PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
AVDV vs. EUFN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

AVDV vs. EUFN

Last updated Jun 13, 2026

AVDV (Avantis International Small Cap Value ETF) and EUFN (iShares MSCI Europe Financials ETF) are both exchange-traded funds - AVDV is a Foreign Small & Mid Cap Equities fund actively managed by Avantis, while EUFN is a Financials Equities fund tracking the MSCI Europe Financials Index. AVDV is actively managed, while EUFN is passively managed. Over the past 5 years, AVDV returned 13.63%/yr vs 18.43%/yr for EUFN. Their correlation of 0.82 suggests significant overlap in exposure. AVDV charges 0.36%/yr vs 0.48%/yr for EUFN.

Performance

AVDV vs. EUFN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis International Small Cap Value ETF (AVDV) and iShares MSCI Europe Financials ETF (EUFN). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, AVDV achieves a 14.99% return, which is significantly higher than EUFN's 4.75% return.

AVDV

1D
0.89%
1M
-1.99%
YTD
14.99%
6M
17.18%
1Y
41.91%
3Y*
26.72%
5Y*
13.63%
10Y*
—

EUFN

1D
1.20%
1M
3.43%
YTD
4.75%
6M
9.10%
1Y
28.57%
3Y*
32.04%
5Y*
18.43%
10Y*
13.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AVDV vs. EUFN - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
AVDV
Avantis International Small Cap Value ETF		14.99%49.37%8.67%16.85%-11.47%15.80%5.01%11.78%
EUFN
iShares MSCI Europe Financials ETF		4.75%65.73%17.20%26.15%-8.78%19.13%-8.55%12.94%

Correlation

The correlation between AVDV and EUFN is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.74

Correlation (3Y)
Calculated over the trailing 3-year period

0.76

Correlation (5Y)
Calculated over the trailing 5-year period

0.81

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2019

0.82

The correlation between AVDV and EUFN has been stable across timeframes, ranging from 0.74 to 0.82 - a consistent structural relationship.

AVDV vs. EUFN - Sectors Allocation Comparison

Sectors
AVDV
EUFN

Basic Materials

22.5%

-

Industrials

21.3%
0.4%

Consumer Cyclical

14.4%
0.2%

Financial Services

13.7%
97.1%

Energy

10.8%

-

Technology

6.4%
1.0%

Consumer Defensive

3.4%

-

Healthcare

2.1%

-

Communication Services

2.0%

-

Utilities

1.7%

-

Real Estate

1.1%

-

Basic Materials

AVDV
22.5%
EUFN

-

Industrials

AVDV
21.3%
EUFN
0.4%

Consumer Cyclical

AVDV
14.4%
EUFN
0.2%

Financial Services

AVDV
13.7%
EUFN
97.1%

Energy

AVDV
10.8%
EUFN

-

Technology

AVDV
6.4%
EUFN
1.0%

Consumer Defensive

AVDV
3.4%
EUFN

-

Healthcare

AVDV
2.1%
EUFN

-

Communication Services

AVDV
2.0%
EUFN

-

Utilities

AVDV
1.7%
EUFN

-

Real Estate

AVDV
1.1%
EUFN

-

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Avantis International Small Cap Value ETF

iShares MSCI Europe Financials ETF

Often compared with AVDV:
AVDV vs. VXUSAVDV vs. AVDEAVDV vs. VSSAVDV vs. DISVXAVDV vs. AVDVXAVDV vs. ISVLAVDV vs. AVIV
Often compared with EUFN:
EUFN vs. XLFEUFN vs. FDDEUFN vs. SPYEUFN vs. GSIBEUFN vs. EURLEUFN vs. IEUREUFN vs. EIRL

Return for Risk

AVDV vs. EUFN — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
AVDV
AVDV Risk / Return Rank: 8181
Overall Rank
AVDV Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
AVDV Sortino Ratio Rank: 8686
Sortino Ratio Rank
AVDV Omega Ratio Rank: 8686
Omega Ratio Rank
AVDV Calmar Ratio Rank: 7171
Calmar Ratio Rank
AVDV Martin Ratio Rank: 7676
Martin Ratio Rank
EUFN
EUFN Risk / Return Rank: 4242
Overall Rank
EUFN Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
EUFN Sortino Ratio Rank: 4242
Sortino Ratio Rank
EUFN Omega Ratio Rank: 3939
Omega Ratio Rank
EUFN Calmar Ratio Rank: 4141
Calmar Ratio Rank
EUFN Martin Ratio Rank: 4444
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.

