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iShares MSCI Europe Financials ETF (EUFN)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS4642891802
CUSIP464289180
IssueriShares
Inception DateJan 20, 2010
RegionDeveloped Europe (Broad)
CategoryFinancials Equities
Leveraged1x
Index TrackedMSCI Europe Financials Index
Home Pagewww.ishares.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

EUFN features an expense ratio of 0.48%, falling within the medium range.


Expense ratio chart for EUFN: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%

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: EUFN vs. PNQI, EUFN vs. EURL, EUFN vs. EIRL, EUFN vs. SPAX, EUFN vs. FDD, EUFN vs. KCE, EUFN vs. XLF, EUFN vs. VOO, EUFN vs. SPY, EUFN vs. IEUR

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iShares MSCI Europe Financials 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%JuneJulyAugustSeptemberOctoberNovember
9.04%
10.27%
EUFN (iShares MSCI Europe Financials ETF)
Benchmark (^GSPC)

Returns By Period

iShares MSCI Europe Financials ETF had a return of 19.60% year-to-date (YTD) and 35.32% in the last 12 months. Over the past 10 years, iShares MSCI Europe Financials ETF had an annualized return of 4.87%, while the S&P 500 had an annualized return of 10.92%, indicating that iShares MSCI Europe Financials ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date19.60%19.77%
1 month-0.08%-0.67%
6 months9.04%10.27%
1 year35.32%31.07%
5 years (annualized)9.46%13.22%
10 years (annualized)4.87%10.92%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.77%2.96%7.26%-2.15%8.76%-4.49%4.38%3.47%2.40%-2.95%19.60%
202313.29%0.50%-6.31%5.72%-4.96%6.06%4.69%-4.23%-1.66%-3.86%11.11%5.36%26.15%
20223.64%-10.01%1.12%-8.78%5.97%-9.79%0.13%-4.34%-8.49%9.49%14.97%0.53%-8.78%
2021-4.11%11.30%2.94%4.05%5.34%-5.54%0.67%2.11%-2.36%7.29%-8.46%6.26%19.13%
2020-4.82%-8.63%-26.08%4.39%2.83%7.06%1.34%4.99%-9.25%-3.57%27.47%4.28%-8.55%
20196.31%4.27%-3.35%7.76%-8.12%5.00%-4.13%-5.69%7.25%4.54%0.92%5.95%20.73%
20188.67%-5.53%-3.47%1.65%-8.56%-2.01%4.45%-5.73%1.81%-8.93%-0.22%-6.53%-23.14%
20173.85%-2.64%6.00%4.72%2.91%2.75%5.83%-2.37%3.57%-1.41%0.39%0.97%26.94%
2016-11.27%-6.21%5.91%5.19%-0.58%-13.07%3.82%6.26%-0.87%3.44%1.24%6.05%-2.68%
2015-2.68%6.77%0.38%3.35%0.67%-2.10%3.10%-7.51%-5.74%4.68%-2.19%-2.55%-4.70%
2014-3.74%6.08%-0.78%1.57%0.43%-2.78%-2.84%1.56%-3.10%-1.53%1.42%-5.83%-9.65%
20137.14%-5.58%-3.05%8.14%1.81%-6.93%10.41%-2.05%7.32%6.58%0.86%3.13%29.32%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of EUFN is 76, placing it in the top 24% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of EUFN is 7676
Combined Rank
The Sharpe Ratio Rank of EUFN is 7676Sharpe Ratio Rank
The Sortino Ratio Rank of EUFN is 7171Sortino Ratio Rank
The Omega Ratio Rank of EUFN is 6969Omega Ratio Rank
The Calmar Ratio Rank of EUFN is 9191Calmar Ratio Rank
The Martin Ratio Rank of EUFN is 7575Martin 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 iShares MSCI Europe Financials ETF (EUFN) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


