%
5.35%
17.95%
13.27%
12.35%
12.79%
6.04%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
IOO vs. SPEU - Expense Ratio Comparison
IOO has a 0.40% expense ratio, which is higher than SPEU's 0.09% expense ratio.
Risk-Adjusted Performance
IOO vs. SPEU — Risk-Adjusted Performance Rank
IOO
SPEU
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.
Loading data...
Dividends
IOO vs. SPEU - Dividend Comparison
IOO's dividend yield for the trailing twelve months is around 1.06%, less than SPEU's 2.72% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IOO iShares Global 100 ETF | 1.06% | 1.08% | 1.49% | 2.00% | 1.53% | 1.49% | 2.02% | 2.54% | 2.23% | 2.75% | 2.89% | 3.52% |
SPEU SPDR Portfolio Europe ETF | 2.72% | 3.29% | 2.91% | 3.08% | 2.67% | 2.30% | 3.19% | 3.99% | 2.82% | 3.66% | 3.62% | 5.91% |
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.
Loading data...
Volatility
IOO vs. SPEU - Volatility Comparison
iShares Global 100 ETF (IOO) has a higher volatility of 4.59% compared to SPDR Portfolio Europe ETF (SPEU) at 3.23%. This indicates that IOO'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.
Loading data...