SPEU vs DFSB

Comparison between STATE STREET(R) SPDR(R) PORTFOLIO EUROPE ETF (SPEU, ETF) and DIMENSIONAL GLOBAL SUSTAINABILITY FIXED INCOME ETF (DFSB, ETF).

SPEU vs DFSB - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	SPEU(ETF)	DFSB(ETF)
Net Assets	$713M	$713M
Expense Ratio	0.07%	0.24%
Max Drawdown	64.50%	7.77%
Sharpe Ratio	0.77	-0.36
5Y Beta	0.68	0.05
5Y Dividends CAGR	15.70%	N/A

Net Assets

SPEU

$713M

DFSB

$713M

Expense Ratio

Winner

SPEU

0.07%

DFSB

0.24%

Max Drawdown

SPEU

64.50%

Winner

DFSB

7.77%

Sharpe Ratio

Winner

SPEU

0.77

DFSB

-0.36

5Y Beta

SPEU

0.68

Winner

DFSB

0.05

5Y Dividends CAGR

SPEU

15.70%

DFSB

N/A

SPEU vs DFSB - Historical Returns

Returns include dividend reinvestment.

Period	SPEU	DFSB
1 month	+0.83%	-1.28%
3 months	+2.80%	-0.46%
6 months	+2.55%	-0.23%
1 year	+13.33%	+2.60%
5 years(CAGR)	+8.64%	N/A
10 years(CAGR)	+9.53%	N/A
Max(CAGR)	+6.73%	+4.38%

Winner

SPEU

+0.83%

DFSB

-1.28%

Winner

SPEU

+2.80%

DFSB

-0.46%

Winner

SPEU

+2.55%

DFSB

-0.23%

Winner

SPEU

+13.33%

DFSB

+2.60%

5Y(CAGR)

SPEU

+8.64%

DFSB

N/A

10Y(CAGR)

SPEU

+9.53%

DFSB

N/A

Max(CAGR)

Winner

SPEU

+6.73%

DFSB

+4.38%

SPEU vs DFSB - Annual Returns (2002 - 2026)

Returns include dividend reinvestment.

Year	SPEU	DFSB
2026	+5.53%	+0.24%
2025	+36.36%	+5.19%
2024	+3.25%	+2.90%
2023	+18.55%	+8.70%
2022	-16.89%	-0.77%
2021	+15.15%	N/A
2020	+5.51%	N/A
2019	+26.65%	N/A
2018	-14.22%	N/A
2017	+23.32%	N/A
2016	-0.88%	N/A
2015	-3.55%	N/A
2014	-6.06%	N/A
2013	+19.74%	N/A
2012	+13.57%	N/A
2011	-8.86%	N/A
2010	-5.47%	N/A
2009	+27.35%	N/A
2008	-41.67%	N/A
2007	+12.63%	N/A
2006	+22.33%	N/A
2005	+8.00%	N/A
2004	+14.20%	N/A
2003	+34.05%	N/A
2002	-4.69%	N/A

SPEU vs DFSB Drawdown Comparison

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

The maximum drawdown for DFSB was -5.15%, occurring on Oct 19, 2023. Recovery took 207 trading sessions.

The current SPEU drawdown is -2.42%. The current DFSB drawdown is -1.84%.

Rank	SPEU	DFSB
#1	-62.46% Oct 31, 2007 - Jan 19, 2018	-5.15% Feb 2, 2023 - Nov 29, 2023
#2	-36.83% Jan 17, 2020 - Nov 24, 2020	-3.65% Sep 16, 2024 - Jun 12, 2025
#3	-32.71% Nov 3, 2021 - Feb 22, 2024	-3.29% Dec 7, 2022 - Jan 12, 2023
#4	-21.87% Jan 26, 2018 - Dec 16, 2019	-3.04% Feb 27, 2026 - Mar 27, 2026
#5	-20.15% Nov 21, 2002 - May 7, 2003	-2.94% Dec 27, 2023 - Jun 14, 2024
#6	-14.17% Mar 18, 2025 - May 2, 2025	-1.67% Jun 18, 2024 - Jul 16, 2024
#7	-12.63% May 9, 2006 - Sep 1, 2006	-1.22% Jul 1, 2025 - Aug 1, 2025
#8	-12.57% Jul 12, 2007 - Oct 1, 2007	-1.15% Oct 27, 2025 - Feb 10, 2026
#9	-12.09% Feb 25, 2026 - Jul 2, 2026	-1.14% Jan 18, 2023 - Feb 2, 2023
#10	-11.41% Sep 26, 2024 - Mar 3, 2025	-0.99% Aug 2, 2024 - Aug 14, 2024
#11	-10.14% Feb 17, 2004 - Nov 1, 2004	-0.80% Jul 17, 2024 - Jul 30, 2024
#12	-7.95% Feb 26, 2007 - Apr 4, 2007	-0.61% Dec 2, 2022 - Dec 7, 2022
#13	-7.94% Jun 18, 2003 - Oct 3, 2003	-0.60% Aug 13, 2025 - Sep 4, 2025
#14	-6.88% Mar 8, 2005 - Aug 1, 2005	-0.55% Aug 23, 2024 - Sep 4, 2024
#15	-6.73% Oct 21, 2002 - Nov 5, 2002	-0.54% Sep 11, 2025 - Oct 13, 2025

Correlation

Correlation between SPEU and DFSB is 0.94 which considered as a very strong positive correlation - the stocks move almost identically together.

0.94

-101

Dividend Comparison (2003 - 2026)

SPEU vs DFSB dividend yield comparison.

Year	SPEU	DFSB
2026	2.07%	2.29%
2025	3.46%	3.46%
2024	3.29%	4.35%
2023	2.91%	5.27%
2022	3.08%	0.41%
2021	2.67%	0.00%
2020	2.29%	0.00%
2019	3.19%	0.00%
2018	3.99%	0.00%
2017	2.82%	0.00%
2016	3.66%	0.00%
2015	3.62%	0.00%
2014	5.91%	0.00%
2013	3.06%	0.00%
2012	3.59%	0.00%
2011	4.73%	0.00%
2010	2.64%	0.00%
2009	3.62%	0.00%
2008	6.28%	0.00%
2007	3.52%	0.00%
2006	2.99%	0.00%
2005	3.04%	0.00%
2004	2.20%	0.00%
2003	2.21%	0.00%