SPEU vs KSA

Comparison between STATE STREET(R) SPDR(R) PORTFOLIO EUROPE ETF (SPEU, ETF) and ISHARES MSCI SAUDI ARABIA ETF (KSA, ETF).

5-Year PerformanceSPEU has outperformed KSA, delivering a return of +7.9% compared to +1.5%

SPEU vs KSA - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	SPEU(ETF)	KSA(ETF)
Net Assets	$721M	$722M
Expense Ratio	0.07%	0.75%
Max Drawdown	64.50%	41.80%
Sharpe Ratio	0.81	-0.11
5Y Beta	0.67	0.48
5Y Dividends CAGR	14.39%	15.35%

Net Assets

SPEU

$721M

Winner

KSA

$722M

Expense Ratio

Winner

SPEU

0.07%

KSA

0.75%

Max Drawdown

SPEU

64.50%

Winner

KSA

41.80%

Sharpe Ratio

Winner

SPEU

0.81

KSA

-0.11

5Y Beta

SPEU

0.67

Winner

KSA

0.48

5Y Dividends CAGR

SPEU

14.39%

Winner

KSA

15.35%

SPEU vs KSA - Historical Returns

Returns include dividend reinvestment.

Period	SPEU	KSA
1 month	+0.40%	-2.65%
3 months	+3.22%	+0.51%
6 months	+7.93%	+1.87%
1 year	+16.10%	+0.15%
5 years(CAGR)	+7.85%	+1.52%
10 years(CAGR)	+9.05%	+7.24%
Max(CAGR)	+6.69%	+5.94%

Winner

SPEU

+0.40%

KSA

-2.65%

Winner

SPEU

+3.22%

KSA

+0.51%

Winner

SPEU

+7.93%

KSA

+1.87%

Winner

SPEU

+16.10%

KSA

+0.15%

5Y(CAGR)

Winner

SPEU

+7.85%

KSA

+1.52%

10Y(CAGR)

Winner

SPEU

+9.05%

KSA

+7.24%

Max(CAGR)

Winner

SPEU

+6.69%

KSA

+5.94%

SPEU vs KSA - Annual Returns (2002 - 2026)

Returns include dividend reinvestment.

Year	SPEU	KSA
2026	+3.54%	+1.82%
2025	+36.36%	-8.51%
2024	+3.25%	-1.75%
2023	+18.55%	+12.85%
2022	-16.89%	-7.14%
2021	+15.15%	+33.62%
2020	+5.51%	+1.25%
2019	+26.65%	+7.88%
2018	-14.22%	+13.85%
2017	+23.32%	+5.92%
2016	-0.88%	+10.81%
2015	-3.55%	-5.83%
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 KSA Drawdown Comparison

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

The maximum drawdown for KSA was -40.56%, occurring on Mar 16, 2020. Recovery took 466 trading sessions.

The current SPEU drawdown is -3.29%. The current KSA drawdown is -18.41%.

Rank	SPEU	KSA
#1	-62.46% Oct 31, 2007 - Jan 19, 2018	-40.56% May 3, 2019 - Mar 10, 2021
#2	-36.83% Jan 17, 2020 - Nov 24, 2020	-28.74% Oct 13, 2015 - Jun 21, 2017
#3	-32.71% Nov 3, 2021 - Feb 22, 2024	-28.10% Apr 18, 2022 - Mar 17, 2023
#4	-21.87% Jan 26, 2018 - Dec 16, 2019	-13.77% Jul 20, 2018 - Jan 16, 2019
#5	-20.15% Nov 21, 2002 - May 7, 2003	-10.56% Nov 12, 2021 - Jan 12, 2022
#6	-14.17% Mar 18, 2025 - May 2, 2025	-9.88% Jun 23, 2017 - Jan 12, 2018
#7	-12.63% May 9, 2006 - Sep 1, 2006	-5.79% Jan 26, 2018 - Mar 9, 2018
#8	-12.57% Jul 12, 2007 - Oct 1, 2007	-5.64% Apr 23, 2018 - Jun 1, 2018
#9	-12.09% Feb 25, 2026 - Mar 20, 2026	-5.13% Sep 17, 2015 - Oct 7, 2015
#10	-11.41% Sep 26, 2024 - Mar 3, 2025	-4.87% Apr 28, 2021 - Jun 1, 2021
#11	-10.14% Feb 17, 2004 - Nov 1, 2004	-4.63% Jun 5, 2018 - Jul 20, 2018
#12	-7.95% Feb 26, 2007 - Apr 4, 2007	-3.81% Jun 29, 2021 - Aug 2, 2021
#13	-7.94% Jun 18, 2003 - Oct 3, 2003	-3.35% Feb 7, 2019 - Mar 21, 2019
#14	-6.88% Mar 8, 2005 - Aug 1, 2005	-3.13% Mar 8, 2022 - Mar 24, 2022
#15	-6.73% Oct 21, 2002 - Nov 5, 2002	-3.10% Jan 20, 2022 - Jan 31, 2022

Correlation

Correlation between SPEU and KSA is 0.79 which considered as a strong positive correlation - the stocks tend to move together.

0.79

-101

Dividend Comparison (2003 - 2026)

SPEU vs KSA dividend yield comparison.

Year	SPEU	KSA
2026	0.42%	0.00%
2025	3.46%	2.95%
2024	3.29%	3.44%
2023	2.91%	2.44%
2022	3.08%	1.93%
2021	2.67%	1.58%
2020	2.29%	1.76%
2019	3.19%	2.15%
2018	3.99%	2.51%
2017	2.82%	2.30%
2016	3.66%	3.05%
2015	3.62%	0.04%
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%