SPEU vs. VGK
Compare and contrast key facts about SPDR Portfolio Europe ETF (SPEU) and Vanguard FTSE Europe ETF (VGK).
SPEU and VGK 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. VGK is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed Europe Index. It was launched on Mar 4, 2005. Both SPEU and VGK 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 VGK.
Performance
SPEU vs. VGK - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with SPEU having a 3.22% return and VGK slightly lower at 3.19%. Over the past 10 years, SPEU has underperformed VGK with an annualized return of 4.42%, while VGK has yielded a comparatively higher 5.01% annualized return.
SPEU
3.22%
-6.66%
-5.48%
10.19%
6.22%
4.42%
VGK
3.19%
-6.53%
-5.55%
10.05%
6.21%
5.01%
Key characteristics
| SPEU | VGK | |
|---|---|---|
| Sharpe Ratio | 0.90 | 0.88 |
| Sortino Ratio | 1.30 | 1.27 |
| Omega Ratio | 1.15 | 1.15 |
| Calmar Ratio | 1.18 | 1.19 |
| Martin Ratio | 4.10 | 4.04 |
| Ulcer Index | 2.84% | 2.86% |
| Daily Std Dev | 12.90% | 13.16% |
| Max Drawdown | -62.45% | -63.61% |
| Current Drawdown | -9.59% | -9.34% |
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SPEU vs. VGK - Expense Ratio Comparison
SPEU has a 0.09% expense ratio, which is higher than VGK's 0.08% 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 VGK is 0.95, 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. VGK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio Europe ETF (SPEU) and Vanguard FTSE Europe ETF (VGK). 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. VGK - Dividend Comparison
SPEU's dividend yield for the trailing twelve months is around 3.13%, which matches VGK's 3.12% 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% |
VGK Vanguard FTSE Europe ETF | 3.12% | 3.15% | 3.25% | 3.05% | 2.11% | 3.27% | 3.95% | 2.70% | 3.52% | 3.25% | 4.62% | 2.77% |
Drawdowns
SPEU vs. VGK - Drawdown Comparison
The maximum SPEU drawdown since its inception was -62.45%, roughly equal to the maximum VGK drawdown of -63.61%. Use the drawdown chart below to compare losses from any high point for SPEU and VGK. For additional features, visit the drawdowns tool.
Volatility
SPEU vs. VGK - Volatility Comparison
SPDR Portfolio Europe ETF (SPEU) and Vanguard FTSE Europe ETF (VGK) have volatilities of 4.26% and 4.31%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.