FEZ vs EDV

Comparison between SPDR(R) EURO STOXX 50(R) ETF (FEZ, ETF) and VANGUARD EXTENDED DURATION TREASURY INDEX FUND ETF SHARES (EDV, ETF).

5-Year PerformanceFEZ has outperformed EDV, delivering a return of +10.5% compared to -9.5%

FEZ vs EDV - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FEZ(ETF)	EDV(ETF)
Net Assets	$4.40B	$4.40B
Expense Ratio	0.29%	0.05%
Max Drawdown	66.17%	65.00%
Sharpe Ratio	0.80	-0.17
5Y Beta	0.81	0.10
5Y Dividends CAGR	15.74%	-15.25%

Net Assets

FEZ

$4.40B

EDV

$4.40B

Expense Ratio

FEZ

0.29%

Winner

EDV

0.05%

Max Drawdown

FEZ

66.17%

Winner

EDV

65.00%

Sharpe Ratio

Winner

FEZ

0.80

EDV

-0.17

5Y Beta

FEZ

0.81

Winner

EDV

0.10

5Y Dividends CAGR

Winner

FEZ

15.74%

EDV

-15.25%

FEZ vs EDV - Historical Returns

Returns include dividend reinvestment.

Period	FEZ	EDV
1 month	-0.69%	-2.60%
3 months	-2.41%	-5.87%
6 months	+3.70%	-6.79%
1 year	+17.00%	+1.13%
5 years(CAGR)	+10.49%	-9.54%
10 years(CAGR)	+10.25%	-3.22%
Max(CAGR)	+7.46%	+2.67%

Winner

FEZ

-0.69%

EDV

-2.60%

Winner

FEZ

-2.41%

EDV

-5.87%

Winner

FEZ

+3.70%

EDV

-6.79%

Winner

FEZ

+17.00%

EDV

+1.13%

5Y(CAGR)

Winner

FEZ

+10.49%

EDV

-9.54%

10Y(CAGR)

Winner

FEZ

+10.25%

EDV

-3.22%

Max(CAGR)

Winner

FEZ

+7.46%

EDV

+2.67%

FEZ vs EDV - Annual Returns (2002 - 2026)

Returns include dividend reinvestment.

Year	FEZ	EDV
2026	+1.05%	-1.88%
2025	+39.20%	+0.65%
2024	+5.07%	-11.90%
2023	+25.34%	-0.67%
2022	-15.04%	-37.20%
2021	+13.98%	-6.39%
2020	+3.65%	+22.12%
2019	+26.61%	+17.73%
2018	-16.22%	-1.95%
2017	+24.52%	+13.13%
2016	+2.82%	+0.12%
2015	-3.89%	-6.57%
2014	-7.00%	+43.90%
2013	+24.54%	-17.96%
2012	+18.46%	+4.50%
2011	-17.11%	+58.84%
2010	-11.00%	+10.90%
2009	+23.23%	-31.11%
2008	-42.88%	+50.57%
2007	+19.59%	+3.23%
2006	+27.55%	N/A
2005	+8.91%	N/A
2004	+16.62%	N/A
2003	+37.66%	N/A
2002	+0.24%	N/A

FEZ vs EDV Drawdown Comparison

The maximum drawdown for FEZ was -64.21%, occurring on Mar 9, 2009. Recovery took 3279 trading sessions.

The maximum drawdown for EDV was -59.94%, occurring on Oct 19, 2023. This drawdown has not yet recovered.

The current FEZ drawdown is -4.73%. The current EDV drawdown is -55.08%.

Rank	FEZ	EDV
#1	-64.21% Dec 10, 2007 - Dec 17, 2020	-59.94% Mar 9, 2020 - Oct 19, 2023
#2	-35.07% Nov 5, 2021 - Jun 16, 2023	-41.16% Dec 26, 2008 - Sep 21, 2011
#3	-23.13% Jan 6, 2003 - May 5, 2003	-29.70% Jul 24, 2012 - Dec 10, 2014
#4	-15.85% Mar 19, 2025 - May 2, 2025	-24.19% Jul 8, 2016 - Aug 1, 2019
#5	-14.35% Jul 13, 2023 - Dec 13, 2023	-23.47% Jan 30, 2015 - Jun 16, 2016
#6	-14.10% Feb 17, 2004 - Nov 3, 2004	-16.61% Oct 3, 2011 - Dec 19, 2011
#7	-13.64% May 5, 2006 - Aug 18, 2006	-15.59% Dec 19, 2011 - May 17, 2012
#8	-13.63% Feb 25, 2026 - Mar 27, 2026	-12.90% Jan 23, 2008 - Mar 20, 2008
#9	-11.95% Jul 12, 2007 - Oct 1, 2007	-12.32% Mar 20, 2008 - Sep 3, 2008
#10	-11.48% Sep 26, 2024 - Feb 12, 2025	-11.41% Aug 28, 2019 - Feb 21, 2020
#11	-9.62% May 15, 2024 - Sep 26, 2024	-10.57% Oct 27, 2008 - Nov 20, 2008
#12	-9.17% Mar 10, 2005 - Aug 3, 2005	-9.87% Sep 17, 2008 - Oct 6, 2008
#13	-8.37% Feb 26, 2007 - Apr 3, 2007	-8.45% Sep 22, 2011 - Oct 3, 2011
#14	-7.88% Jun 15, 2021 - Nov 3, 2021	-6.88% Oct 6, 2008 - Oct 23, 2008
#15	-7.69% Nov 22, 2002 - Jan 6, 2003	-6.24% Jun 1, 2012 - Jul 16, 2012

Correlation

Correlation between FEZ and EDV is 0.14 which considered as a very weak or no correlation - the stocks move independently of each other.

0.14

-101

Dividend Comparison (2003 - 2026)

FEZ vs EDV dividend yield comparison.

Year	FEZ	EDV
2026	0.14%	1.22%
2025	2.78%	4.94%
2024	2.94%	4.65%
2023	2.75%	3.81%
2022	3.06%	3.28%
2021	2.61%	1.95%
2020	2.13%	5.54%
2019	2.61%	3.51%
2018	3.45%	2.90%
2017	2.44%	2.92%
2016	3.35%	5.32%
2015	3.03%	4.24%
2014	3.78%	3.12%
2013	2.72%	5.03%
2012	3.64%	7.54%
2011	5.22%	5.12%
2010	3.36%	4.67%
2009	3.11%	19.33%
2008	5.71%	2.61%
2007	4.15%	0.36%
2006	2.43%	0.00%
2005	2.34%	0.00%
2004	2.07%	0.00%
2003	1.89%	0.00%