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SPEU vs. SPHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPEU vs. SPHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio Europe ETF (SPEU) and SPDR Portfolio High Yield Bond ETF (SPHY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPEU achieves a 7.38% return, which is significantly higher than SPHY's 1.85% return. Over the past 10 years, SPEU has outperformed SPHY with an annualized return of 10.17%, while SPHY has yielded a comparatively lower 5.21% annualized return.


SPEU

1D
0.18%
1M
2.29%
YTD
7.38%
6M
9.85%
1Y
19.59%
3Y*
16.58%
5Y*
8.33%
10Y*
10.17%

SPHY

1D
0.04%
1M
0.67%
YTD
1.85%
6M
2.41%
1Y
7.35%
3Y*
8.90%
5Y*
4.36%
10Y*
5.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPEU vs. SPHY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPEU
SPDR Portfolio Europe ETF
7.38%35.80%1.93%19.85%-15.97%16.20%6.35%26.15%-13.79%23.80%
SPHY
SPDR Portfolio High Yield Bond ETF
1.85%8.59%8.54%12.81%-10.57%5.61%6.65%13.16%-3.35%7.35%

Correlation

The correlation between SPEU and SPHY is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.70

Correlation (3Y)
Calculated over the trailing 3-year period

0.63

Correlation (5Y)
Calculated over the trailing 5-year period

0.66

Correlation (10Y)
Calculated over the trailing 10-year period

0.54

Correlation (All Time)
Calculated using the full available price history since Jun 19, 2012

0.43

Over the past year, SPEU and SPHY have become more correlated (0.70) than their long-term average of 0.43, meaning their price movements have been converging.

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Return for Risk

SPEU vs. SPHY — Risk / Return Rank

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

SPEU
SPEU Risk / Return Rank: 3535
Overall Rank
SPEU Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
SPEU Sortino Ratio Rank: 3535
Sortino Ratio Rank
SPEU Omega Ratio Rank: 3434
Omega Ratio Rank
SPEU Calmar Ratio Rank: 3434
Calmar Ratio Rank
SPEU Martin Ratio Rank: 3939
Martin Ratio Rank

SPHY
SPHY Risk / Return Rank: 7373
Overall Rank
SPHY Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
SPHY Sortino Ratio Rank: 7676
Sortino Ratio Rank
SPHY Omega Ratio Rank: 7575
Omega Ratio Rank
SPHY Calmar Ratio Rank: 6767
Calmar Ratio Rank
SPHY Martin Ratio Rank: 7979
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. SPHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio Europe ETF (SPEU) and SPDR Portfolio High Yield Bond ETF (SPHY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SPEUSPHYDifference
Sharpe ratioReturn per unit of total volatility

-0.79

Sortino ratioReturn per unit of downside risk

-1.24

Omega ratioGain probability vs. loss probability

1.20

1.38

-0.18

Calmar ratioReturn relative to maximum drawdown

1.48

2.94

-1.46

Martin ratioReturn relative to average drawdown

5.42

13.29

-7.87

SPEU vs. SPHY - Sharpe Ratio Comparison

The current SPEU Sharpe Ratio is 1.13, which is lower than the SPHY Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of SPEU and SPHY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SPEU vs. SPHY - Drawdown Comparison

The maximum SPEU drawdown since its inception was -62.45%, which is greater than SPHY's maximum drawdown of -21.97%. Use the drawdown chart below to compare losses from any high point for SPEU and SPHY.


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Drawdown Indicators


SPEUSPHYDifference

Max Drawdown

Largest peak-to-trough decline

-62.45%

-21.97%

-40.48%

Max Drawdown (1Y)

Largest decline over 1 year

-12.09%

-2.41%

-9.68%

Max Drawdown (3Y)

Largest decline over 3 years

-14.17%

-4.85%

-9.32%

Max Drawdown (5Y)

Largest decline over 5 years

-32.70%

-15.29%

-17.41%

Max Drawdown (10Y)

Largest decline over 10 years

-36.83%

-21.97%

-14.86%

Current Drawdown

Current decline from peak

-0.67%

0.00%

-0.67%

Average Drawdown

Average peak-to-trough decline

-13.83%

-2.29%

-11.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.31%

0.53%

+2.78%

Volatility

SPEU vs. SPHY - Volatility Comparison

SPDR Portfolio Europe ETF (SPEU) has a higher volatility of 5.81% compared to SPDR Portfolio High Yield Bond ETF (SPHY) at 1.16%. This indicates that SPEU's price experiences larger fluctuations and is considered to be riskier than SPHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPEUSPHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.81%

1.16%

+4.65%

Volatility (6M)

Calculated over the trailing 6-month period

13.40%

2.95%

+10.45%

Volatility (1Y)

Calculated over the trailing 1-year period

15.92%

3.72%

+12.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.60%

7.18%

+10.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.51%

7.87%

+10.64%

SPEU vs. SPHY - Expense Ratio Comparison

SPEU has a 0.09% expense ratio, which is higher than SPHY's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SPEU vs. SPHY - Dividend Comparison

SPEU's dividend yield for the trailing twelve months is around 3.33%, less than SPHY's 7.24% yield.


PositionTTM20252024202320222021202020192018201720162015
SPEU
SPDR Portfolio Europe ETF
3.33%3.47%3.29%2.91%3.08%2.67%2.29%3.19%3.99%2.82%3.66%3.62%
SPHY
SPDR Portfolio High Yield Bond ETF
7.24%7.38%7.80%7.30%6.47%5.13%5.63%5.73%4.09%4.41%4.27%4.29%

Frequently Asked Questions


SPEU and SPHY have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPEU has higher volatility (5.81%) compared to SPHY (1.16%). In terms of maximum drawdown, SPEU dropped -62.45% vs SPHY's -21.97%.

On 10-year performance, SPEU leads with 10.17% vs 5.21% for SPHY. On fees, SPHY is cheaper at 0.05% per year. On volatility, SPHY has been the lower-risk option at 1.16%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SPEU has performed better with a 10.17% return vs 5.21%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPHY is cheaper with a 0.05% expense ratio, compared with 0.09% for SPEU.

SPHY has the higher dividend yield at 7.24%, compared with 3.33% for SPEU.

SPEU is categorized as Europe Equities, while SPHY is High Yield Bonds. SPEU tracks STOXX Europe Total Market, while SPHY tracks ICE BofA US High Yield Index. Their fees differ too: 0.09% for SPEU and 0.05% for SPHY.

SPHY currently has the higher Sharpe Ratio (1.91 vs 1.13), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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