EFAD vs. DOL

Last updated Apr 1, 2026

Compare and contrast key facts about ProShares MSCI EAFE Dividend Growers ETF (EFAD) and WisdomTree International LargeCap Dividend Fund (DOL).

EFAD and DOL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. DOL is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree International LargeCap Dividend Index. It was launched on Jun 16, 2006. Both EFAD and DOL 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

EFAD vs. DOL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares MSCI EAFE Dividend Growers ETF (EFAD) and WisdomTree International LargeCap Dividend Fund (DOL). The values are adjusted to include any dividend payments, if applicable.

EFAD vs. DOL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
DOL WisdomTree International LargeCap Dividend Fund	3.56%	37.35%	4.08%	16.77%	-6.72%	11.54%	-3.22%	19.47%	-12.93%	22.25%

Returns By Period

In the year-to-date period, EFAD achieves a -1.68% return, which is significantly lower than DOL's 3.56% return. Over the past 10 years, EFAD has underperformed DOL with an annualized return of 4.00%, while DOL has yielded a comparatively higher 8.95% annualized return.

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%

DOL

• 1D: 2.97%
• 1M: -7.99%
• YTD: 3.56%
• 6M: 10.17%
• 1Y: 27.17%
• 3Y*: 17.28%
• 5Y*: 11.42%
• 10Y*: 8.95%

*Multi-year figures are annualized to reflect compound growth (CAGR)

EFAD vs. DOL - Expense Ratio Comparison

EFAD has a 0.50% expense ratio, which is higher than DOL's 0.48% expense ratio.

EFAD

ProShares MSCI EAFE Dividend Growers ETF

DOL

WisdomTree International LargeCap Dividend Fund

Return for Risk

EFAD vs. DOL — Risk / Return Rank

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

EFAD

EFAD Risk / Return Rank: 32
EFAD Sharpe Ratio Rank: 33
EFAD Sortino Ratio Rank: 32
EFAD Omega Ratio Rank: 29
EFAD Calmar Ratio Rank: 31
EFAD Martin Ratio Rank: 32

DOL

DOL Risk / Return Rank: 83
DOL Sharpe Ratio Rank: 84
DOL Sortino Ratio Rank: 83
DOL Omega Ratio Rank: 84
DOL Calmar Ratio Rank: 82
DOL Martin Ratio Rank: 82

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.

EFAD vs. DOL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares MSCI EAFE Dividend Growers ETF (EFAD) and WisdomTree International LargeCap Dividend Fund (DOL). 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.

	EFAD	DOL	Difference
Sharpe ratio Return per unit of total volatility	0.60	1.64	-1.03
Sortino ratio Return per unit of downside risk	0.92	2.19	-1.27
Omega ratio Gain probability vs. loss probability	1.12	1.33	-0.21
Calmar ratio Return relative to maximum drawdown	0.78	2.33	-1.56
Martin ratio Return relative to average drawdown	2.82	8.91	-6.09
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EFAD vs. DOL - Sharpe Ratio Comparison

The current EFAD Sharpe Ratio is 0.60, which is lower than the DOL Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of EFAD and DOL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	EFAD	DOL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.60	1.64	-1.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.07	0.76	-0.68
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.26	0.54	-0.28
Sharpe Ratio (All Time) Calculated using the full available price history	0.16	0.25	-0.09

Correlation

The correlation between EFAD and DOL is 0.86, 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

EFAD vs. DOL - Dividend Comparison

EFAD's dividend yield for the trailing twelve months is around 2.93%, more than DOL's 2.70% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
DOL WisdomTree International LargeCap Dividend Fund	2.70%	2.83%	3.78%	4.02%	4.47%	3.58%	2.82%	3.50%	4.03%	3.17%	3.58%	3.66%

Drawdowns

EFAD vs. DOL - Drawdown Comparison

The maximum EFAD drawdown since its inception was -35.74%, smaller than the maximum DOL drawdown of -60.79%. Use the drawdown chart below to compare losses from any high point for EFAD and DOL.

Drawdown Indicators

	EFAD	DOL	Difference
Max Drawdown Largest peak-to-trough decline	-35.74%	-60.79%	+25.05%
Max Drawdown (1Y) Largest decline over 1 year	-10.18%	-11.33%	+1.15%
Max Drawdown (5Y) Largest decline over 5 years	-35.74%	-24.57%	-11.17%
Max Drawdown (10Y) Largest decline over 10 years	-35.74%	-35.99%	+0.25%
Current Drawdown Current decline from peak	-7.16%	-8.34%	+1.18%
Average Drawdown Average peak-to-trough decline	-10.42%	-13.73%	+3.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.80%	2.97%	-0.17%

Volatility

EFAD vs. DOL - Volatility Comparison

The current volatility for ProShares MSCI EAFE Dividend Growers ETF (EFAD) is 6.75%, while WisdomTree International LargeCap Dividend Fund (DOL) has a volatility of 8.18%. This indicates that EFAD experiences smaller price fluctuations and is considered to be less risky than DOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EFAD	DOL	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.75%	8.18%	-1.43%
Volatility (6M) Calculated over the trailing 6-month period	9.76%	11.25%	-1.49%
Volatility (1Y) Calculated over the trailing 1-year period	14.36%	16.70%	-2.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.27%	15.16%	-0.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.62%	16.64%	-1.02%