SPEU vs SKOR

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

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

SPEU vs SKOR - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

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

Net Assets

SPEU

$713M

Winner

SKOR

$715M

Expense Ratio

Winner

SPEU

0.07%

SKOR

0.15%

Max Drawdown

SPEU

64.50%

Winner

SKOR

19.15%

Sharpe Ratio

Winner

SPEU

0.90

SKOR

0.01

5Y Beta

SPEU

0.68

Winner

SKOR

0.06

5Y Dividends CAGR

Winner

SPEU

15.70%

SKOR

7.11%

SPEU vs SKOR - Historical Returns

Returns include dividend reinvestment.

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

Winner

SPEU

+0.62%

SKOR

-0.10%

Winner

SPEU

+3.68%

SKOR

-0.20%

Winner

SPEU

+5.02%

SKOR

+0.23%

Winner

SPEU

+17.64%

SKOR

+3.62%

5Y(CAGR)

Winner

SPEU

+9.08%

SKOR

+1.61%

10Y(CAGR)

Winner

SPEU

+9.68%

SKOR

+2.78%

Max(CAGR)

Winner

SPEU

+6.78%

SKOR

+2.99%

SPEU vs SKOR - Annual Returns (2002 - 2026)

Returns include dividend reinvestment.

Year	SPEU	SKOR
2026	+6.68%	+0.28%
2025	+36.36%	+7.97%
2024	+3.25%	+4.83%
2023	+18.55%	+7.28%
2022	-16.89%	-9.56%
2021	+15.15%	-1.33%
2020	+5.51%	+8.68%
2019	+26.65%	+10.60%
2018	-14.22%	-0.64%
2017	+23.32%	+4.17%
2016	-0.88%	+2.76%
2015	-3.55%	+1.61%
2014	-6.06%	+0.51%
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 SKOR Drawdown Comparison

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

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

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

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

Correlation

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

0.88

-101

Dividend Comparison (2003 - 2026)

SPEU vs SKOR dividend yield comparison.

Year	SPEU	SKOR
2026	2.04%	2.36%
2025	3.46%	4.70%
2024	3.29%	4.90%
2023	2.91%	3.90%
2022	3.08%	2.56%
2021	2.67%	2.55%
2020	2.29%	3.38%
2019	3.19%	3.53%
2018	3.99%	2.85%
2017	2.82%	2.46%
2016	3.66%	2.74%
2015	3.62%	2.25%
2014	5.91%	0.31%
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%