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ProShares MSCI EAFE Dividend Growers ETF (EFAD)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS74347B8393
CUSIP74347B839
IssuerProShares
Inception DateAug 19, 2014
RegionDeveloped Markets (EAFE)
CategoryForeign Large Cap Equities, Dividend
Leveraged1x
Index TrackedMSCI EAFE Dividend Masters Index
Home Pagewww.proshares.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

EFAD features an expense ratio of 0.50%, falling within the medium range.


Expense ratio chart for EFAD: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons: EFAD vs. EPDPX, EFAD vs. EFAV, EFAD vs. IOO, EFAD vs. VOO, EFAD vs. EFA, EFAD vs. TDV, EFAD vs. SPY, EFAD vs. DOL, EFAD vs. SPHY

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ProShares MSCI EAFE Dividend Growers ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
10.59%
14.88%
EFAD (ProShares MSCI EAFE Dividend Growers ETF)
Benchmark (^GSPC)

Returns By Period

ProShares MSCI EAFE Dividend Growers ETF had a return of 7.29% year-to-date (YTD) and 20.70% in the last 12 months. Over the past 10 years, ProShares MSCI EAFE Dividend Growers ETF had an annualized return of 3.52%, while the S&P 500 had an annualized return of 11.99%, indicating that ProShares MSCI EAFE Dividend Growers ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date7.29%21.91%
1 month-0.34%4.70%
6 months9.84%13.50%
1 year20.70%33.69%
5 years (annualized)4.05%14.40%
10 years (annualized)3.52%11.99%

Monthly Returns

The table below presents the monthly returns of EFAD, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.97%1.20%1.22%-4.55%2.55%-0.34%4.76%4.87%1.15%7.29%
20235.92%-3.70%3.90%3.11%-4.07%0.90%2.57%-2.53%-5.20%-2.96%7.51%7.01%11.91%
2022-8.74%-2.76%-0.69%-6.83%-1.03%-6.02%6.27%-6.56%-8.47%3.43%11.28%-1.54%-21.34%
2021-1.20%-1.65%2.86%2.78%2.97%0.57%3.98%1.90%-4.60%2.29%-3.90%2.58%8.41%
2020-1.88%-7.92%-13.53%8.18%5.12%3.39%1.02%5.31%0.73%-4.10%11.54%3.28%8.75%
20196.68%2.43%1.32%1.30%-3.80%5.35%-1.81%-0.98%2.99%4.06%1.45%3.76%24.65%
20183.27%-5.16%0.51%1.59%0.17%-0.33%2.84%-1.28%-0.62%-7.49%-0.23%-5.05%-11.71%
20170.72%2.16%2.68%4.47%4.47%-1.03%1.42%0.35%1.43%1.22%0.68%1.72%22.14%
2016-7.26%0.24%5.34%1.55%-0.81%0.01%2.72%-1.37%-0.69%-7.29%-2.33%2.23%-8.10%
20151.13%6.14%-4.49%5.09%0.48%-4.00%2.14%-6.47%-1.90%5.41%-0.92%-1.23%0.48%
20140.11%-4.27%-0.82%0.42%-3.26%-7.66%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EFAD is 45, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of EFAD is 4545
Combined Rank
The Sharpe Ratio Rank of EFAD is 4848Sharpe Ratio Rank
The Sortino Ratio Rank of EFAD is 5151Sortino Ratio Rank
The Omega Ratio Rank of EFAD is 4747Omega Ratio Rank
The Calmar Ratio Rank of EFAD is 2828Calmar Ratio Rank
The Martin Ratio Rank of EFAD is 5353Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for ProShares MSCI EAFE Dividend Growers ETF (EFAD) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


