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.
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
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Key characteristics
SPEU:
0.89
SWPPX:
0.70
SPEU:
1.17
SWPPX:
1.04
SPEU:
1.15
SWPPX:
1.15
SPEU:
0.94
SWPPX:
0.69
SPEU:
2.59
SWPPX:
2.63
SPEU:
5.16%
SWPPX:
4.92%
SPEU:
17.38%
SWPPX:
19.78%
SPEU:
-62.45%
SWPPX:
-55.06%
SPEU:
-0.58%
SWPPX:
-3.42%
Returns By Period
In the year-to-date period, SPEU achieves a 20.98% return, which is significantly higher than SWPPX's 1.05% return. Over the past 10 years, SPEU has underperformed SWPPX with an annualized return of 6.10%, while SWPPX has yielded a comparatively higher 12.79% annualized return.
SPEU
20.98%
4.83%
18.96%
15.31%
12.23%
12.77%
6.10%
SWPPX
1.05%
6.45%
-0.81%
13.73%
14.14%
15.91%
12.79%
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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%.
Risk-Adjusted Performance
SPEU vs. SWPPX — Risk-Adjusted Performance Rank
SPEU
SWPPX
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.
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Dividends
SPEU vs. SWPPX - Dividend Comparison
SPEU's dividend yield for the trailing twelve months is around 2.73%, more than SWPPX's 1.22% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPEU SPDR Portfolio Europe ETF | 2.73% | 3.29% | 2.91% | 3.08% | 2.67% | 2.30% | 3.19% | 3.99% | 2.82% | 3.66% | 3.62% | 5.91% |
SWPPX Schwab S&P 500 Index Fund | 1.22% | 1.23% | 1.43% | 1.67% | 1.27% | 1.81% | 1.95% | 2.67% | 1.79% | 2.55% | 3.17% | 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.
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Volatility
SPEU vs. SWPPX - Volatility Comparison
The current volatility for SPDR Portfolio Europe ETF (SPEU) is 3.26%, while Schwab S&P 500 Index Fund (SWPPX) has a volatility of 4.76%. 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.
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