EEA vs. UEPIX
EEA (The European Equity Fund) and UEPIX (ProFunds Europe 30 Fund) are both Europe Equities funds. Over the past 10 years, EEA returned 8.74%/yr vs 9.71%/yr for UEPIX. Their 0.65 correlation means they have sometimes moved together and sometimes differently. EEA charges 0.01%/yr vs 1.78%/yr for UEPIX.
Performance
EEA vs. UEPIX - Performance Comparison
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Returns By Period
In the year-to-date period, EEA achieves a 9.83% return, which is significantly lower than UEPIX's 19.43% return. Over the past 10 years, EEA has underperformed UEPIX with an annualized return of 8.74%, while UEPIX has yielded a comparatively higher 9.71% annualized return.
EEA
- 1D
- 0.54%
- 1M
- 0.24%
- 6M
- 3.03%
- YTD
- 9.83%
- 1Y
- 20.84%
- 3Y*
- 13.72%
- 5Y*
- 7.07%
- 10Y*
- 8.74%
- ALL TIME*
- 5.15%
UEPIX
- 1D
- -0.77%
- 1M
- 0.43%
- 6M
- 10.65%
- YTD
- 19.43%
- 1Y
- 38.89%
- 3Y*
- 19.49%
- 5Y*
- 12.04%
- 10Y*
- 9.71%
- ALL TIME*
- 2.13%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $228.25K | $283.84K | $438.72K | |
| $0.00 | $0.00 | $0.00 |
EEA vs. UEPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EEA The European Equity Fund | 9.83% | 36.10% | -3.53% | 17.24% | -18.97% | 14.19% | 13.54% | 28.55% | -21.00% | 29.01% |
UEPIX ProFunds Europe 30 Fund | 19.43% | 28.46% | 2.60% | 18.54% | -7.83% | 24.46% | -9.97% | 17.87% | -12.48% | 19.92% |
Correlation
The correlation between EEA and UEPIX is 0.63, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.63 |
Correlation (3Y) Balances recent behavior with more history. | 0.63 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.64 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.62 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 1999 | 0.65 |
The correlation between EEA and UEPIX has been stable across timeframes, ranging from 0.62 to 0.65 - a consistent structural relationship.
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Return for Risk
EEA vs. UEPIX — Risk / Return Rank
EEA
UEPIX
EEA vs. UEPIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The European Equity Fund (EEA) and ProFunds Europe 30 Fund (UEPIX). 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.
| EEA | UEPIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.22 | ||
| Sortino ratioReturn per unit of downside risk | -1.53 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.45 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.56 | 5.72 | -4.17 |
| Martin ratioReturn relative to average drawdown | 5.07 | 14.98 | -9.92 |
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Drawdowns
EEA vs. UEPIX - Drawdown Comparison
The maximum EEA drawdown since its inception was -72.28%, roughly equal to the maximum UEPIX drawdown of -76.06%. Use the drawdown chart below to compare losses from any high point for EEA and UEPIX.
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Drawdown Indicators
| EEA | UEPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.28% | -76.06% | +3.78% |
Max Drawdown (1Y)Largest decline over 1 year | -13.45% | -6.74% | -6.71% |
Max Drawdown (3Y)Largest decline over 3 years | -14.10% | -15.84% | +1.74% |
Max Drawdown (5Y)Largest decline over 5 years | -37.51% | -26.62% | -10.89% |
Max Drawdown (10Y)Largest decline over 10 years | -41.54% | -40.51% | -1.03% |
Current DrawdownCurrent decline from peak | -0.54% | -4.85% | +4.31% |
Average DrawdownAverage peak-to-trough decline | -29.69% | -42.95% | +13.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.12% | 2.57% | +1.55% |
Volatility
EEA vs. UEPIX - Volatility Comparison
The European Equity Fund (EEA) has a higher volatility of 4.49% compared to ProFunds Europe 30 Fund (UEPIX) at 3.46%. This indicates that EEA's price experiences larger fluctuations and is considered to be riskier than UEPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EEA | UEPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.49% | 3.46% | +1.03% |
Volatility (6M)Calculated over the trailing 6-month period | 13.19% | 12.73% | +0.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.86% | 15.37% | +0.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.12% | 17.10% | +1.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.40% | 18.43% | +0.97% |
EEA vs. UEPIX - Expense Ratio Comparison
EEA has a 0.01% expense ratio, which is lower than UEPIX's 1.78% expense ratio.
Dividends
EEA vs. UEPIX - Dividend Comparison
EEA's dividend yield for the trailing twelve months is around 8.74%, more than UEPIX's 1.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EEA The European Equity Fund | 8.74% | 7.55% | 2.19% | 1.99% | 11.60% | 14.42% | 1.86% | 5.49% | 0.95% | 0.87% | 0.97% | 2.10% |
UEPIX ProFunds Europe 30 Fund | 1.39% | 1.66% | 0.00% | 1.43% | 1.98% | 0.87% | 2.64% | 0.82% | 12.56% | 0.96% | 3.21% | 11.73% |
Frequently Asked Questions
EEA and UEPIX have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EEA has higher volatility (4.49%) compared to UEPIX (3.46%). In terms of maximum drawdown, EEA dropped -72.28% vs UEPIX's -76.06%.
UEPIX currently has the higher Sharpe Ratio (2.54 vs 1.32), 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.
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