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OShares Europe Quality Dividend ETF (OEUR)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS67110P5061
CUSIP67110P506
IssuerO'Shares Investments
Inception DateAug 19, 2015
RegionDeveloped Europe (Broad)
CategoryEurope Equities, Dividend
Leveraged1x
Index TrackedOEUR-US - O'Shares Europe Quality Dividend Index
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

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


Expense ratio chart for OEUR: 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: OEUR vs. EIRL, OEUR vs. SPY, OEUR vs. IHDG, OEUR vs. DGRW, OEUR vs. SCHD, OEUR vs. HEDJ, OEUR vs. URTH, OEUR vs. LVHI

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in OShares Europe Quality Dividend 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
2.45%
10.27%
OEUR (OShares Europe Quality Dividend ETF)
Benchmark (^GSPC)

Returns By Period

OShares Europe Quality Dividend ETF had a return of 7.46% year-to-date (YTD) and 20.75% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date7.46%19.77%
1 month-3.19%-0.67%
6 months2.45%10.27%
1 year20.75%31.07%
5 years (annualized)6.94%13.22%
10 years (annualized)N/A10.92%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.48%4.09%1.93%-3.46%5.27%-0.55%0.87%4.54%0.29%-6.12%7.46%
20238.91%-2.12%7.28%4.57%-3.29%4.01%0.61%-3.79%-4.91%-2.44%9.59%5.79%25.25%
2022-7.84%-4.37%-0.16%-5.01%0.11%-7.26%6.32%-8.46%-8.62%7.75%13.91%-3.21%-18.01%
2021-0.53%-0.75%4.43%5.06%5.53%0.35%4.18%1.17%-7.10%4.80%-2.70%6.18%21.62%
2020-1.19%-8.83%-12.98%4.87%4.78%3.06%3.43%4.19%-1.66%-6.99%10.90%3.38%0.32%
20195.79%2.71%1.64%1.67%-4.05%6.08%-2.62%0.30%1.96%3.02%1.03%3.60%22.72%
20184.04%-7.06%0.21%1.39%-2.61%-0.35%4.06%-1.97%-0.44%-5.46%1.05%-4.85%-11.98%
20171.64%1.61%4.78%3.22%6.10%-1.85%0.96%0.35%1.36%-0.38%0.97%1.09%21.46%
2016-1.83%-3.06%6.56%2.38%-0.98%0.45%1.17%-0.51%-0.67%-6.21%-4.81%4.94%-3.26%
2015-4.91%-4.84%8.00%-1.84%-3.73%-7.65%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of OEUR is 53, 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 OEUR is 5353
Combined Rank
The Sharpe Ratio Rank of OEUR is 5151Sharpe Ratio Rank
The Sortino Ratio Rank of OEUR is 5252Sortino Ratio Rank
The Omega Ratio Rank of OEUR is 4747Omega Ratio Rank
The Calmar Ratio Rank of OEUR is 6565Calmar Ratio Rank
The Martin Ratio Rank of OEUR is 4848Martin 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 OShares Europe Quality Dividend ETF (OEUR) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


OEUR
Sharpe ratio
The chart of Sharpe ratio for OEUR, currently valued at 1.70, compared to the broader market0.002.004.001.70
Sortino ratio
The chart of Sortino ratio for OEUR, currently valued at 2.44, compared to the broader market0.005.0010.002.44
Omega ratio
The chart of Omega ratio for OEUR, currently valued at 1.29, compared to the broader market1.001.502.002.503.003.501.29
Calmar ratio
The chart of Calmar ratio for OEUR, currently valued at 2.17, compared to the broader market0.005.0010.0015.0020.002.17
Martin ratio
The chart of Martin ratio for OEUR, currently valued at 8.17, compared to the broader market0.0020.0040.0060.0080.00100.00120.008.17
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.67, compared to the broader market0.002.004.002.67
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 market1.001.502.002.503.003.501.50
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 OShares Europe Quality Dividend ETF Sharpe ratio is 1.70. 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 OShares Europe Quality Dividend 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
1.70
2.67
OEUR (OShares Europe Quality Dividend ETF)
Benchmark (^GSPC)

Dividends

Dividend History

OShares Europe Quality Dividend ETF provided a 3.65% dividend yield over the last twelve months, with an annual payout of $1.10 per share.


1.00%2.00%3.00%4.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.20201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM202320222021202020192018201720162015
Dividend$1.10$1.21$0.50$0.59$0.91$0.94$0.76$0.77$0.62$0.15

Dividend yield

3.65%4.27%2.13%2.01%3.66%3.66%3.49%3.01%2.87%0.64%

Monthly Dividends

The table displays the monthly dividend distributions for OShares Europe Quality Dividend 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$0.12$0.00$0.00$0.13$0.00$0.00$0.13$0.00$0.00$0.38
2023$0.00$0.00$0.13$0.00$0.00$0.22$0.00$0.00$0.13$0.00$0.00$0.72$1.21
2022$0.00$0.00$0.06$0.07$0.12$0.02$0.02$0.03$0.05$0.04$0.04$0.05$0.50
2021$0.01$0.01$0.02$0.06$0.07$0.06$0.08$0.08$0.08$0.06$0.05$0.01$0.59
2020$0.01$0.02$0.07$0.06$0.09$0.09$0.06$0.03$0.03$0.04$0.02$0.39$0.91
2019$0.02$0.02$0.07$0.11$0.20$0.16$0.07$0.08$0.06$0.03$0.04$0.08$0.94
2018$0.02$0.02$0.04$0.10$0.16$0.15$0.04$0.06$0.04$0.04$0.05$0.03$0.76
2017$0.01$0.00$0.03$0.10$0.12$0.08$0.02$0.01$0.06$0.07$0.07$0.19$0.77
2016$0.00$0.04$0.04$0.05$0.14$0.13$0.05$0.04$0.05$0.03$0.03$0.02$0.62
2015$0.01$0.01$0.02$0.11$0.15

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
-6.77%
-2.59%
OEUR (OShares Europe Quality Dividend ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the OShares Europe Quality Dividend 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 OShares Europe Quality Dividend ETF was 33.01%, occurring on Mar 18, 2020. Recovery took 201 trading sessions.

The current OShares Europe Quality Dividend ETF drawdown is 6.77%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.01%Jan 21, 202041Mar 18, 2020201Jan 4, 2021242
-32.77%Aug 16, 2021282Sep 27, 2022306Dec 14, 2023588
-17.96%Jan 29, 2018229Dec 24, 2018245Dec 13, 2019474
-16.01%Aug 20, 201596Jan 20, 2016314Apr 25, 2017410
-7.2%Sep 27, 202425Oct 31, 2024

Volatility

Volatility Chart

The current OShares Europe Quality Dividend ETF volatility is 3.17%, 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%JuneJulyAugustSeptemberOctoberNovember
3.17%
3.11%
OEUR (OShares Europe Quality Dividend ETF)
Benchmark (^GSPC)