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EFA vs. IS0E.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EFA vs. IS0E.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI EAFE ETF (EFA) and iShares Gold Producers UCITS ETF (IS0E.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EFA is traded in USD, while IS0E.DE is traded in EUR. To make them comparable, the IS0E.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, EFA achieves a 7.13% return, which is significantly higher than IS0E.DE's -1.22% return. Over the past 10 years, EFA has underperformed IS0E.DE with an annualized return of 9.28%, while IS0E.DE has yielded a comparatively higher 14.17% annualized return.


EFA

1D
0.61%
1M
-1.04%
YTD
7.13%
6M
9.67%
1Y
18.74%
3Y*
15.87%
5Y*
8.03%
10Y*
9.28%

IS0E.DE

1D
0.99%
1M
-7.66%
YTD
-1.22%
6M
7.09%
1Y
66.84%
3Y*
41.90%
5Y*
18.65%
10Y*
14.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EFA vs. IS0E.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EFA
iShares MSCI EAFE ETF
7.13%31.55%3.49%18.36%-14.39%11.45%7.60%22.04%-13.82%25.07%
IS0E.DE
iShares Gold Producers UCITS ETF
-1.22%159.19%11.97%9.64%-9.10%-10.69%24.55%41.01%-8.88%7.30%

Correlation

The correlation between EFA and IS0E.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

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

0.39

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

0.38

Correlation (10Y)
Calculated over the trailing 10-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Apr 3, 2012

0.22

The correlation between EFA and IS0E.DE shifts across timeframes, from 0.22 (all time) to 0.40 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

EFA vs. IS0E.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EFA
EFA Risk / Return Rank: 3838
Overall Rank
EFA Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
EFA Sortino Ratio Rank: 3737
Sortino Ratio Rank
EFA Omega Ratio Rank: 3737
Omega Ratio Rank
EFA Calmar Ratio Rank: 3636
Calmar Ratio Rank
EFA Martin Ratio Rank: 4141
Martin Ratio Rank

IS0E.DE
IS0E.DE Risk / Return Rank: 3737
Overall Rank
IS0E.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
IS0E.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
IS0E.DE Omega Ratio Rank: 3737
Omega Ratio Rank
IS0E.DE Calmar Ratio Rank: 4545
Calmar Ratio Rank
IS0E.DE Martin Ratio Rank: 3636
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.

EFA vs. IS0E.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE ETF (EFA) and iShares Gold Producers UCITS ETF (IS0E.DE). 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.


EFAIS0E.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

+0.06

Omega ratioGain probability vs. loss probability

1.23

1.24

-0.01

Calmar ratioReturn relative to maximum drawdown

1.65

2.15

-0.50

Martin ratioReturn relative to average drawdown

6.15

5.42

+0.74

EFA vs. IS0E.DE - Sharpe Ratio Comparison

The current EFA Sharpe Ratio is 1.23, which is comparable to the IS0E.DE Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of EFA and IS0E.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EFAIS0E.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

1.26

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.51

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.41

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.14

+0.17

Drawdowns

EFA vs. IS0E.DE - Drawdown Comparison

The maximum EFA drawdown since its inception was -61.04%, smaller than the maximum IS0E.DE drawdown of -75.35%. Use the drawdown chart below to compare losses from any high point for EFA and IS0E.DE.


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Drawdown Indicators


EFAIS0E.DEDifference

Max Drawdown

Largest peak-to-trough decline

-61.04%

-75.35%

+14.31%

Max Drawdown (1Y)

Largest decline over 1 year

-11.42%

-28.77%

+17.35%

Max Drawdown (3Y)

Largest decline over 3 years

-14.05%

-28.77%

+14.72%

Max Drawdown (5Y)

Largest decline over 5 years

-29.53%

-45.16%

+15.63%

Max Drawdown (10Y)

Largest decline over 10 years

-34.19%

-51.30%

+17.11%

Current Drawdown

Current decline from peak

-2.63%

-24.28%

+21.65%

Average Drawdown

Average peak-to-trough decline

-11.93%

-40.13%

+28.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.05%

11.42%

-8.37%

Volatility

EFA vs. IS0E.DE - Volatility Comparison

The current volatility for iShares MSCI EAFE ETF (EFA) is 4.54%, while iShares Gold Producers UCITS ETF (IS0E.DE) has a volatility of 13.44%. This indicates that EFA experiences smaller price fluctuations and is considered to be less risky than IS0E.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EFAIS0E.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.54%

13.44%

-8.90%

Volatility (6M)

Calculated over the trailing 6-month period

12.82%

34.90%

-22.08%

Volatility (1Y)

Calculated over the trailing 1-year period

15.31%

49.04%

-33.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.52%

36.08%

-19.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.28%

34.40%

-17.12%

EFA vs. IS0E.DE - Expense Ratio Comparison

EFA has a 0.32% expense ratio, which is lower than IS0E.DE's 0.55% expense ratio.


Dividends

EFA vs. IS0E.DE - Dividend Comparison

EFA's dividend yield for the trailing twelve months is around 3.16%, while IS0E.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EFA
iShares MSCI EAFE ETF
3.16%3.38%3.24%2.98%2.69%3.33%2.13%3.10%3.39%2.57%3.07%2.76%
IS0E.DE
iShares Gold Producers UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EFA and IS0E.DE have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EFA is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EFA is cheaper with a 0.32% expense ratio, compared with 0.55% for IS0E.DE.

EFA is categorized as Foreign Large Cap Equities, while IS0E.DE is Precious Metals. EFA tracks MSCI EAFE Index (Net), while IS0E.DE tracks S&P Commodity Producers Gold. Their fees differ too: 0.32% for EFA and 0.55% for IS0E.DE.

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