AVDV vs. EUFN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis International Small Cap Value ETF (AVDV) and iShares MSCI Europe Financials ETF (EUFN). 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.

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.

AVDVEUFNDifference
Sharpe ratioReturn per unit of total volatility
2.53
1.31

+1.22

Sortino ratioReturn per unit of downside risk
3.36
1.92

+1.44

Omega ratioGain probability vs. loss probability

1.46

1.23

+0.23

Calmar ratioReturn relative to maximum drawdown

3.12

1.79

+1.33

Martin ratioReturn relative to average drawdown

12.44

6.24

+6.21

AVDV vs. EUFN - Sharpe Ratio Comparison

The current AVDV Sharpe Ratio is 2.53, which is higher than the EUFN Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of AVDV and EUFN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Drawdowns

AVDV vs. EUFN - Drawdown Comparison

The maximum AVDV drawdown since its inception was -43.01%, smaller than the maximum EUFN drawdown of -53.25%. Use the drawdown chart below to compare losses from any high point for AVDV and EUFN.

Loading charts...

Drawdown Indicators

AVDVEUFNDifference

Max Drawdown

Largest peak-to-trough decline

-43.01%

-53.25%

+10.24%

Max Drawdown (1Y)

Largest decline over 1 year

-13.19%

-14.77%

+1.58%

Max Drawdown (3Y)

Largest decline over 3 years

-14.17%

-15.95%

+1.78%

Max Drawdown (5Y)

Largest decline over 5 years

-28.08%

-35.15%

+7.07%

Max Drawdown (10Y)

Largest decline over 10 years

—

-53.25%

—

Current Drawdown

Current decline from peak

-2.24%

-0.10%

-2.14%

Average Drawdown

Average peak-to-trough decline

-6.76%

-14.53%

+7.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.30%

4.23%

-0.93%

Volatility

AVDV vs. EUFN - Volatility Comparison

The current volatility for Avantis International Small Cap Value ETF (AVDV) is 6.26%, while iShares MSCI Europe Financials ETF (EUFN) has a volatility of 6.96%. This indicates that AVDV experiences smaller price fluctuations and is considered to be less risky than EUFN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

AVDVEUFNDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.26%

6.96%

-0.70%

Volatility (6M)

Calculated over the trailing 6-month period

13.88%

17.05%

-3.17%

Volatility (1Y)

Calculated over the trailing 1-year period

16.25%

20.17%

-3.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.41%

21.88%

-4.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.77%

24.53%

-4.76%

AVDV vs. EUFN - Expense Ratio Comparison

AVDV has a 0.36% expense ratio, which is lower than EUFN's 0.48% expense ratio.

Dividends

AVDV vs. EUFN - Dividend Comparison

AVDV's dividend yield for the trailing twelve months is around 4.11%, more than EUFN's 3.41% yield.

PositionTTM20252024202320222021202020192018201720162015
AVDV
Avantis International Small Cap Value ETF		4.11%3.05%4.31%3.29%3.17%2.39%1.67%0.36%0.00%0.00%0.00%0.00%
EUFN
iShares MSCI Europe Financials ETF		3.41%3.57%5.36%5.00%4.24%4.15%1.38%4.55%6.48%3.04%4.03%3.65%

Frequently Asked Questions

AVDV and EUFN have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EUFN has higher volatility (6.96%) compared to AVDV (6.26%). In terms of maximum drawdown, AVDV dropped -43.01% vs EUFN's -53.25%.

On 5-year performance, EUFN leads with 18.43% vs 13.63% for AVDV. On fees, AVDV is cheaper at 0.36% per year. On volatility, AVDV has been the lower-risk option at 6.26%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, EUFN has performed better with a 18.43% return vs 13.63%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AVDV is cheaper with a 0.36% expense ratio, compared with 0.48% for EUFN.

AVDV has the higher dividend yield at 4.11%, compared with 3.41% for EUFN.

AVDV is categorized as Foreign Small & Mid Cap Equities, while EUFN is Financials Equities. They also come from different issuers: Avantis and iShares. Their fees differ too: 0.36% for AVDV and 0.48% for EUFN.

AVDV currently has the higher Sharpe Ratio (2.53 vs 1.31), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for AVDV and EUFN

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer