SPEU vs. IEUS
Compare and contrast key facts about SPDR Portfolio Europe ETF (SPEU) and iShares MSCI Europe Small-Cap ETF (IEUS).
SPEU and IEUS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. IEUS is a passively managed fund by iShares that tracks the performance of the MSCI Europe Small Cap Index. It was launched on Nov 12, 2007. Both SPEU and IEUS 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: SPEU or IEUS.
Performance
SPEU vs. IEUS - Performance Comparison
Returns By Period
In the year-to-date period, SPEU achieves a 2.88% return, which is significantly higher than IEUS's -0.69% return. Over the past 10 years, SPEU has underperformed IEUS with an annualized return of 4.41%, while IEUS has yielded a comparatively higher 5.47% annualized return.
SPEU
2.88%
-6.16%
-5.85%
11.30%
6.03%
4.41%
IEUS
-0.69%
-7.36%
-6.35%
8.52%
3.42%
5.47%
Key characteristics
| SPEU | IEUS | |
|---|---|---|
| Sharpe Ratio | 0.85 | 0.64 |
| Sortino Ratio | 1.23 | 0.98 |
| Omega Ratio | 1.15 | 1.12 |
| Calmar Ratio | 1.11 | 0.39 |
| Martin Ratio | 3.94 | 3.02 |
| Ulcer Index | 2.78% | 3.49% |
| Daily Std Dev | 12.94% | 16.39% |
| Max Drawdown | -62.45% | -62.12% |
| Current Drawdown | -9.88% | -19.93% |
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SPEU vs. IEUS - Expense Ratio Comparison
SPEU has a 0.09% expense ratio, which is lower than IEUS's 0.40% expense ratio.
Correlation
The correlation between SPEU and IEUS is 0.81, 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
SPEU vs. IEUS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio Europe ETF (SPEU) and iShares MSCI Europe Small-Cap ETF (IEUS). 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
SPEU vs. IEUS - Dividend Comparison
SPEU's dividend yield for the trailing twelve months is around 3.14%, less than IEUS's 3.30% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPEU SPDR Portfolio Europe ETF | 3.14% | 2.91% | 3.08% | 2.67% | 2.30% | 3.19% | 3.99% | 2.82% | 3.66% | 3.62% | 5.91% | 3.06% |
IEUS iShares MSCI Europe Small-Cap ETF | 3.30% | 2.97% | 3.00% | 2.63% | 1.21% | 4.03% | 3.20% | 2.13% | 2.48% | 2.06% | 2.38% | 2.50% |
Drawdowns
SPEU vs. IEUS - Drawdown Comparison
The maximum SPEU drawdown since its inception was -62.45%, roughly equal to the maximum IEUS drawdown of -62.12%. Use the drawdown chart below to compare losses from any high point for SPEU and IEUS. For additional features, visit the drawdowns tool.
Volatility
SPEU vs. IEUS - Volatility Comparison
The current volatility for SPDR Portfolio Europe ETF (SPEU) is 4.22%, while iShares MSCI Europe Small-Cap ETF (IEUS) has a volatility of 5.03%. This indicates that SPEU experiences smaller price fluctuations and is considered to be less risky than IEUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.