SPDR STOXX Europe 50 ETF

10-Year Study

FEU.US · · US · ETF

Executive Summary: SPDR STOXX Europe 50 ETF has compounded at -24.6% annually over the last 10 years, with a maximum drawdown of 94.8% and an annualized volatility of 122.2%.

1Y CAGR
-94.6%
3Y CAGR
-54.1%
5Y CAGR
-37.8%
10Y CAGR
-24.6%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
94.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.39
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.30
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
34.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +24.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -92.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20264.53.0-8.76.5————————4.7%
2025-0.79.5-7.94.54.06.0-1.1-2.1-2.40.00.0-93.5-92.9%
2024-3.44.90.48.37.61.61.4-0.34.5-7.82.83.424.8%
20231.80.06.5-7.3-1.88.0-0.9-1.812.4-10.21.23.29.5%
2022-2.7-0.6-0.30.01.9-1.73.8-3.70.112.5-11.21.9-1.6%
2021-11.95.21.1-0.7-2.72.7-3.4-2.70.03.6-4.41.0-12.5%
20200.4-10.4-0.13.8—-7.1-22.2-4.2-3.4-0.918.2-3.0-29.1%
20190.20.90.4-1.40.00.10.6-0.63.30.7-1.6-2.20.1%
20182.1-1.0-6.23.3-3.23.4-1.1-3.20.0-1.10.2-0.2-7.2%
20171.14.20.0-3.00.00.12.1-2.03.1-3.5-0.50.01.2%
2016———-1.5-5.29.9-6.12.2-0.70.4-0.3-0.4-2.5%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 122.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 19.3% of variance. Idiosyncratic stock-specific factors contribute 64.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019846.153669794803
2016-05-019338.4611969663
2016-06-0110262.482298261668
2016-07-019641.60187014977
2016-08-019851.982256003635
2016-09-019781.521287053545
2016-10-019817.445303465294
2016-11-019791.785142868099
2016-12-019752.085519834753
2017-01-019854.738667682943
2017-02-0110265.352301197323
2017-03-0110268.094123173982
2017-04-019960.051309899978
2017-05-019960.051309899978
2017-06-019965.979939784129
2017-07-0110171.463396155552
2017-08-019965.979939784129
2017-09-0110274.534434772513
2017-10-019914.926401723918
2017-11-019863.552932327018
2017-12-019865.002523497496
2018-01-0110070.523496247164
2018-02-019967.76300987233
2018-03-019353.602181952558
2018-04-019661.961800198398
2018-05-019353.602181952558
2018-06-019668.719958890386
2018-07-019565.860470961854
2018-08-019257.285133541112
2018-09-019258.967117832379
2018-10-019156.089913836342
2018-11-019176.665563059873
2018-12-019156.089913836342
2019-01-019178.201650324636
2019-02-019260.51779479979
2019-03-019294.026173301281
2019-04-019160.225052416112
2019-05-019160.225052416112
2019-06-019166.77582890614
2019-07-019218.274352897186
2019-08-019166.77582890614
2019-09-019466.79638996566
2019-10-019528.603581000829
2019-11-019374.085082352098
2019-12-019169.555167261042
2020-01-019205.614659483113
2020-02-018247.447401256111
2020-03-018242.296194098903
2020-04-018553.552910442464
2020-06-017948.132356531897
2020-07-016185.316944095073
2020-08-015927.595057383905
2020-09-015723.228755386856
2020-10-015671.667704098736
2020-11-016702.880392888186
2020-12-016498.933023781527
2021-01-015725.250471325555
2021-02-016024.408155685465
2021-03-016088.128682011074
2021-04-016046.853371091484
2021-05-015881.751085291506
2021-06-016041.659436947942
2021-07-015835.106763796569
2021-08-015680.19225893304
2021-09-015682.279628533665
2021-10-015888.908376563143
2021-11-015630.6227020567
2021-12-015685.049587794006
2022-01-015530.002733485003
2022-02-015498.993362623203
2022-03-015480.128877096241
2022-04-015480.128877096241
2022-05-015583.527141901219
2022-06-015490.938804638567
2022-07-015697.947927058572
2022-08-015485.76258656253
2022-09-015492.481144633037
2022-10-016180.982760286288
2022-11-015487.303884435381
2022-12-015592.279921369839
2023-01-015690.662454827936
2023-02-015690.662454827936
2023-03-016060.0039037875795
2023-04-015619.747120852448
2023-05-015521.336450110668
2023-06-015963.559716538751
2023-07-015911.702702711153
2023-08-015807.9886750559535
2023-09-016530.795892248376
2023-10-015861.63605382308
2023-11-015934.258383008666
2023-12-016122.5843490632205
2024-01-015915.039576131622
2024-02-016205.602883508832
2024-03-016228.281534157255
2024-04-016747.3049953370255
2024-05-017261.13764873811
2024-06-017378.762957870462
2024-07-017482.689578335709
2024-08-017461.904462666982
2024-09-017796.495324156618
2024-10-017188.368380404403
2024-11-017391.077709029015
2024-12-017642.571876951697
2025-01-017590.5814715570095
2025-02-018313.245918087781
2025-03-017659.8752642950685
2025-04-018003.0875979294715
2025-05-018320.298997197631
2025-06-018823.635401663372
2025-07-018724.726596788243
2025-08-018537.322908365515
2025-09-018330.910921632558
2025-10-018330.910921632558
2025-11-018330.910921632558
2025-12-01543.257999403698
2026-01-01567.7478574240066
2026-02-01585.0470762809056
2026-03-01533.9831170045172
2026-04-01568.7899790418921
Annual Return Matrix
YearAnnual Return
20170.011578754455452867
2018-0.07186137134507498
20190.0014706335948437843
2020-0.2912488222999843
2021-0.12523339339077366
2022-0.016318180693330242
20230.0948279476617262
20240.24825914045937836
2025-0.9289168609533076
20260.046997889890657785
Total Factor Risk
1.2224186848593506
VTI.US Exposure
0.008132842551101329
VEA.US Exposure
-0.00003747338157786167
VWO.US Exposure
0.01080446505000256
QQQ.US Exposure
0.029732569519880663
VTV.US Exposure
0.008822820451382284
IJR.US Exposure
0.000035110145379857676
QUAL.US Exposure
0.008935867880739025
SHV.US Exposure
0.19253601643854792
TLT.US Exposure
0.015567018183220658
LQD.US Exposure
0.011684545101691994
HYG.US Exposure
0.00004676721382891103
GLD.US Exposure
0.027233505735692394
USO.US Exposure
0.0009964689697335221
VNQ.US Exposure
0.0051178308238254535
BTC-USD.CC Exposure
0.0003500211251664189
CPER.US Exposure
0.006793326557822293
VIX.INDX Exposure
0.0037918804048980154
UUP.US Exposure
0.0005316349447898974
TIP.US Exposure
0.022743231348020154
Idiosyncratic Exposure
0.6461815509358545
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
122.2%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$2
Avg Yield on Cost
0.02%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$2.380.02%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-45.2%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-89.3%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
94.2% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is SPDR STOXX Europe 50 ETF a high-risk investment?

SPDR STOXX Europe 50 ETF (FEU.US) has an annualized volatility of 122.2% and experienced a maximum drawdown of 94.8% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of FEU.US?

Over the past 10 years, FEU.US has generated a Compound Annual Growth Rate (CAGR) of -24.6%. It has had a positive return in 50% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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