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SPEU vs. SWPPX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SPEU and SWPPX is 0.74, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

SPEU vs. SWPPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio Europe ETF (SPEU) and Schwab S&P 500 Index Fund (SWPPX). The values are adjusted to include any dividend payments, if applicable.

200.00%400.00%600.00%800.00%1,000.00%NovemberDecember2025FebruaryMarchApril
270.39%
810.11%
SPEU
SWPPX

Key characteristics

Sharpe Ratio

SPEU:

0.79

SWPPX:

0.56

Sortino Ratio

SPEU:

1.19

SWPPX:

0.91

Omega Ratio

SPEU:

1.16

SWPPX:

1.13

Calmar Ratio

SPEU:

0.97

SWPPX:

0.58

Martin Ratio

SPEU:

2.65

SWPPX:

2.42

Ulcer Index

SPEU:

5.17%

SWPPX:

4.51%

Daily Std Dev

SPEU:

17.32%

SWPPX:

19.41%

Max Drawdown

SPEU:

-62.45%

SWPPX:

-55.06%

Current Drawdown

SPEU:

-1.72%

SWPPX:

-10.51%

Returns By Period

In the year-to-date period, SPEU achieves a 13.80% return, which is significantly higher than SWPPX's -6.37% return. Over the past 10 years, SPEU has underperformed SWPPX with an annualized return of 5.25%, while SWPPX has yielded a comparatively higher 11.77% annualized return.


SPEU

YTD

13.80%

1M

-0.24%

6M

6.65%

1Y

12.60%

5Y*

13.44%

10Y*

5.25%

SWPPX

YTD

-6.37%

1M

-4.97%

6M

-4.98%

1Y

9.58%

5Y*

15.89%

10Y*

11.77%

*Annualized

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SPEU vs. SWPPX - Expense Ratio Comparison

SPEU has a 0.09% expense ratio, which is higher than SWPPX's 0.02% 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%.


Expense ratio chart for SPEU: current value is 0.09%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SPEU: 0.09%
Expense ratio chart for SWPPX: current value is 0.02%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SWPPX: 0.02%

Risk-Adjusted Performance

SPEU vs. SWPPX — Risk-Adjusted Performance Rank

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

SPEU
The Risk-Adjusted Performance Rank of SPEU is 7575
Overall Rank
The Sharpe Ratio Rank of SPEU is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of SPEU is 7474
Sortino Ratio Rank
The Omega Ratio Rank of SPEU is 7272
Omega Ratio Rank
The Calmar Ratio Rank of SPEU is 8282
Calmar Ratio Rank
The Martin Ratio Rank of SPEU is 7070
Martin Ratio Rank

SWPPX
The Risk-Adjusted Performance Rank of SWPPX is 6565
Overall Rank
The Sharpe Ratio Rank of SWPPX is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of SWPPX is 6262
Sortino Ratio Rank
The Omega Ratio Rank of SWPPX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of SWPPX is 7272
Calmar Ratio Rank
The Martin Ratio Rank of SWPPX is 6565
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.

SPEU vs. SWPPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio Europe ETF (SPEU) and Schwab S&P 500 Index Fund (SWPPX). 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 SPEU, currently valued at 0.79, compared to the broader market-1.000.001.002.003.004.00
SPEU: 0.79
SWPPX: 0.56
The chart of Sortino ratio for SPEU, currently valued at 1.19, compared to the broader market-2.000.002.004.006.008.00
SPEU: 1.19
SWPPX: 0.91
The chart of Omega ratio for SPEU, currently valued at 1.16, compared to the broader market0.501.001.502.002.50
SPEU: 1.16
SWPPX: 1.13
The chart of Calmar ratio for SPEU, currently valued at 0.97, compared to the broader market0.002.004.006.008.0010.0012.00
SPEU: 0.97
SWPPX: 0.58
The chart of Martin ratio for SPEU, currently valued at 2.65, compared to the broader market0.0020.0040.0060.00
SPEU: 2.65
SWPPX: 2.42

The current SPEU Sharpe Ratio is 0.79, which is higher than the SWPPX Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of SPEU and SWPPX, 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
0.79
0.56
SPEU
SWPPX

Dividends

SPEU vs. SWPPX - Dividend Comparison

SPEU's dividend yield for the trailing twelve months is around 2.90%, more than SWPPX's 1.31% yield.


TTM20242023202220212020201920182017201620152014
SPEU
SPDR Portfolio Europe ETF
2.90%3.29%2.91%3.08%2.67%2.29%3.19%4.00%2.82%3.66%3.62%5.91%
SWPPX
Schwab S&P 500 Index Fund
1.31%1.23%1.43%1.67%1.17%1.81%1.77%2.20%1.75%1.99%2.15%1.80%

Drawdowns

SPEU vs. SWPPX - Drawdown Comparison

The maximum SPEU drawdown since its inception was -62.45%, which is greater than SWPPX's maximum drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for SPEU and SWPPX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.72%
-10.51%
SPEU
SWPPX

Volatility

SPEU vs. SWPPX - Volatility Comparison

The current volatility for SPDR Portfolio Europe ETF (SPEU) is 11.19%, while Schwab S&P 500 Index Fund (SWPPX) has a volatility of 14.19%. This indicates that SPEU experiences smaller price fluctuations and is considered to be less risky than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
11.19%
14.19%
SPEU
SWPPX