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TEET.L vs. SX5S.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TEET.L vs. SX5S.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck European Equal Weight Screened UCITS ETF (TEET.L) and Invesco EURO STOXX 50 UCITS ETF (SX5S.L). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TEET.L vs. SX5S.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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.

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Return for Risk

TEET.L vs. SX5S.L — Risk / Return Rank

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

TEET.L
TEET.L Risk / Return Rank: 3333
Overall Rank
TEET.L Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
TEET.L Sortino Ratio Rank: 3333
Sortino Ratio Rank
TEET.L Omega Ratio Rank: 3131
Omega Ratio Rank
TEET.L Calmar Ratio Rank: 3232
Calmar Ratio Rank
TEET.L Martin Ratio Rank: 3737
Martin Ratio Rank

SX5S.L
SX5S.L Risk / Return Rank: 3737
Overall Rank
SX5S.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
SX5S.L Sortino Ratio Rank: 3838
Sortino Ratio Rank
SX5S.L Omega Ratio Rank: 3737
Omega Ratio Rank
SX5S.L Calmar Ratio Rank: 3535
Calmar Ratio Rank
SX5S.L Martin Ratio Rank: 3939
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.

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.LSX5S.LDifference
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

TEET.L vs. SX5S.L - Sharpe Ratio Comparison

The current TEET.L Sharpe Ratio is 0.95, which is comparable to the SX5S.L Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of TEET.L and SX5S.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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.


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Drawdown Indicators


TEET.LSX5S.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-2.26%

-1.89%

-0.37%

Average Drawdown

Average peak-to-trough decline

-7.20%

-9.20%

+2.00%

Ulcer Index

Depth 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.


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Volatility by Period


TEET.LSX5S.LDifference

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.


PositionTTM202520242023202220212020201920182017
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.

Portfolio Optimizer

Find the right allocation for TEET.L and SX5S.L

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