EUFN
Sharpe ratio
The chart of Sharpe ratio for EUFN, currently valued at 2.48, compared to the broader market0.002.004.006.002.48
Sortino ratio
The chart of Sortino ratio for EUFN, currently valued at 3.22, compared to the broader market0.005.0010.003.22
Omega ratio
The chart of Omega ratio for EUFN, currently valued at 1.41, compared to the broader market1.001.502.002.503.001.41
Calmar ratio
The chart of Calmar ratio for EUFN, currently valued at 4.51, compared to the broader market0.005.0010.0015.0020.004.51
Martin ratio
The chart of Martin ratio for EUFN, currently valued at 14.94, compared to the broader market0.0020.0040.0060.0080.00100.00120.0014.94
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.67, compared to the broader market0.002.004.006.002.67
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.55, compared to the broader market0.005.0010.003.55
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.50, compared to the broader market1.001.502.002.503.001.50
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.45, compared to the broader market0.005.0010.0015.0020.003.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 17.04, compared to the broader market0.0020.0040.0060.0080.00100.00120.0017.04

Sharpe Ratio

The current iShares MSCI Europe Financials ETF Sharpe ratio is 2.48. 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 iShares MSCI Europe Financials 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.48
2.67
EUFN (iShares MSCI Europe Financials ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares MSCI Europe Financials ETF provided a 4.51% dividend yield over the last twelve months, with an annual payout of $1.09 per share.


1.00%2.00%3.00%4.00%5.00%6.00%$0.00$0.20$0.40$0.60$0.80$1.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.09$1.05$0.74$0.83$0.24$0.89$1.10$0.71$0.76$0.74$0.74$0.40

Dividend yield

4.51%5.00%4.24%4.15%1.38%4.55%6.48%3.04%4.03%3.65%3.35%1.59%

Monthly Dividends

The table displays the monthly dividend distributions for iShares MSCI Europe Financials 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$0.00$0.00$0.00$0.77$0.00$0.00$0.00$0.00$0.00$0.77
2023$0.00$0.00$0.00$0.00$0.00$0.73$0.00$0.00$0.00$0.00$0.00$0.32$1.05
2022$0.00$0.00$0.00$0.00$0.00$0.67$0.00$0.00$0.00$0.00$0.00$0.07$0.74
2021$0.00$0.00$0.00$0.00$0.00$0.42$0.00$0.00$0.00$0.00$0.00$0.41$0.83
2020$0.00$0.00$0.00$0.00$0.00$0.17$0.00$0.00$0.00$0.00$0.00$0.07$0.24
2019$0.00$0.00$0.00$0.00$0.00$0.71$0.00$0.00$0.00$0.00$0.00$0.18$0.89
2018$0.00$0.00$0.00$0.00$0.00$0.82$0.00$0.00$0.00$0.00$0.00$0.28$1.10
2017$0.00$0.00$0.00$0.00$0.00$0.55$0.00$0.00$0.00$0.00$0.00$0.16$0.71
2016$0.00$0.00$0.00$0.00$0.00$0.67$0.00$0.00$0.00$0.00$0.00$0.10$0.76
2015$0.00$0.00$0.00$0.00$0.00$0.58$0.00$0.00$0.00$0.00$0.00$0.16$0.74
2014$0.00$0.00$0.00$0.00$0.00$0.57$0.00$0.00$0.00$0.00$0.00$0.17$0.74
2013$0.27$0.00$0.00$0.00$0.00$0.00$0.13$0.40

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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.04%
-2.59%
EUFN (iShares MSCI Europe Financials ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares MSCI Europe Financials 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 iShares MSCI Europe Financials ETF was 53.25%, occurring on Mar 18, 2020. Recovery took 934 trading sessions.

The current iShares MSCI Europe Financials ETF drawdown is 3.04%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-53.25%Jan 29, 2018538Mar 18, 2020934Dec 1, 20231472
-43.41%May 2, 2011144Nov 25, 2011454Sep 18, 2013598
-39.44%Jun 9, 2014525Jul 7, 2016269Aug 1, 2017794
-27.21%Apr 16, 201029Jun 7, 2010104Nov 4, 2010133
-17.18%Nov 5, 201017Nov 30, 201043Feb 1, 201160

Volatility

Volatility Chart

The current iShares MSCI Europe Financials ETF volatility is 3.08%, 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%7.00%JuneJulyAugustSeptemberOctoberNovember
3.08%
3.11%
EUFN (iShares MSCI Europe Financials ETF)
Benchmark (^GSPC)