EFA vs. EFAD
Compare and contrast key facts about iShares MSCI EAFE ETF (EFA) and ProShares MSCI EAFE Dividend Growers ETF (EFAD).
EFA and EFAD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EFA is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Index. It was launched on Aug 14, 2001. EFAD is a passively managed fund by ProShares that tracks the performance of the MSCI EAFE Dividend Masters Index. It was launched on Aug 19, 2014. Both EFA and EFAD are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
EFA vs. EFAD - Performance Comparison
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EFA vs. EFAD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EFA iShares MSCI EAFE ETF | 1.15% | 31.55% | 3.49% | 18.36% | -14.39% | 11.45% | 7.60% | 22.04% | -13.82% | 25.07% |
EFAD ProShares MSCI EAFE Dividend Growers ETF | -1.68% | 15.87% | -1.88% | 11.91% | -21.34% | 8.41% | 8.75% | 24.66% | -11.71% | 22.14% |
Returns By Period
In the year-to-date period, EFA achieves a 1.15% return, which is significantly higher than EFAD's -1.68% return. Over the past 10 years, EFA has outperformed EFAD with an annualized return of 8.77%, while EFAD has yielded a comparatively lower 4.00% annualized return.
EFA
- 1D
- 3.25%
- 1M
- -7.83%
- YTD
- 1.15%
- 6M
- 5.91%
- 1Y
- 23.09%
- 3Y*
- 14.36%
- 5Y*
- 8.10%
- 10Y*
- 8.77%
EFAD
- 1D
- 2.61%
- 1M
- -6.98%
- YTD
- -1.68%
- 6M
- -1.50%
- 1Y
- 8.59%
- 3Y*
- 5.68%
- 5Y*
- 1.03%
- 10Y*
- 4.00%
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EFA vs. EFAD - Expense Ratio Comparison
EFA has a 0.32% expense ratio, which is lower than EFAD's 0.50% expense ratio.
Return for Risk
EFA vs. EFAD — Risk / Return Rank
EFA
EFAD
EFA vs. EFAD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE ETF (EFA) and ProShares MSCI EAFE Dividend Growers ETF (EFAD). 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.
| EFA | EFAD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.31 | 0.60 | +0.71 |
Sortino ratioReturn per unit of downside risk | 1.87 | 0.92 | +0.96 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.12 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.93 | 0.78 | +1.15 |
Martin ratioReturn relative to average drawdown | 7.39 | 2.82 | +4.57 |
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
| EFA | EFAD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.31 | 0.60 | +0.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.07 | +0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.26 | +0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.16 | +0.14 |
Correlation
The correlation between EFA and EFAD is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
EFA vs. EFAD - Dividend Comparison
EFA's dividend yield for the trailing twelve months is around 3.34%, more than EFAD's 2.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFA iShares MSCI EAFE ETF | 3.34% | 3.38% | 3.24% | 2.98% | 2.69% | 3.33% | 2.13% | 3.10% | 3.39% | 2.57% | 3.07% | 2.76% |
EFAD ProShares MSCI EAFE Dividend Growers ETF | 2.93% | 2.83% | 2.64% | 2.29% | 1.76% | 2.98% | 1.49% | 2.05% | 2.37% | 2.42% | 2.88% | 1.94% |
Drawdowns
EFA vs. EFAD - Drawdown Comparison
The maximum EFA drawdown since its inception was -61.04%, which is greater than EFAD's maximum drawdown of -35.74%. Use the drawdown chart below to compare losses from any high point for EFA and EFAD.
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Drawdown Indicators
| EFA | EFAD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.04% | -35.74% | -25.30% |
Max Drawdown (1Y)Largest decline over 1 year | -11.42% | -10.18% | -1.24% |
Max Drawdown (5Y)Largest decline over 5 years | -29.53% | -35.74% | +6.21% |
Max Drawdown (10Y)Largest decline over 10 years | -34.19% | -35.74% | +1.55% |
Current DrawdownCurrent decline from peak | -8.07% | -7.16% | -0.91% |
Average DrawdownAverage peak-to-trough decline | -12.00% | -10.42% | -1.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.98% | 2.80% | +0.18% |
Volatility
EFA vs. EFAD - Volatility Comparison
iShares MSCI EAFE ETF (EFA) has a higher volatility of 7.92% compared to ProShares MSCI EAFE Dividend Growers ETF (EFAD) at 6.75%. This indicates that EFA's price experiences larger fluctuations and is considered to be riskier than EFAD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EFA | EFAD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.92% | 6.75% | +1.17% |
Volatility (6M)Calculated over the trailing 6-month period | 11.12% | 9.76% | +1.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.71% | 14.36% | +3.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.31% | 14.27% | +2.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.20% | 15.62% | +1.58% |