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NYSEArca - Nasdaq Real Time Price USD

SPDR EURO STOXX 50 ETF (FEZ)

53.77
+0.47
+(0.88%)
At close: April 17 at 4:00:00 PM EDT

ETF Summary

The fund employs a sampling strategy, which means that the fund is not required to purchase all of the securities represented in the index. It generally invests substantially all, but at least 80%, of its total assets in the securities comprising the index. The index is a market capitalization weighted index designed to represent the performance of some of the largest companies across components of the 20 EURO STOXX Supersector Indexes. The EURO STOXX Supersector Indexes are subsets of the EURO STOXX Index.

Risk Overview

Performance & Risk

YTD Return 11.96%
5y Average Return 15.03%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.21
Morningstar Risk Rating --

Risk Statistics

3 Years 5 Years 10 Years
FEZCategory AverageFEZCategory AverageFEZCategory Average
Alpha 7.92 2.61 3.08 1.6 1.29 1.17
BETA 1.21 1.06 1.26 1.09 1.19 1.06
Mean Annual Return 1.15 0.7 1.41 1.16 0.67 0.62
R-squared 88.43 82.75 86.29 81.74 85.86 82.25
Standard Deviation 20.74 18.85 21.01 18.57 19.23 17.54
Sharpe Ratio 0.45 0.22 0.68 0.61 0.32 0.32
Treynor Ratio 6.46 2.54 10.37 9.59 3.72 3.95

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