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EFAD vs. EFAV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


EFADEFAV
YTD Return-2.04%0.98%
1Y Return0.71%2.82%
3Y Return (Ann)-3.43%0.52%
5Y Return (Ann)2.45%2.13%
Sharpe Ratio0.110.34
Daily Std Dev11.76%9.70%
Max Drawdown-35.74%-27.56%
Current Drawdown-18.64%-6.11%

Correlation

-0.50.00.51.00.9

The correlation between EFAD and EFAV is 0.88, 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.

Performance

EFAD vs. EFAV - Performance Comparison

In the year-to-date period, EFAD achieves a -2.04% return, which is significantly lower than EFAV's 0.98% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


10.00%20.00%30.00%40.00%December2024FebruaryMarchAprilMay
16.52%
40.30%
EFAD
EFAV

Compare stocks, funds, or ETFs

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


ProShares MSCI EAFE Dividend Growers ETF

iShares Edge MSCI Min Vol EAFE ETF

EFAD vs. EFAV - Expense Ratio Comparison

EFAD has a 0.50% expense ratio, which is higher than EFAV's 0.20% expense ratio.


EFAD
ProShares MSCI EAFE Dividend Growers ETF
Expense ratio chart for EFAD: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for EFAV: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

EFAD vs. EFAV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares MSCI EAFE Dividend Growers ETF (EFAD) and iShares Edge MSCI Min Vol EAFE ETF (EFAV). 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
Sharpe ratio
The chart of Sharpe ratio for EFAD, currently valued at 0.11, compared to the broader market-1.000.001.002.003.004.005.000.11
Sortino ratio
The chart of Sortino ratio for EFAD, currently valued at 0.24, compared to the broader market-2.000.002.004.006.008.000.24
Omega ratio
The chart of Omega ratio for EFAD, currently valued at 1.03, compared to the broader market0.501.001.502.002.501.03
Calmar ratio
The chart of Calmar ratio for EFAD, currently valued at 0.04, compared to the broader market0.002.004.006.008.0010.0012.0014.000.04
Martin ratio
The chart of Martin ratio for EFAD, currently valued at 0.25, compared to the broader market0.0020.0040.0060.0080.000.25
EFAV
Sharpe ratio
The chart of Sharpe ratio for EFAV, currently valued at 0.34, compared to the broader market-1.000.001.002.003.004.005.000.34
Sortino ratio
The chart of Sortino ratio for EFAV, currently valued at 0.57, compared to the broader market-2.000.002.004.006.008.000.57
Omega ratio
The chart of Omega ratio for EFAV, currently valued at 1.06, compared to the broader market0.501.001.502.002.501.06
Calmar ratio
The chart of Calmar ratio for EFAV, currently valued at 0.20, compared to the broader market0.002.004.006.008.0010.0012.0014.000.20
Martin ratio
The chart of Martin ratio for EFAV, currently valued at 0.93, compared to the broader market0.0020.0040.0060.0080.000.93

EFAD vs. EFAV - Sharpe Ratio Comparison

The current EFAD Sharpe Ratio is 0.11, which is lower than the EFAV Sharpe Ratio of 0.34. The chart below compares the 12-month rolling Sharpe Ratio of EFAD and EFAV.


Rolling 12-month Sharpe Ratio0.000.501.001.50December2024FebruaryMarchAprilMay
0.11
0.34
EFAD
EFAV

Dividends

EFAD vs. EFAV - Dividend Comparison

EFAD's dividend yield for the trailing twelve months is around 2.36%, less than EFAV's 3.05% yield.


TTM20232022202120202019201820172016201520142013
EFAD
ProShares MSCI EAFE Dividend Growers ETF
2.36%2.29%1.76%2.98%1.49%2.05%2.37%2.42%2.88%1.94%0.61%0.00%
EFAV
iShares Edge MSCI Min Vol EAFE ETF
3.05%3.08%2.53%2.47%1.33%4.19%3.34%2.45%3.94%2.49%3.57%2.53%

Drawdowns

EFAD vs. EFAV - Drawdown Comparison

The maximum EFAD drawdown since its inception was -35.74%, which is greater than EFAV's maximum drawdown of -27.56%. Use the drawdown chart below to compare losses from any high point for EFAD and EFAV. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%December2024FebruaryMarchAprilMay
-18.64%
-6.11%
EFAD
EFAV

Volatility

EFAD vs. EFAV - Volatility Comparison

ProShares MSCI EAFE Dividend Growers ETF (EFAD) has a higher volatility of 3.81% compared to iShares Edge MSCI Min Vol EAFE ETF (EFAV) at 3.20%. This indicates that EFAD's price experiences larger fluctuations and is considered to be riskier than EFAV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%4.50%December2024FebruaryMarchAprilMay
3.81%
3.20%
EFAD
EFAV