See what your fund actually adds
State Street SPDR EURO STOXX 50 ETF FEZ
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | FEZ | Replication |
|---|---|---|
| Annualized growth | 10.2% | 8.3% |
| Annualized volatility | 20.0% | 15.8% |
| Sharpe ratio | 0.59 | 0.58 |
| Maximum drawdown | 33.7% | 27.9% |
| Replication fit (R²) | 0.82 · Tracking error 8.5% | |
Replication portfolio
The published portfolio below is the investable basket used to model FEZ’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| EFG | Intl · Growth | 52.4% |
| EFV | Intl · Value | 33.9% |
| DBEF | Intl · Dev Hedged | 13.7% |