EFNL vs. RFEU
Compare and contrast key facts about iShares MSCI Finland ETF (EFNL) and First Trust RiverFront Dynamic Europe ETF (RFEU).
EFNL and RFEU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EFNL is a passively managed fund by iShares that tracks the performance of the MSCI Finland IMI 25/50 Index. It was launched on Jan 25, 2012. RFEU is an actively managed fund by First Trust. It was launched on Apr 14, 2016.
Performance
EFNL vs. RFEU - Performance Comparison
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EFNL vs. RFEU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EFNL iShares MSCI Finland ETF | 4.17% | 53.59% | -5.28% | -0.12% | -17.29% | 10.50% | 20.19% | 13.64% | -6.86% | 23.77% |
RFEU First Trust RiverFront Dynamic Europe ETF | 1.50% | 30.78% | -1.78% | 16.19% | -24.17% | 22.83% | 6.25% | 23.21% | -17.57% | 26.58% |
Returns By Period
In the year-to-date period, EFNL achieves a 4.17% return, which is significantly higher than RFEU's 1.50% return.
EFNL
- 1D
- 1.70%
- 1M
- -1.75%
- YTD
- 4.17%
- 6M
- 16.25%
- 1Y
- 41.22%
- 3Y*
- 13.82%
- 5Y*
- 6.00%
- 10Y*
- 8.79%
RFEU
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 1.50%
- 6M
- 6.95%
- 1Y
- 21.62%
- 3Y*
- 12.42%
- 5Y*
- 6.12%
- 10Y*
- —
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EFNL vs. RFEU - Expense Ratio Comparison
EFNL has a 0.53% expense ratio, which is lower than RFEU's 0.83% expense ratio.
Return for Risk
EFNL vs. RFEU — Risk / Return Rank
EFNL
RFEU
EFNL vs. RFEU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Finland ETF (EFNL) and First Trust RiverFront Dynamic Europe ETF (RFEU). 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.
| EFNL | RFEU | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.32 | 1.61 | +0.71 |
Sortino ratioReturn per unit of downside risk | 3.05 | 2.20 | +0.85 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.39 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 3.75 | 1.80 | +1.96 |
Martin ratioReturn relative to average drawdown | 16.52 | 10.86 | +5.66 |
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
| EFNL | RFEU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.32 | 1.61 | +0.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | 0.37 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.42 | 0.00 |
Correlation
The correlation between EFNL and RFEU is 0.72, 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
EFNL vs. RFEU - Dividend Comparison
EFNL's dividend yield for the trailing twelve months is around 3.26%, more than RFEU's 2.83% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFNL iShares MSCI Finland ETF | 3.26% | 3.40% | 5.05% | 4.31% | 5.94% | 2.29% | 2.94% | 5.70% | 3.83% | 3.30% | 2.40% | 1.57% |
RFEU First Trust RiverFront Dynamic Europe ETF | 2.83% | 2.87% | 5.45% | 3.37% | 4.98% | 1.82% | 2.32% | 3.08% | 2.84% | 1.35% | 3.16% | 0.00% |
Drawdowns
EFNL vs. RFEU - Drawdown Comparison
The maximum EFNL drawdown since its inception was -38.70%, roughly equal to the maximum RFEU drawdown of -39.74%. Use the drawdown chart below to compare losses from any high point for EFNL and RFEU.
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Drawdown Indicators
| EFNL | RFEU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.70% | -39.74% | +1.04% |
Max Drawdown (1Y)Largest decline over 1 year | -10.90% | -11.25% | +0.35% |
Max Drawdown (5Y)Largest decline over 5 years | -38.70% | -35.92% | -2.78% |
Max Drawdown (10Y)Largest decline over 10 years | -38.70% | — | — |
Current DrawdownCurrent decline from peak | -3.13% | -0.11% | -3.02% |
Average DrawdownAverage peak-to-trough decline | -11.05% | -9.79% | -1.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.48% | 2.21% | +0.27% |
Volatility
EFNL vs. RFEU - Volatility Comparison
iShares MSCI Finland ETF (EFNL) has a higher volatility of 6.82% compared to First Trust RiverFront Dynamic Europe ETF (RFEU) at 0.00%. This indicates that EFNL's price experiences larger fluctuations and is considered to be riskier than RFEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EFNL | RFEU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.82% | 0.00% | +6.82% |
Volatility (6M)Calculated over the trailing 6-month period | 12.36% | 5.95% | +6.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.88% | 14.89% | +2.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.41% | 17.01% | +2.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.99% | 17.96% | +2.03% |