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KCE vs. EUFN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.0
Correlation: 0.7

Performance

KCE vs. EUFN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Capital Markets ETF (KCE) and iShares MSCI Europe Financials ETF (EUFN). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%NovemberDecember2025FebruaryMarchApril
395.96%
130.16%
KCE
EUFN

Key characteristics

Sharpe Ratio

KCE:

0.61

EUFN:

1.90

Sortino Ratio

KCE:

0.99

EUFN:

2.51

Omega Ratio

KCE:

1.14

EUFN:

1.36

Calmar Ratio

KCE:

0.60

EUFN:

2.56

Martin Ratio

KCE:

2.15

EUFN:

11.54

Ulcer Index

KCE:

7.38%

EUFN:

3.54%

Daily Std Dev

KCE:

26.22%

EUFN:

21.59%

Max Drawdown

KCE:

-74.00%

EUFN:

-53.26%

Current Drawdown

KCE:

-16.34%

EUFN:

0.00%

Returns By Period

In the year-to-date period, KCE achieves a -10.13% return, which is significantly lower than EUFN's 28.54% return. Over the past 10 years, KCE has outperformed EUFN with an annualized return of 11.88%, while EUFN has yielded a comparatively lower 6.64% annualized return.


KCE

YTD

-10.13%

1M

-2.00%

6M

-7.49%

1Y

15.98%

5Y*

21.03%

10Y*

11.88%

EUFN

YTD

28.54%

1M

3.81%

6M

25.60%

1Y

40.58%

5Y*

22.20%

10Y*

6.64%

*Annualized

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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.


Expense ratio chart for EUFN: current value is 0.48%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EUFN: 0.48%
Expense ratio chart for KCE: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
KCE: 0.35%

Risk-Adjusted Performance

KCE vs. EUFN — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

KCE
The Risk-Adjusted Performance Rank of KCE is 6666
Overall Rank
The Sharpe Ratio Rank of KCE is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of KCE is 6767
Sortino Ratio Rank
The Omega Ratio Rank of KCE is 6767
Omega Ratio Rank
The Calmar Ratio Rank of KCE is 6969
Calmar Ratio Rank
The Martin Ratio Rank of KCE is 6363
Martin Ratio Rank

EUFN
The Risk-Adjusted Performance Rank of EUFN is 9494
Overall Rank
The Sharpe Ratio Rank of EUFN is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of EUFN is 9292
Sortino Ratio Rank
The Omega Ratio Rank of EUFN is 9393
Omega Ratio Rank
The Calmar Ratio Rank of EUFN is 9595
Calmar Ratio Rank
The Martin Ratio Rank of EUFN is 9494
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

KCE vs. EUFN - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for KCE, currently valued at 0.61, compared to the broader market-1.000.001.002.003.004.00
KCE: 0.61
EUFN: 1.90
The chart of Sortino ratio for KCE, currently valued at 0.99, compared to the broader market-2.000.002.004.006.008.00
KCE: 0.99
EUFN: 2.51
The chart of Omega ratio for KCE, currently valued at 1.14, compared to the broader market0.501.001.502.002.50
KCE: 1.14
EUFN: 1.36
The chart of Calmar ratio for KCE, currently valued at 0.60, compared to the broader market0.002.004.006.008.0010.0012.00
KCE: 0.60
EUFN: 2.56
The chart of Martin ratio for KCE, currently valued at 2.15, compared to the broader market0.0020.0040.0060.00
KCE: 2.15
EUFN: 11.54

The current KCE Sharpe Ratio is 0.61, which is lower than the EUFN Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of KCE and EUFN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.61
1.90
KCE
EUFN

Dividends

KCE vs. EUFN - Dividend Comparison

KCE's dividend yield for the trailing twelve months is around 1.77%, less than EUFN's 4.17% yield.


TTM20242023202220212020201920182017201620152014
KCE
SPDR S&P Capital Markets ETF
1.77%1.56%1.82%2.42%1.53%2.20%2.32%2.67%1.95%2.30%2.43%1.59%
EUFN
iShares MSCI Europe Financials ETF
4.17%5.36%5.00%4.23%4.15%1.38%4.55%6.48%3.04%4.03%3.65%3.35%

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 -53.26%. Use the drawdown chart below to compare losses from any high point for KCE and EUFN. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-16.34%
0
KCE
EUFN

Volatility

KCE vs. EUFN - Volatility Comparison

SPDR S&P Capital Markets ETF (KCE) has a higher volatility of 17.37% compared to iShares MSCI Europe Financials ETF (EUFN) at 14.15%. This indicates that KCE's price experiences larger fluctuations and is considered to be riskier than EUFN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
17.37%
14.15%
KCE
EUFN