PortfoliosLab logoPortfoliosLab logo
SPYE.DE vs. SPEU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPYE.DE vs. SPEU - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI Europe UCITS ETF (SPYE.DE) and SPDR Portfolio Europe ETF (SPEU). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

SPYE.DE is traded in EUR, while SPEU is traded in USD. To make them comparable, the SPEU values have been converted to EUR using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with SPYE.DE having a 7.68% return and SPEU slightly higher at 7.83%. Both investments have delivered pretty close results over the past 10 years, with SPYE.DE having a 9.09% annualized return and SPEU not far behind at 9.02%.


SPYE.DE

1D
0.62%
1M
3.48%
YTD
7.68%
6M
9.95%
1Y
16.48%
3Y*
13.73%
5Y*
9.86%
10Y*
9.09%

SPEU

1D
1.07%
1M
3.05%
YTD
7.83%
6M
10.24%
1Y
16.57%
3Y*
13.78%
5Y*
9.30%
10Y*
9.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYE.DE vs. SPEU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPYE.DE
SPDR MSCI Europe UCITS ETF
7.68%20.32%8.24%15.50%-9.42%25.11%-3.25%27.31%-10.83%10.49%
SPEU
SPDR Portfolio Europe ETF
7.83%19.69%8.66%16.26%-10.76%24.89%-2.41%29.00%-9.74%8.59%

Correlation

The correlation between SPYE.DE and SPEU is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.76

Correlation (3Y)
Calculated over the trailing 3-year period

0.76

Correlation (5Y)
Calculated over the trailing 5-year period

0.77

Correlation (10Y)
Calculated over the trailing 10-year period

0.76

Correlation (All Time)
Calculated using the full available price history since May 14, 2013

0.76

The correlation between SPYE.DE and SPEU has been stable across timeframes, ranging from 0.76 to 0.77 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SPYE.DE vs. SPEU — Risk / Return Rank

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

SPYE.DE
SPYE.DE Risk / Return Rank: 3737
Overall Rank
SPYE.DE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
SPYE.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
SPYE.DE Omega Ratio Rank: 3838
Omega Ratio Rank
SPYE.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
SPYE.DE Martin Ratio Rank: 4141
Martin Ratio Rank

SPEU
SPEU Risk / Return Rank: 3434
Overall Rank
SPEU Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
SPEU Sortino Ratio Rank: 3434
Sortino Ratio Rank
SPEU Omega Ratio Rank: 3333
Omega Ratio Rank
SPEU Calmar Ratio Rank: 3232
Calmar Ratio Rank
SPEU Martin Ratio Rank: 3636
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SPYE.DE vs. SPEU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe UCITS ETF (SPYE.DE) and SPDR Portfolio Europe ETF (SPEU). 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.


SPYE.DESPEUDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

+0.08

Omega ratioGain probability vs. loss probability

1.24

1.23

+0.02

Calmar ratioReturn relative to maximum drawdown

1.74

1.62

+0.11

Martin ratioReturn relative to average drawdown

6.36

6.45

-0.09

SPYE.DE vs. SPEU - Sharpe Ratio Comparison

The current SPYE.DE Sharpe Ratio is 1.28, which is comparable to the SPEU Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of SPYE.DE and SPEU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


SPYE.DESPEUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

1.24

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.64

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.54

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.25

+0.27

Drawdowns

SPYE.DE vs. SPEU - Drawdown Comparison

The maximum SPYE.DE drawdown since its inception was -35.54%, smaller than the maximum SPEU drawdown of -57.14%. Use the drawdown chart below to compare losses from any high point for SPYE.DE and SPEU.


Loading charts...

Drawdown Indicators


SPYE.DESPEUDifference

Max Drawdown

Largest peak-to-trough decline

-35.54%

-57.14%

+21.60%

Max Drawdown (1Y)

Largest decline over 1 year

-9.45%

-10.27%

+0.82%

Max Drawdown (3Y)

Largest decline over 3 years

-16.65%

-15.07%

-1.58%

Max Drawdown (5Y)

Largest decline over 5 years

-19.53%

-21.01%

+1.48%

Max Drawdown (10Y)

Largest decline over 10 years

-35.54%

-36.96%

+1.42%

Current Drawdown

Current decline from peak

-1.47%

-0.61%

-0.86%

Average Drawdown

Average peak-to-trough decline

-5.36%

-12.90%

+7.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

2.58%

+0.01%

Volatility

SPYE.DE vs. SPEU - Volatility Comparison

The current volatility for SPDR MSCI Europe UCITS ETF (SPYE.DE) is 4.24%, while SPDR Portfolio Europe ETF (SPEU) has a volatility of 4.80%. This indicates that SPYE.DE experiences smaller price fluctuations and is considered to be less risky than SPEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SPYE.DESPEUDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.24%

4.80%

-0.56%

Volatility (6M)

Calculated over the trailing 6-month period

10.58%

11.13%

-0.55%

Volatility (1Y)

Calculated over the trailing 1-year period

12.87%

13.41%

-0.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.30%

14.52%

-0.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.71%

16.85%

-1.14%

SPYE.DE vs. SPEU - Expense Ratio Comparison

SPYE.DE has a 0.25% expense ratio, which is higher than SPEU's 0.09% 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%.


Dividends

SPYE.DE vs. SPEU - Dividend Comparison

SPYE.DE has not paid dividends to shareholders, while SPEU's dividend yield for the trailing twelve months is around 3.36%.


PositionTTM20252024202320222021202020192018201720162015
SPEU
SPDR Portfolio Europe ETF
3.36%3.47%3.29%2.91%3.08%2.67%2.29%3.19%3.99%2.82%3.66%3.62%
SPYE.DE
SPDR MSCI Europe UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SPYE.DE and SPEU have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPEU is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPEU is cheaper with a 0.09% expense ratio, compared with 0.25% for SPYE.DE.

SPYE.DE tracks MSCI Europe, while SPEU tracks STOXX Europe Total Market. Their fees differ too: 0.25% for SPYE.DE and 0.09% for SPEU.

Portfolio Optimizer

Find the right allocation for SPYE.DE and SPEU

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer