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SPEU vs. FLGB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPEU vs. FLGB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio Europe ETF (SPEU) and Franklin FTSE United Kingdom ETF (FLGB). The values are adjusted to include any dividend payments, if applicable.

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SPEU vs. FLGB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPEU
SPDR Portfolio Europe ETF
0.23%35.80%1.93%19.85%-15.97%16.20%6.35%26.15%-13.79%1.13%
FLGB
Franklin FTSE United Kingdom ETF
4.65%33.73%8.77%14.33%-6.00%17.14%-9.47%23.23%-11.60%1.12%

Returns By Period

In the year-to-date period, SPEU achieves a 0.23% return, which is significantly lower than FLGB's 4.65% return.


SPEU

1D
1.50%
1M
-4.89%
YTD
0.23%
6M
4.86%
1Y
22.32%
3Y*
14.72%
5Y*
8.84%
10Y*
9.17%

FLGB

1D
1.61%
1M
-3.89%
YTD
4.65%
6M
10.11%
1Y
27.84%
3Y*
18.04%
5Y*
12.16%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPEU vs. FLGB - Expense Ratio Comparison

Both SPEU and FLGB have an expense ratio of 0.09%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

SPEU vs. FLGB — Risk / Return Rank

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

SPEU
SPEU Risk / Return Rank: 7070
Overall Rank
SPEU Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
SPEU Sortino Ratio Rank: 7070
Sortino Ratio Rank
SPEU Omega Ratio Rank: 6868
Omega Ratio Rank
SPEU Calmar Ratio Rank: 7171
Calmar Ratio Rank
SPEU Martin Ratio Rank: 6767
Martin Ratio Rank

FLGB
FLGB Risk / Return Rank: 8383
Overall Rank
FLGB Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FLGB Sortino Ratio Rank: 8383
Sortino Ratio Rank
FLGB Omega Ratio Rank: 8383
Omega Ratio Rank
FLGB Calmar Ratio Rank: 8080
Calmar Ratio Rank
FLGB Martin Ratio Rank: 8585
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SPEU vs. FLGB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio Europe ETF (SPEU) and Franklin FTSE United Kingdom ETF (FLGB). 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.


SPEUFLGBDifference

Sharpe ratio

Return per unit of total volatility

1.30

1.66

-0.35

Sortino ratio

Return per unit of downside risk

1.83

2.23

-0.40

Omega ratio

Gain probability vs. loss probability

1.26

1.34

-0.08

Calmar ratio

Return relative to maximum drawdown

1.88

2.35

-0.47

Martin ratio

Return relative to average drawdown

7.13

10.37

-3.24

SPEU vs. FLGB - Sharpe Ratio Comparison

The current SPEU Sharpe Ratio is 1.30, which is comparable to the FLGB Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of SPEU and FLGB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SPEUFLGBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

1.66

-0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.74

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.42

-0.12

Correlation

The correlation between SPEU and FLGB is 0.87, 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.


Dividends

SPEU vs. FLGB - Dividend Comparison

SPEU's dividend yield for the trailing twelve months is around 3.57%, more than FLGB's 3.34% yield.


TTM20252024202320222021202020192018201720162015
SPEU
SPDR Portfolio Europe ETF
3.57%3.47%3.29%2.91%3.08%2.67%2.29%3.19%3.99%2.82%3.66%3.62%
FLGB
Franklin FTSE United Kingdom ETF
3.34%3.50%4.42%3.95%4.23%2.93%2.67%4.30%3.92%0.43%0.00%0.00%

Drawdowns

SPEU vs. FLGB - Drawdown Comparison

The maximum SPEU drawdown since its inception was -62.45%, which is greater than FLGB's maximum drawdown of -42.61%. Use the drawdown chart below to compare losses from any high point for SPEU and FLGB.


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Drawdown Indicators


SPEUFLGBDifference

Max Drawdown

Largest peak-to-trough decline

-62.45%

-42.61%

-19.84%

Max Drawdown (1Y)

Largest decline over 1 year

-12.09%

-11.86%

-0.23%

Max Drawdown (5Y)

Largest decline over 5 years

-32.70%

-25.90%

-6.80%

Max Drawdown (10Y)

Largest decline over 10 years

-36.83%

Current Drawdown

Current decline from peak

-7.28%

-5.13%

-2.15%

Average Drawdown

Average peak-to-trough decline

-13.92%

-6.75%

-7.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

2.69%

+0.50%

Volatility

SPEU vs. FLGB - Volatility Comparison

SPDR Portfolio Europe ETF (SPEU) has a higher volatility of 7.27% compared to Franklin FTSE United Kingdom ETF (FLGB) at 6.64%. This indicates that SPEU's price experiences larger fluctuations and is considered to be riskier than FLGB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPEUFLGBDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.27%

6.64%

+0.63%

Volatility (6M)

Calculated over the trailing 6-month period

10.99%

10.32%

+0.67%

Volatility (1Y)

Calculated over the trailing 1-year period

17.21%

16.88%

+0.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.32%

16.47%

+0.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.44%

18.98%

-0.54%