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EIRL vs. OEUR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EIRL and OEUR is 0.70, 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.


-0.50.00.51.00.7

Performance

EIRL vs. OEUR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Ireland ETF (EIRL) and OShares Europe Quality Dividend ETF (OEUR). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%AugustSeptemberOctoberNovemberDecember2025
-16.37%
-5.49%
EIRL
OEUR

Key characteristics

Sharpe Ratio

EIRL:

0.08

OEUR:

0.52

Sortino Ratio

EIRL:

0.23

OEUR:

0.81

Omega Ratio

EIRL:

1.03

OEUR:

1.09

Calmar Ratio

EIRL:

0.07

OEUR:

0.52

Martin Ratio

EIRL:

0.18

OEUR:

1.25

Ulcer Index

EIRL:

7.44%

OEUR:

5.32%

Daily Std Dev

EIRL:

16.00%

OEUR:

12.82%

Max Drawdown

EIRL:

-46.48%

OEUR:

-33.01%

Current Drawdown

EIRL:

-17.86%

OEUR:

-10.35%

Returns By Period

In the year-to-date period, EIRL achieves a -2.74% return, which is significantly lower than OEUR's 2.61% return.


EIRL

YTD

-2.74%

1M

-2.26%

6M

-16.37%

1Y

-4.39%

5Y*

5.85%

10Y*

6.70%

OEUR

YTD

2.61%

1M

1.28%

6M

-4.09%

1Y

5.96%

5Y*

5.02%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


EIRL vs. OEUR - Expense Ratio Comparison

EIRL has a 0.49% expense ratio, which is higher than OEUR's 0.48% expense ratio.


EIRL
iShares MSCI Ireland ETF
Expense ratio chart for EIRL: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for OEUR: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%

Risk-Adjusted Performance

EIRL vs. OEUR — Risk-Adjusted Performance Rank

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

EIRL
The Risk-Adjusted Performance Rank of EIRL is 88
Overall Rank
The Sharpe Ratio Rank of EIRL is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of EIRL is 88
Sortino Ratio Rank
The Omega Ratio Rank of EIRL is 88
Omega Ratio Rank
The Calmar Ratio Rank of EIRL is 99
Calmar Ratio Rank
The Martin Ratio Rank of EIRL is 88
Martin Ratio Rank

OEUR
The Risk-Adjusted Performance Rank of OEUR is 2020
Overall Rank
The Sharpe Ratio Rank of OEUR is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of OEUR is 2020
Sortino Ratio Rank
The Omega Ratio Rank of OEUR is 1818
Omega Ratio Rank
The Calmar Ratio Rank of OEUR is 2626
Calmar Ratio Rank
The Martin Ratio Rank of OEUR is 1616
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EIRL vs. OEUR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Ireland ETF (EIRL) and OShares Europe Quality Dividend ETF (OEUR). 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.


Sharpe ratio
The chart of Sharpe ratio for EIRL, currently valued at 0.08, compared to the broader market0.002.004.000.080.52
The chart of Sortino ratio for EIRL, currently valued at 0.23, compared to the broader market0.005.0010.000.230.81
The chart of Omega ratio for EIRL, currently valued at 1.03, compared to the broader market1.002.003.001.031.09
The chart of Calmar ratio for EIRL, currently valued at 0.07, compared to the broader market0.005.0010.0015.0020.000.070.52
The chart of Martin ratio for EIRL, currently valued at 0.18, compared to the broader market0.0020.0040.0060.0080.00100.000.181.25
EIRL
OEUR

The current EIRL Sharpe Ratio is 0.08, which is lower than the OEUR Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of EIRL and OEUR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
0.08
0.52
EIRL
OEUR

Dividends

EIRL vs. OEUR - Dividend Comparison

EIRL's dividend yield for the trailing twelve months is around 2.64%, less than OEUR's 3.65% yield.


TTM20242023202220212020201920182017201620152014
EIRL
iShares MSCI Ireland ETF
2.64%2.56%1.00%1.13%0.81%0.50%2.11%1.52%1.44%1.34%1.70%2.26%
OEUR
OShares Europe Quality Dividend ETF
3.65%3.74%4.27%2.13%2.01%3.66%3.66%3.78%3.01%2.87%0.64%0.00%

Drawdowns

EIRL vs. OEUR - Drawdown Comparison

The maximum EIRL drawdown since its inception was -46.48%, which is greater than OEUR's maximum drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for EIRL and OEUR. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-17.86%
-10.35%
EIRL
OEUR

Volatility

EIRL vs. OEUR - Volatility Comparison

The current volatility for iShares MSCI Ireland ETF (EIRL) is 3.55%, while OShares Europe Quality Dividend ETF (OEUR) has a volatility of 3.77%. This indicates that EIRL experiences smaller price fluctuations and is considered to be less risky than OEUR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
3.55%
3.77%
EIRL
OEUR
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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