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ProShares MSCI Europe Dividend Growers ETF (EUDV)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US74347B5407
CUSIP
74347B540
Issuer
ProShares
Inception Date
Sep 9, 2015
Region
Developed Europe (Broad)
Leveraged
1x (No leverage)
Index Tracked
MSCI Europe Dividend Masters Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ProShares MSCI Europe 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.


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S&P 500 Index

Returns By Period

ProShares MSCI Europe Dividend Growers ETF (EUDV) has returned -1.77% so far this year and 5.65% over the past 12 months. Over the last ten years, EUDV has returned 5.15% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


ProShares MSCI Europe Dividend Growers ETF

1D
2.69%
1M
-7.40%
YTD
-1.77%
6M
-2.04%
1Y
5.65%
3Y*
6.66%
5Y*
3.58%
10Y*
5.15%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Sep 11, 2015, EUDV's average daily return is +0.02%, while the average monthly return is +0.47%. At this rate, your investment would double in approximately 12.3 years.

Historically, 57% of months were positive and 43% were negative. The best month was Apr 2020 with a return of +10.2%, while the worst month was Mar 2020 at -15.8%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 4 months.

On a daily basis, EUDV closed higher 50% of trading days. The best single day was Mar 24, 2020 with a return of +7.0%, while the worst single day was Mar 16, 2020 at -11.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.03%3.97%-7.40%-1.77%
20255.04%0.07%0.88%5.30%3.96%1.51%-6.14%2.92%0.48%-1.39%0.28%0.85%14.05%
2024-0.64%1.73%1.97%-4.26%3.83%-0.57%4.73%3.50%1.52%-6.54%-0.18%-4.37%0.03%
20237.68%-1.61%4.96%4.68%-5.03%1.78%3.13%-2.82%-5.62%-3.37%9.63%6.79%20.41%
2022-9.29%-3.34%1.54%-6.31%-3.73%-7.41%6.16%-8.79%-9.32%6.93%9.85%-2.03%-24.87%
2021-1.01%-1.32%2.51%6.43%4.42%1.15%5.61%1.86%-7.14%4.75%-2.82%4.45%19.56%

Benchmark Metrics

ProShares MSCI Europe Dividend Growers ETF has an annualized alpha of -2.83%, beta of 0.68, and R² of 0.48 versus S&P 500 Index. Calculated based on daily prices since September 14, 2015.

  • This ETF participated in 103.14% of S&P 500 Index downside but only 72.16% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.68 may look defensive, but with R² of 0.48 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R² of 0.48 means the benchmark explains less than half of this ETF's behavior — treat beta with caution or consider switching to a more representative benchmark.

Alpha
-2.83%
Beta
0.68
0.48
Upside Capture
72.16%
Downside Capture
103.14%

Expense Ratio

EUDV has an expense ratio of 0.55%, placing it in the medium range.


Return for Risk

Risk / Return Rank

EUDV ranks 21 for risk / return — below 21% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


EUDV Risk / Return Rank: 2121
Overall Rank
EUDV Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
EUDV Sortino Ratio Rank: 2121
Sortino Ratio Rank
EUDV Omega Ratio Rank: 2020
Omega Ratio Rank
EUDV Calmar Ratio Rank: 2222
Calmar Ratio Rank
EUDV Martin Ratio Rank: 2020
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for ProShares MSCI Europe Dividend Growers ETF (EUDV) and compare them to a chosen benchmark (S&P 500 Index).


EUDVBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.36

0.90

-0.53

Sortino ratio

Return per unit of downside risk

0.61

1.39

-0.77

Omega ratio

Gain probability vs. loss probability

1.08

1.21

-0.13

Calmar ratio

Return relative to maximum drawdown

0.45

1.40

-0.95

Martin ratio

Return relative to average drawdown

1.20

6.61

-5.41

Explore EUDV risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

ProShares MSCI Europe Dividend Growers ETF provided a 1.76% dividend yield over the last twelve months, with an annual payout of $0.90 per share. The fund has been increasing its distributions for 3 consecutive years.


0.50%1.00%1.50%2.00%2.50%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.90$0.91$0.89$0.89$0.71$1.26$0.59$0.99$0.81$0.97$0.89$0.15

Dividend yield

1.76%1.74%1.92%1.87%1.77%2.30%1.27%2.20%2.22%2.33%2.53%0.37%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.05$0.05
2025$0.00$0.00$0.06$0.00$0.00$0.52$0.00$0.00$0.14$0.00$0.00$0.19$0.91
2024$0.00$0.00$0.02$0.00$0.00$0.65$0.00$0.00$0.12$0.00$0.00$0.11$0.89
2023$0.00$0.00$0.01$0.00$0.00$0.59$0.00$0.00$0.17$0.00$0.00$0.11$0.89
2022$0.00$0.00$0.01$0.00$0.00$0.53$0.00$0.00$0.11$0.00$0.00$0.07$0.71
2021$0.00$0.00$0.02$0.00$0.00$0.44$0.00$0.00$0.18$0.00$0.00$0.61$1.26

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 Europe 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 Europe Dividend Growers ETF was 37.51%, occurring on Sep 27, 2022. Recovery took 651 trading sessions.

The current ProShares MSCI Europe Dividend Growers ETF drawdown is 7.40%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-37.51%Sep 3, 2021268Sep 27, 2022651May 2, 2025919
-35.83%Jan 21, 202041Mar 18, 2020166Nov 11, 2020207
-17.27%Jan 29, 2018229Dec 24, 2018216Nov 1, 2019445
-17.21%Oct 13, 2015280Nov 18, 2016120May 15, 2017400
-10.63%Mar 2, 202620Mar 27, 2026

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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