KCE vs. EUFN
Compare and contrast key facts about SPDR S&P Capital Markets ETF (KCE) and iShares MSCI Europe Financials ETF (EUFN).
KCE and EUFN are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. KCE is a passively managed fund by State Street that tracks the performance of the S&P Capital Markets Select Industry Index. It was launched on Nov 8, 2005. EUFN is a passively managed fund by iShares that tracks the performance of the MSCI Europe Financials Index. It was launched on Jan 20, 2010. Both KCE and EUFN 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
KCE vs. EUFN - Performance Comparison
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KCE vs. EUFN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KCE SPDR S&P Capital Markets ETF | -8.04% | 10.76% | 37.51% | 32.04% | -22.14% | 40.05% | 30.82% | 27.13% | -15.63% | 32.01% |
EUFN iShares MSCI Europe Financials ETF | -4.18% | 65.73% | 17.20% | 26.15% | -8.78% | 19.13% | -8.55% | 20.73% | -23.14% | 26.94% |
Returns By Period
In the year-to-date period, KCE achieves a -8.04% return, which is significantly lower than EUFN's -4.18% return. Over the past 10 years, KCE has outperformed EUFN with an annualized return of 15.83%, while EUFN has yielded a comparatively lower 11.85% annualized return.
KCE
- 1D
- -0.33%
- 1M
- -5.99%
- YTD
- -8.04%
- 6M
- -7.70%
- 1Y
- 9.74%
- 3Y*
- 20.41%
- 5Y*
- 11.90%
- 10Y*
- 15.83%
EUFN
- 1D
- 1.98%
- 1M
- -3.13%
- YTD
- -4.18%
- 6M
- 4.67%
- 1Y
- 29.28%
- 3Y*
- 30.08%
- 5Y*
- 18.09%
- 10Y*
- 11.85%
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KCE vs. EUFN - Expense Ratio Comparison
KCE has a 0.35% expense ratio, which is lower than EUFN's 0.48% expense ratio.
Return for Risk
KCE vs. EUFN — Risk / Return Rank
KCE
EUFN
KCE vs. EUFN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Capital Markets ETF (KCE) and iShares MSCI Europe Financials ETF (EUFN). 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.
| KCE | EUFN | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.38 | 1.32 | -0.94 |
Sortino ratioReturn per unit of downside risk | 0.69 | 1.86 | -1.17 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.26 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 0.61 | 2.02 | -1.41 |
Martin ratioReturn relative to average drawdown | 1.63 | 7.02 | -5.39 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| KCE | EUFN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.38 | 1.32 | -0.94 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.84 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.48 | +0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.25 | -0.01 |
Correlation
The correlation between KCE and EUFN is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
KCE vs. EUFN - Dividend Comparison
KCE's dividend yield for the trailing twelve months is around 1.88%, less than EUFN's 3.73% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KCE SPDR S&P Capital Markets ETF | 1.88% | 1.63% | 1.56% | 1.82% | 2.42% | 1.53% | 2.20% | 2.32% | 2.67% | 1.95% | 2.30% | 2.43% |
EUFN iShares MSCI Europe Financials ETF | 3.73% | 3.57% | 5.36% | 5.00% | 4.24% | 4.15% | 1.38% | 4.55% | 6.48% | 3.04% | 4.03% | 3.65% |
Drawdowns
KCE vs. EUFN - Drawdown Comparison
The maximum KCE drawdown since its inception was -74.00%, which is greater than EUFN's maximum drawdown of -53.25%. Use the drawdown chart below to compare losses from any high point for KCE and EUFN.
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Drawdown Indicators
| KCE | EUFN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.00% | -53.25% | -20.75% |
Max Drawdown (1Y)Largest decline over 1 year | -17.44% | -14.77% | -2.67% |
Max Drawdown (5Y)Largest decline over 5 years | -34.45% | -35.15% | +0.70% |
Max Drawdown (10Y)Largest decline over 10 years | -40.78% | -53.25% | +12.47% |
Current DrawdownCurrent decline from peak | -14.62% | -8.52% | -6.10% |
Average DrawdownAverage peak-to-trough decline | -22.94% | -14.68% | -8.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.56% | 4.25% | +2.31% |
Volatility
KCE vs. EUFN - Volatility Comparison
The current volatility for SPDR S&P Capital Markets ETF (KCE) is 6.28%, while iShares MSCI Europe Financials ETF (EUFN) has a volatility of 9.36%. This indicates that KCE experiences smaller price fluctuations and is considered to be less risky than EUFN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KCE | EUFN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.28% | 9.36% | -3.08% |
Volatility (6M)Calculated over the trailing 6-month period | 15.62% | 14.82% | +0.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.68% | 22.25% | +3.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.95% | 21.58% | +1.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.21% | 24.53% | -1.32% |