SPEU vs. SWPPX
Compare and contrast key facts about SPDR Portfolio Europe ETF (SPEU) and Schwab S&P 500 Index Fund (SWPPX).
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. SWPPX is managed by Charles Schwab.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SPEU or SWPPX.
Performance
SPEU vs. SWPPX - Performance Comparison
Returns By Period
In the year-to-date period, SPEU achieves a 3.22% return, which is significantly lower than SWPPX's 25.02% return. Over the past 10 years, SPEU has underperformed SWPPX with an annualized return of 4.42%, while SWPPX has yielded a comparatively higher 13.09% annualized return.
SPEU
3.22%
-6.66%
-5.48%
10.19%
6.22%
4.42%
SWPPX
25.02%
0.59%
11.74%
32.35%
15.49%
13.09%
Key characteristics
| SPEU | SWPPX | |
|---|---|---|
| Sharpe Ratio | 0.90 | 2.64 |
| Sortino Ratio | 1.30 | 3.52 |
| Omega Ratio | 1.15 | 1.49 |
| Calmar Ratio | 1.18 | 3.85 |
| Martin Ratio | 4.10 | 17.27 |
| Ulcer Index | 2.84% | 1.88% |
| Daily Std Dev | 12.90% | 12.34% |
| Max Drawdown | -62.45% | -55.06% |
| Current Drawdown | -9.59% | -1.75% |
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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%.
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.
Risk-Adjusted Performance
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.
Dividends
SPEU vs. SWPPX - Dividend Comparison
SPEU's dividend yield for the trailing twelve months is around 3.13%, more than SWPPX's 1.14% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPEU SPDR Portfolio Europe ETF | 3.13% | 2.91% | 3.08% | 2.67% | 2.30% | 3.19% | 3.99% | 2.82% | 3.66% | 3.62% | 5.91% | 3.06% |
SWPPX Schwab S&P 500 Index Fund | 1.14% | 1.43% | 1.67% | 1.17% | 1.81% | 1.77% | 2.20% | 1.75% | 1.99% | 2.15% | 1.80% | 1.67% |
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.
Volatility
SPEU vs. SWPPX - Volatility Comparison
SPDR Portfolio Europe ETF (SPEU) has a higher volatility of 4.26% compared to Schwab S&P 500 Index Fund (SWPPX) at 4.05%. This indicates that SPEU's price experiences larger fluctuations and is considered to be riskier than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.