AADR vs. EFA
Compare and contrast key facts about AdvisorShares Dorsey Wright ADR ETF (AADR) and iShares MSCI EAFE ETF (EFA).
AADR and EFA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AADR is an actively managed fund by AdvisorShares. It was launched on Jul 20, 2010. EFA is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Index. It was launched on Aug 14, 2001.
Performance
AADR vs. EFA - Performance Comparison
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AADR vs. EFA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AADR AdvisorShares Dorsey Wright ADR ETF | -3.15% | 25.63% | 24.58% | 18.67% | -22.93% | 6.48% | 13.13% | 35.35% | -31.55% | 47.76% |
EFA iShares MSCI EAFE ETF | 2.69% | 31.55% | 3.49% | 18.36% | -14.39% | 11.45% | 7.60% | 22.04% | -13.82% | 25.07% |
Returns By Period
In the year-to-date period, AADR achieves a -3.15% return, which is significantly lower than EFA's 2.69% return. Both investments have delivered pretty close results over the past 10 years, with AADR having a 9.17% annualized return and EFA not far behind at 8.93%.
AADR
- 1D
- 2.27%
- 1M
- -10.59%
- YTD
- -3.15%
- 6M
- -3.82%
- 1Y
- 13.57%
- 3Y*
- 21.61%
- 5Y*
- 7.19%
- 10Y*
- 9.17%
EFA
- 1D
- 1.52%
- 1M
- -4.54%
- YTD
- 2.69%
- 6M
- 6.65%
- 1Y
- 24.78%
- 3Y*
- 14.94%
- 5Y*
- 8.43%
- 10Y*
- 8.93%
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AADR vs. EFA - Expense Ratio Comparison
AADR has a 1.10% expense ratio, which is higher than EFA's 0.32% expense ratio.
Return for Risk
AADR vs. EFA — Risk / Return Rank
AADR
EFA
AADR vs. EFA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Dorsey Wright ADR ETF (AADR) and iShares MSCI EAFE ETF (EFA). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| AADR | EFA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.53 | 1.40 | -0.87 |
Sortino ratioReturn per unit of downside risk | 0.90 | 1.99 | -1.09 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.29 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 0.67 | 2.19 | -1.52 |
Martin ratioReturn relative to average drawdown | 2.46 | 8.30 | -5.84 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AADR | EFA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.53 | 1.40 | -0.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.52 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.52 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.30 | +0.13 |
Correlation
The correlation between AADR and EFA is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
AADR vs. EFA - Dividend Comparison
AADR's dividend yield for the trailing twelve months is around 0.55%, less than EFA's 3.29% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AADR AdvisorShares Dorsey Wright ADR ETF | 0.55% | 0.49% | 1.33% | 0.74% | 3.65% | 0.92% | 0.11% | 0.58% | 0.75% | 0.74% | 0.58% | 0.81% |
EFA iShares MSCI EAFE ETF | 3.29% | 3.38% | 3.24% | 2.98% | 2.69% | 3.33% | 2.13% | 3.10% | 3.39% | 2.57% | 3.07% | 2.76% |
Drawdowns
AADR vs. EFA - Drawdown Comparison
The maximum AADR drawdown since its inception was -45.01%, smaller than the maximum EFA drawdown of -61.04%. Use the drawdown chart below to compare losses from any high point for AADR and EFA.
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Drawdown Indicators
| AADR | EFA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.01% | -61.04% | +16.03% |
Max Drawdown (1Y)Largest decline over 1 year | -19.30% | -11.42% | -7.88% |
Max Drawdown (5Y)Largest decline over 5 years | -34.80% | -29.53% | -5.27% |
Max Drawdown (10Y)Largest decline over 10 years | -45.01% | -34.19% | -10.82% |
Current DrawdownCurrent decline from peak | -13.96% | -6.67% | -7.29% |
Average DrawdownAverage peak-to-trough decline | -9.37% | -12.00% | +2.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.22% | 3.01% | +2.21% |
Volatility
AADR vs. EFA - Volatility Comparison
AdvisorShares Dorsey Wright ADR ETF (AADR) has a higher volatility of 10.04% compared to iShares MSCI EAFE ETF (EFA) at 7.51%. This indicates that AADR's price experiences larger fluctuations and is considered to be riskier than EFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AADR | EFA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.04% | 7.51% | +2.53% |
Volatility (6M)Calculated over the trailing 6-month period | 17.49% | 11.21% | +6.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.50% | 17.74% | +7.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.68% | 16.32% | +5.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.13% | 17.20% | +4.93% |