EFAD
Sharpe ratio
The chart of Sharpe ratio for EFAD, currently valued at 1.63, compared to the broader market0.002.004.006.001.63
Sortino ratio
The chart of Sortino ratio for EFAD, currently valued at 2.38, compared to the broader market-2.000.002.004.006.008.0010.0012.002.38
Omega ratio
The chart of Omega ratio for EFAD, currently valued at 1.29, compared to the broader market1.001.502.002.503.001.29
Calmar ratio
The chart of Calmar ratio for EFAD, currently valued at 0.67, compared to the broader market0.005.0010.0015.000.67
Martin ratio
The chart of Martin ratio for EFAD, currently valued at 9.11, compared to the broader market0.0020.0040.0060.0080.00100.009.11
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.63, compared to the broader market0.002.004.006.002.63
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.52, compared to the broader market-2.000.002.004.006.008.0010.0012.003.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.48, compared to the broader market1.001.502.002.503.001.48
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.32, compared to the broader market0.005.0010.0015.002.32
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 16.07, compared to the broader market0.0020.0040.0060.0080.00100.0016.07

Sharpe Ratio

The current ProShares MSCI EAFE Dividend Growers ETF Sharpe ratio is 1.63. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of ProShares MSCI EAFE Dividend Growers ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50MayJuneJulyAugustSeptemberOctober
1.63
2.63
EFAD (ProShares MSCI EAFE Dividend Growers ETF)
Benchmark (^GSPC)

Dividends

Dividend History

ProShares MSCI EAFE Dividend Growers ETF granted a 2.25% dividend yield in the last twelve months. The annual payout for that period amounted to $0.92 per share.


PeriodTTM2023202220212020201920182017201620152014
Dividend$0.92$0.89$0.62$1.37$0.65$0.83$0.79$0.93$0.93$0.70$0.22

Dividend yield

2.25%2.29%1.76%2.98%1.49%2.05%2.37%2.42%2.88%1.94%0.61%

Monthly Dividends

The table displays the monthly dividend distributions for ProShares MSCI EAFE Dividend Growers ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.02$0.00$0.00$0.48$0.00$0.00$0.15$0.00$0.65
2023$0.00$0.00$0.01$0.00$0.00$0.42$0.00$0.00$0.19$0.00$0.00$0.27$0.89
2022$0.00$0.00$0.00$0.00$0.00$0.40$0.00$0.00$0.13$0.00$0.00$0.09$0.62
2021$0.00$0.00$0.03$0.00$0.00$0.39$0.00$0.00$0.20$0.00$0.00$0.75$1.37
2020$0.00$0.00$0.04$0.00$0.00$0.26$0.00$0.00$0.20$0.00$0.00$0.16$0.65
2019$0.00$0.00$0.10$0.00$0.00$0.36$0.00$0.00$0.22$0.00$0.00$0.16$0.83
2018$0.00$0.00$0.07$0.00$0.00$0.41$0.00$0.00$0.22$0.00$0.00$0.09$0.79
2017$0.00$0.00$0.06$0.00$0.00$0.31$0.00$0.00$0.19$0.00$0.00$0.37$0.93
2016$0.00$0.00$0.12$0.00$0.00$0.38$0.00$0.00$0.25$0.00$0.00$0.19$0.93
2015$0.00$0.00$0.08$0.00$0.00$0.30$0.00$0.00$0.15$0.00$0.00$0.16$0.70
2014$0.09$0.00$0.00$0.14$0.22

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-20.00%-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptemberOctober
-10.89%
0
EFAD (ProShares MSCI EAFE Dividend Growers ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the ProShares MSCI EAFE Dividend Growers ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the ProShares MSCI EAFE Dividend Growers ETF was 35.74%, occurring on Oct 14, 2022. The portfolio has not yet recovered.

The current ProShares MSCI EAFE Dividend Growers ETF drawdown is 10.89%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.74%Sep 7, 2021280Oct 14, 2022
-33.04%Jan 21, 202044Mar 23, 2020161Nov 9, 2020205
-19.72%May 22, 2015377Nov 18, 2016260Dec 1, 2017637
-17.62%Jan 29, 2018229Dec 24, 2018216Nov 1, 2019445
-12.61%Sep 4, 201428Oct 16, 2014129May 13, 2015157

Volatility

Volatility Chart

The current ProShares MSCI EAFE Dividend Growers ETF volatility is 3.61%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%MayJuneJulyAugustSeptemberOctober
3.61%
2.82%
EFAD (ProShares MSCI EAFE Dividend Growers ETF)
Benchmark (^GSPC)