NYSEArca - Delayed Quote USD

SPDR EURO STOXX 50 ETF (FEZ)

51.67 +0.55 (+1.08%)
At close: April 26 at 4:00 PM EDT
51.40 -0.27 (-0.52%)
After hours: April 26 at 4:08 PM EDT

ETF Summary

The fund employs a sampling strategy, which means that the fund is not required to purchase all of the securities represented in the index. It generally invests substantially all, but at least 80%, of its total assets in the securities comprising the index. The index is a market capitalization weighted index designed to represent the performance of some of the largest companies across components of the 20 EURO STOXX Supersector Indexes. The EURO STOXX Supersector Indexes are subsets of the EURO STOXX Index.

Risk Overview

Performance & Risk

YTD Return 8.28%
5y Average Return 9.36%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.23
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
FEZCategory AverageFEZCategory AverageFEZCategory Average
Alpha 7.35 3.39 4.08 1.98 0.82 0.57
BETA 1.23 1.08 1.23 1.08 1.18 1.07
Mean Annual Return 0.89 0.55 1.05 0.81 0.57 0.51
R-squared 89.36 83.08 89.36 85.46 85.37 83.14
Standard Deviation 21.4 19.32 22.88 20.46 19.2 17.63
Sharpe Ratio 0.36 0.22 0.46 0.38 0.28 0.27
Treynor Ratio 4.71 2.38 6.81 5.46 3.07 3.15

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