- ISIN
- US74347B8393
- CUSIP
- 74347B839
- Issuer
- ProShares
- Inception Date
- Aug 19, 2014
- Region
- Developed Markets (EAFE)
- Category
- Foreign Large Cap Equities, Dividend
- Leveraged
- 1x (No leverage)
- Index Tracked
- MSCI EAFE Dividend Masters Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $61M
Share Price Chart
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Performance
EFAD Performance Chart
ProShares MSCI EAFE Dividend Growers ETF (EFAD) is up 2.5% since the beginning of the year. EFAD is currently trading at $43 per share. Investors who bought $1,000 worth of EFAD shares 5 years ago would now be looking at an investment worth $1,049.
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Returns By Period
ProShares MSCI EAFE Dividend Growers ETF (EFAD) has returned 2.50% so far this year and 4.54% over the past 12 months. Over the last ten years, EFAD has returned 4.75% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
ProShares MSCI EAFE Dividend Growers ETF
- 1D
- -0.44%
- 1M
- 0.37%
- YTD
- 2.50%
- 6M
- 2.81%
- 1Y
- 4.54%
- 3Y*
- 7.65%
- 5Y*
- 0.97%
- 10Y*
- 4.75%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
EFAD Monthly Returns History
Based on dividend-adjusted daily data since Aug 21, 2014, EFAD's average daily return is +0.02%, while the average monthly return is +0.30%. At this rate, an investment would double in approximately 19.3 years.
Historically, 59% of months were positive and 41% were negative. The best month was Nov 2020 with a return of +11.5%, while the worst month was Mar 2020 at -13.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 6 months.
On a daily basis, EFAD closed higher 52% of trading days. The best single day was Mar 26, 2020 with a return of +7.1%, while the worst single day was Mar 16, 2020 at -11.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.85% | 3.77% | -6.98% | 3.73% | 1.64% | -1.12% | 2.50% | ||||||
| 2025 | 3.46% | 1.02% | 0.38% | 6.03% | 3.00% | 2.37% | -5.06% | 3.24% | 0.60% | -0.88% | 0.85% | 0.22% | 15.87% |
| 2024 | -0.97% | 1.20% | 1.22% | -4.55% | 2.55% | -0.34% | 4.76% | 4.87% | 1.15% | -6.58% | 0.12% | -4.59% | -1.88% |
| 2023 | 5.92% | -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% |
Benchmark Metrics
ProShares MSCI EAFE Dividend Growers ETF has an annualized alpha of -4.87%, beta of 0.69, and R2 of 0.61 versus S&P 500 Index. Calculated based on daily prices since August 21, 2014.
- This ETF participated in 96.68% of S&P 500 Index downside but only 60.25% of its upside - more exposed to losses than it benefited from rallies.
- This ETF had an annualized alpha of -4.87% versus S&P 500 Index - delivering less than market exposure alone would predict.
- Beta of 0.69 indicates this ETF moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- -4.87%
- Beta
- 0.69
- R²
- 0.61
- Upside Capture
- 60.25%
- Downside Capture
- 96.68%
Expense Ratio
EFAD has an expense ratio of 0.50%, placing it in the medium range.
Return for Risk
Risk / Return Rank
EFAD ranks 13 for risk / return — in the bottom 13% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for ProShares MSCI EAFE Dividend Growers ETF (EFAD) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EFAD | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.69 | ||
| Sortino ratioReturn per unit of downside risk | -2.19 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.37 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 0.45 | 2.78 | -2.34 |
| Martin ratioReturn relative to average drawdown | 1.46 | 12.44 | -10.98 |
Dividends
Dividend History
ProShares MSCI EAFE Dividend Growers ETF provided a 2.81% dividend yield over the last twelve months, with an annual payout of $1.20 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.20 | $1.18 | $0.98 | $0.89 | $0.62 | $1.37 | $0.65 | $0.83 | $0.79 | $0.93 | $0.93 | $0.70 |
Dividend yield | 2.81% | 2.83% | 2.64% | 2.29% | 1.76% | 2.98% | 1.49% | 2.05% | 2.37% | 2.42% | 2.88% | 1.94% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.00 | $0.05 | ||||||
| 2025 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.44 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.54 | $1.18 |
| 2024 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.48 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.33 | $0.98 |
| 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 |
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.
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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 3.21%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -35.74%Oct 2022 | 1y 1mo | — | 4y 9moSep 2021 - now |
COVID crash2020 | -33.04%Mar 2020 | 2mo 2d | 7mo 21d | 9mo 23dJan 2020 - Nov 2020 |
2016 correction2016 | -19.72%Nov 2016 | 1y 6mo | 1y 13d | 2y 6moMay 2015 - Dec 2017 |
Rate-hike selloffLate 2018 | -17.62%Dec 2018 | 10mo 29d | 10mo 12d | 1y 9moJan 2018 - Nov 2019 |
2014 correction2014 | -13.90%Oct 2014 | 1mo 26d | 7mo | 8mo 26dAug 2014 - May 2015 |
Drawdown Indicators
| EFAD | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.74% | -56.78% | +21.04% |
Max Drawdown (1Y)Largest decline over 1 year | -10.18% | -9.10% | -1.08% |
Max Drawdown (3Y)Largest decline over 3 years | -13.35% | -18.90% | +5.55% |
Max Drawdown (5Y)Largest decline over 5 years | -35.74% | -25.43% | -10.31% |
Max Drawdown (10Y)Largest decline over 10 years | -35.74% | -33.92% | -1.82% |
Current DrawdownCurrent decline from peak | -3.21% | -1.80% | -1.41% |
Average DrawdownAverage peak-to-trough decline | -10.37% | -10.71% | +0.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 2.03% | +1.09% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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