SKOR vs SPEU

Comparison between FLEXSHARES CREDIT-SCORED US CORPORATE BOND INDEX FUND (SKOR, ETF) and STATE STREET(R) SPDR(R) PORTFOLIO EUROPE ETF (SPEU, ETF).

5-Year PerformanceSPEU has outperformed SKOR, delivering a return of +9.1% compared to +1.6%

SKOR vs SPEU - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	SKOR(ETF)	SPEU(ETF)
Net Assets	$715M	$713M
Expense Ratio	0.15%	0.07%
Max Drawdown	19.15%	64.50%
Sharpe Ratio	0.01	0.90
5Y Beta	0.06	0.68
5Y Dividends CAGR	7.11%	15.70%

Net Assets

Winner

SKOR

$715M

SPEU

$713M

Expense Ratio

SKOR

0.15%

Winner

SPEU

0.07%

Max Drawdown

Winner

SKOR

19.15%

SPEU

64.50%

Sharpe Ratio

SKOR

0.01

Winner

SPEU

0.90

5Y Beta

Winner

SKOR

0.06

SPEU

0.68

5Y Dividends CAGR

SKOR

7.11%

Winner

SPEU

15.70%

SKOR vs SPEU - Historical Returns

Returns include dividend reinvestment.

Period	SKOR	SPEU
1 month	-0.10%	+0.62%
3 months	-0.20%	+3.68%
6 months	+0.23%	+5.02%
1 year	+3.62%	+17.64%
5 years(CAGR)	+1.61%	+9.08%
10 years(CAGR)	+2.78%	+9.68%
Max(CAGR)	+2.99%	+6.78%

SKOR

-0.10%

Winner

SPEU

+0.62%

SKOR

-0.20%

Winner

SPEU

+3.68%

SKOR

+0.23%

Winner

SPEU

+5.02%

SKOR

+3.62%

Winner

SPEU

+17.64%

5Y(CAGR)

SKOR

+1.61%

Winner

SPEU

+9.08%

10Y(CAGR)

SKOR

+2.78%

Winner

SPEU

+9.68%

Max(CAGR)

SKOR

+2.99%

Winner

SPEU

+6.78%

SKOR vs SPEU - Annual Returns (2002 - 2026)

Returns include dividend reinvestment.

Year	SKOR	SPEU
2026	+0.28%	+6.68%
2025	+7.97%	+36.36%
2024	+4.83%	+3.25%
2023	+7.28%	+18.55%
2022	-9.56%	-16.89%
2021	-1.33%	+15.15%
2020	+8.68%	+5.51%
2019	+10.60%	+26.65%
2018	-0.64%	-14.22%
2017	+4.17%	+23.32%
2016	+2.76%	-0.88%
2015	+1.61%	-3.55%
2014	+0.51%	-6.06%
2013	N/A	+19.74%
2012	N/A	+13.57%
2011	N/A	-8.86%
2010	N/A	-5.47%
2009	N/A	+27.35%
2008	N/A	-41.67%
2007	N/A	+12.63%
2006	N/A	+22.33%
2005	N/A	+8.00%
2004	N/A	+14.20%
2003	N/A	+34.05%
2002	N/A	-4.69%

SKOR vs SPEU Drawdown Comparison

The maximum drawdown for SKOR was -15.98%, occurring on Mar 19, 2020. Recovery took 59 trading sessions.

The maximum drawdown for SPEU was -62.46%, occurring on Mar 9, 2009. Recovery took 2572 trading sessions.

The current SKOR drawdown is -0.86%. The current SPEU drawdown is -1.36%.

Rank	SKOR	SPEU
#1	-15.98% Mar 4, 2020 - May 28, 2020	-62.46% Oct 31, 2007 - Jan 19, 2018
#2	-15.13% Aug 3, 2021 - Sep 4, 2024	-36.83% Jan 17, 2020 - Nov 24, 2020
#3	-4.09% Dec 18, 2017 - Jan 30, 2019	-32.71% Nov 3, 2021 - Feb 22, 2024
#4	-3.84% Sep 6, 2016 - May 31, 2017	-21.87% Jan 26, 2018 - Dec 16, 2019
#5	-3.52% Apr 6, 2015 - Mar 18, 2016	-20.15% Nov 21, 2002 - May 7, 2003
#6	-2.46% Dec 31, 2020 - Jul 27, 2021	-14.17% Mar 18, 2025 - May 2, 2025
#7	-2.26% Oct 1, 2024 - Feb 25, 2025	-12.63% May 9, 2006 - Sep 1, 2006
#8	-2.23% Apr 3, 2025 - May 27, 2025	-12.57% Jul 12, 2007 - Oct 1, 2007
#9	-2.09% Feb 27, 2026 - Mar 27, 2026	-12.09% Feb 25, 2026 - Jul 2, 2026
#10	-1.62% Sep 4, 2019 - Oct 3, 2019	-11.41% Sep 26, 2024 - Mar 3, 2025
#11	-1.25% Jan 30, 2015 - Mar 24, 2015	-10.14% Feb 17, 2004 - Nov 1, 2004
#12	-1.16% May 17, 2016 - Jun 13, 2016	-7.95% Feb 26, 2007 - Apr 4, 2007
#13	-0.98% Jun 22, 2017 - Jul 18, 2017	-7.94% Jun 18, 2003 - Oct 3, 2003
#14	-0.96% Aug 6, 2020 - Nov 5, 2020	-6.88% Mar 8, 2005 - Aug 1, 2005
#15	-0.94% Dec 1, 2014 - Jan 6, 2015	-6.73% Oct 21, 2002 - Nov 5, 2002

Correlation

Correlation between SKOR and SPEU is 0.88 which considered as a strong positive correlation - the stocks tend to move together.

0.88

-101

Dividend Comparison (2003 - 2026)

SKOR vs SPEU dividend yield comparison.

Year	SKOR	SPEU
2026	2.36%	2.04%
2025	4.70%	3.46%
2024	4.90%	3.29%
2023	3.90%	2.91%
2022	2.56%	3.08%
2021	2.55%	2.67%
2020	3.38%	2.29%
2019	3.53%	3.19%
2018	2.85%	3.99%
2017	2.46%	2.82%
2016	2.74%	3.66%
2015	2.25%	3.62%
2014	0.31%	5.91%
2013	0.00%	3.06%
2012	0.00%	3.59%
2011	0.00%	4.73%
2010	0.00%	2.64%
2009	0.00%	3.62%
2008	0.00%	6.28%
2007	0.00%	3.52%
2006	0.00%	2.99%
2005	0.00%	3.04%
2004	0.00%	2.20%
2003	0.00%	2.21%