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

Correlation

The correlation between SPEU and VXUS is 0.76, 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: 0.8

Performance

SPEU vs. VXUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio Europe ETF (SPEU) and Vanguard Total International Stock ETF (VXUS). The values are adjusted to include any dividend payments, if applicable.

70.00%80.00%90.00%100.00%110.00%120.00%December2025FebruaryMarchAprilMay
116.43%
101.45%
SPEU
VXUS

Key characteristics

Sharpe Ratio

SPEU:

0.95

VXUS:

0.83

Sortino Ratio

SPEU:

1.40

VXUS:

1.27

Omega Ratio

SPEU:

1.19

VXUS:

1.17

Calmar Ratio

SPEU:

1.16

VXUS:

1.03

Martin Ratio

SPEU:

3.19

VXUS:

3.27

Ulcer Index

SPEU:

5.17%

VXUS:

4.29%

Daily Std Dev

SPEU:

17.35%

VXUS:

17.02%

Max Drawdown

SPEU:

-62.45%

VXUS:

-35.97%

Current Drawdown

SPEU:

0.00%

VXUS:

0.00%

Returns By Period

In the year-to-date period, SPEU achieves a 17.07% return, which is significantly higher than VXUS's 10.68% return. Over the past 10 years, SPEU has outperformed VXUS with an annualized return of 5.76%, while VXUS has yielded a comparatively lower 5.26% annualized return.


SPEU

YTD

17.07%

1M

4.80%

6M

11.42%

1Y

15.65%

5Y*

13.91%

10Y*

5.76%

VXUS

YTD

10.68%

1M

4.15%

6M

7.14%

1Y

12.19%

5Y*

11.48%

10Y*

5.26%

*Annualized

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SPEU vs. VXUS - Expense Ratio Comparison

SPEU has a 0.09% expense ratio, which is higher than VXUS's 0.07% 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 VXUS: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VXUS: 0.07%

Risk-Adjusted Performance

SPEU vs. VXUS — 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 7878
Overall Rank
The Sharpe Ratio Rank of SPEU is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of SPEU is 7878
Sortino Ratio Rank
The Omega Ratio Rank of SPEU is 7676
Omega Ratio Rank
The Calmar Ratio Rank of SPEU is 8585
Calmar Ratio Rank
The Martin Ratio Rank of SPEU is 7474
Martin Ratio Rank

VXUS
The Risk-Adjusted Performance Rank of VXUS is 7676
Overall Rank
The Sharpe Ratio Rank of VXUS is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of VXUS is 7575
Sortino Ratio Rank
The Omega Ratio Rank of VXUS is 7373
Omega Ratio Rank
The Calmar Ratio Rank of VXUS is 8383
Calmar Ratio Rank
The Martin Ratio Rank of VXUS is 7575
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. VXUS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio Europe ETF (SPEU) and Vanguard Total International Stock ETF (VXUS). 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 0.95, compared to the broader market-1.000.001.002.003.004.00
SPEU: 0.95
VXUS: 0.83
The chart of Sortino ratio for SPEU, currently valued at 1.40, compared to the broader market-2.000.002.004.006.008.00
SPEU: 1.40
VXUS: 1.27
The chart of Omega ratio for SPEU, currently valued at 1.19, compared to the broader market0.501.001.502.002.50
SPEU: 1.19
VXUS: 1.17
The chart of Calmar ratio for SPEU, currently valued at 1.16, compared to the broader market0.002.004.006.008.0010.0012.00
SPEU: 1.16
VXUS: 1.03
The chart of Martin ratio for SPEU, currently valued at 3.19, compared to the broader market0.0020.0040.0060.00
SPEU: 3.19
VXUS: 3.27

The current SPEU Sharpe Ratio is 0.95, which is comparable to the VXUS Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of SPEU and VXUS, 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 Ratio0.000.501.001.50December2025FebruaryMarchAprilMay
0.95
0.83
SPEU
VXUS

Dividends

SPEU vs. VXUS - Dividend Comparison

SPEU's dividend yield for the trailing twelve months is around 2.82%, less than VXUS's 3.00% yield.


TTM20242023202220212020201920182017201620152014
SPEU
SPDR Portfolio Europe ETF
2.82%3.29%2.91%3.08%2.67%2.30%3.19%3.99%2.82%3.66%3.62%5.91%
VXUS
Vanguard Total International Stock ETF
3.00%3.37%3.25%3.09%3.10%2.14%3.06%3.17%2.73%2.93%2.83%3.40%

Drawdowns

SPEU vs. VXUS - Drawdown Comparison

The maximum SPEU drawdown since its inception was -62.45%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for SPEU and VXUS. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay00
SPEU
VXUS

Volatility

SPEU vs. VXUS - Volatility Comparison

SPDR Portfolio Europe ETF (SPEU) and Vanguard Total International Stock ETF (VXUS) have volatilities of 11.16% and 11.32%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
11.16%
11.32%
SPEU
VXUS