TEET.L vs. SX5S.L
TEET.L (VanEck European Equal Weight Screened UCITS ETF) and SX5S.L (Invesco EURO STOXX 50 UCITS ETF) are both Europe Equities funds - TEET.L tracks the VanEck European Equal Weight Screened UCITS ETF while SX5S.L tracks the MSCI EMU NR EUR. Both are passively managed. Over the past 10 years, TEET.L returned 11.68%/yr vs 11.28%/yr for SX5S.L. Their correlation of 0.86 suggests significant overlap in exposure. TEET.L charges 0.40%/yr vs 0.05%/yr for SX5S.L.
Performance
TEET.L vs. SX5S.L - Performance Comparison
Loading charts...
Different Trading Currencies
TEET.L is traded in USD, while SX5S.L is traded in GBp. To make them comparable, the SX5S.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, TEET.L achieves a 6.60% return, which is significantly lower than SX5S.L's 8.17% return. Both investments have delivered pretty close results over the past 10 years, with TEET.L having a 11.68% annualized return and SX5S.L not far behind at 11.28%.
TEET.L
- 1D
- -0.53%
- 1M
- -1.05%
- 6M
- 4.97%
- YTD
- 6.60%
- 1Y
- 17.45%
- 3Y*
- 16.68%
- 5Y*
- 10.23%
- 10Y*
- 11.68%
SX5S.L
- 1D
- 0.20%
- 1M
- -0.35%
- 6M
- 4.79%
- YTD
- 8.17%
- 1Y
- 18.67%
- 3Y*
- 16.43%
- 5Y*
- 11.70%
- 10Y*
- 11.28%
TEET.L vs. SX5S.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TEET.L VanEck European Equal Weight Screened UCITS ETF | 6.60% | 36.69% | 5.24% | 23.87% | -16.69% | 17.73% | 5.97% | 39.97% | -9.19% | 10.18% |
SX5S.L Invesco EURO STOXX 50 UCITS ETF | 8.17% | 37.31% | 4.37% | 26.24% | -13.86% | 14.02% | 6.16% | 26.56% | -15.68% | 25.23% |
Correlation
The correlation between TEET.L and SX5S.L is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2014 | 0.86 |
The correlation between TEET.L and SX5S.L has been stable across timeframes, ranging from 0.86 to 0.91 - 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
TEET.L vs. SX5S.L — Risk / Return Rank
TEET.L
SX5S.L
TEET.L vs. SX5S.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck European Equal Weight Screened UCITS ETF (TEET.L) and Invesco EURO STOXX 50 UCITS ETF (SX5S.L). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TEET.L | SX5S.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | -0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.20 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.32 | 1.41 | -0.09 |
| Martin ratioReturn relative to average drawdown | 4.82 | 4.84 | -0.02 |
Loading charts...
Drawdowns
TEET.L vs. SX5S.L - Drawdown Comparison
The maximum TEET.L drawdown since its inception was -37.34%, smaller than the maximum SX5S.L drawdown of -39.47%. Use the drawdown chart below to compare losses from any high point for TEET.L and SX5S.L.
Loading charts...
Drawdown Indicators
| TEET.L | SX5S.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.34% | -39.47% | +2.13% |
Max Drawdown (1Y)Largest decline over 1 year | -12.35% | -13.21% | +0.86% |
Max Drawdown (3Y)Largest decline over 3 years | -15.53% | -15.38% | -0.15% |
Max Drawdown (5Y)Largest decline over 5 years | -34.03% | -35.24% | +1.21% |
Max Drawdown (10Y)Largest decline over 10 years | -37.34% | -39.47% | +2.13% |
Current DrawdownCurrent decline from peak | -2.26% | -1.89% | -0.37% |
Average DrawdownAverage peak-to-trough decline | -7.20% | -9.20% | +2.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.39% | 3.85% | -0.46% |
Volatility
TEET.L vs. SX5S.L - Volatility Comparison
VanEck European Equal Weight Screened UCITS ETF (TEET.L) and Invesco EURO STOXX 50 UCITS ETF (SX5S.L) have volatilities of 4.76% and 4.64%, 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.
Loading charts...
Volatility by Period
| TEET.L | SX5S.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.76% | 4.64% | +0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 14.79% | 14.59% | +0.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.16% | 17.32% | -0.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.75% | 20.51% | -1.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.11% | 19.98% | -0.87% |
TEET.L vs. SX5S.L - Expense Ratio Comparison
TEET.L has a 0.40% expense ratio, which is higher than SX5S.L's 0.05% expense ratio.
Dividends
TEET.L vs. SX5S.L - Dividend Comparison
TEET.L's dividend yield for the trailing twelve months is around 2.68%, while SX5S.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
SX5S.L Invesco EURO STOXX 50 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TEET.L VanEck European Equal Weight Screened UCITS ETF | 2.68% | 2.41% | 2.84% | 2.58% | 2.92% | 2.60% | 2.20% | 3.69% | 4.29% | 2.69% |
Frequently Asked Questions
TEET.L and SX5S.L have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SX5S.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SX5S.L is cheaper with a 0.05% expense ratio, compared with 0.40% for TEET.L.
TEET.L tracks VanEck European Equal Weight Screened UCITS ETF, while SX5S.L tracks MSCI EMU NR EUR. They also come from different issuers: VanEck and Invesco. Their fees differ too: 0.40% for TEET.L and 0.05% for SX5S.L.
Find the right allocation for TEET.L and SX5S.L
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