Snapshot*
Top 10 Holdings
What is SPEU?
The SPDR Portfolio Europe ETF seeks to provide investment results that, before fees and expenses, correspond generally to the total return performance of the STOXX Europe Total Market Index (the "Index"). The STOXX Europe Total Market Index is a free-float market capitalization weighted index designed to provide a broad representation of publicly traded Western European companies. The Index represents approximately the top 95% of the free-float market capitalization of each of the following European countries: Austria, Belgium, Poland, Denmark, Finland, France, Germany, Ireland, Italy, Luxembourg, the Netherlands, Norway, Portugal, Spain, Sweden, Switzerland and the United Kingdom. The STOXX Europe Total Market Index reflects linked performance returns of both the STOXX Europe Total Market Index and the STOXX Europe 50 Index. The index returns are reflective of the STOXX Europe 50 Index from fund inception until 09/23/2019 and of the STOXX Europe Total Market Index effective 09/23/2019.
SPEUPerformance Measures**
for the time period Oct 21, 2002 to Dec 4, 2025
1M Trailing Return: 3.4%
The percent change in the value over the most recent 1-month period.
3M Trailing Return: 5.1%
The percent change in the value over the most recent 3-month period.
Max Drawdown: -62.5%
The greatest percent loss from peak to trough in value over the time period.
Standard Deviation: 21.7%
The typical amount that daily returns vary from the mean of the returns over the time period, standardized to a period of a year.
Sharpe Ratio: 0.37
The annualized arithmetic mean of the daily returns divided by the annualized standard deviation of the daily returns for the selected time period.
Calmar Ratio: 0.09
The annualized return divided by the max drawdown for the selected time period.
ETFs related toSPEU
ETFs correlated to SPEU include VGK, IEUR, BBEU
What is ETF correlation?
Correlation is a measure of the strength of the relationship between two ETFs. It quantifies the degree to which prices of the two ETFs typically move together.
Here, correlation is measured over the past year with the Pearson correlation coefficient (Pearon’s r), which ranges from -1 to 1.
Using ETF correlations in portfolio and strategy construction
ETF correlations can help you create investing strategies and portfolios. Use them to:
- •Build a diversified portfolio from uncorrelated or inversely correlated ETFs with the aim of minimizing portfolio risk.
- •Compare correlated or related ETFs to find one with a lower expense ratio or higher trading volume.
- •Create an investing strategy that hedges an ETF with an uncorrelated or inversely correlated ETF.
Trading Strategies
Related toSPEU
SPDRverse
Category
Cross-asset momentum, sector rotation, SPDR ETFs, daily rebalancing, tactical allocation
OOS Cumulative Return
-3.32%
Create your own algorithmic trading strategy with SPEU using Composer
FAQ
Disclaimers
We show information directly obtained from our data provider, Xignite. Data shown here is provided by Xignite, an unaffiliated third party. Composer believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate.
We show information based on calculations performed by Composer using data from our provider. Information provided here is based on calculations performed by Composer using data sourced from Xignite, an unaffiliated third party. Composer believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.