EUDV vs. IEUR
Compare and contrast key facts about ProShares MSCI Europe Dividend Growers ETF (EUDV) and iShares Core MSCI Europe ETF (IEUR).
EUDV and IEUR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EUDV is a passively managed fund by ProShares that tracks the performance of the MSCI Europe Dividend Masters Index. It was launched on Sep 9, 2015. IEUR is a passively managed fund by iShares that tracks the performance of the MSCI Europe Investable Market Index. It was launched on Jun 10, 2014. Both EUDV and IEUR are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EUDV or IEUR.
Key characteristics
| EUDV | IEUR | |
|---|---|---|
| YTD Return | 3.53% | 3.10% |
| 1Y Return | 16.79% | 14.54% |
| 3Y Return (Ann) | -2.22% | 0.92% |
| 5Y Return (Ann) | 4.69% | 6.10% |
| Sharpe Ratio | 1.38 | 1.10 |
| Sortino Ratio | 1.98 | 1.59 |
| Omega Ratio | 1.24 | 1.19 |
| Calmar Ratio | 0.80 | 1.35 |
| Martin Ratio | 7.17 | 5.63 |
| Ulcer Index | 2.47% | 2.64% |
| Daily Std Dev | 12.90% | 13.48% |
| Max Drawdown | -37.51% | -36.96% |
| Current Drawdown | -8.64% | -9.62% |
Correlation
The correlation between EUDV and IEUR is 0.81, 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
EUDV vs. IEUR - Performance Comparison
In the year-to-date period, EUDV achieves a 3.53% return, which is significantly higher than IEUR's 3.10% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EUDV vs. IEUR - Expense Ratio Comparison
EUDV has a 0.55% expense ratio, which is higher than IEUR's 0.09% expense ratio.
Risk-Adjusted Performance
EUDV vs. IEUR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares MSCI Europe Dividend Growers ETF (EUDV) and iShares Core MSCI Europe ETF (IEUR). 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.
Dividends
EUDV vs. IEUR - Dividend Comparison
EUDV's dividend yield for the trailing twelve months is around 1.86%, less than IEUR's 3.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
EUDV ProShares MSCI Europe Dividend Growers ETF | 1.86% | 1.87% | 1.77% | 2.31% | 1.27% | 2.20% | 2.22% | 2.33% | 2.53% | 0.37% | 0.00% |
IEUR iShares Core MSCI Europe ETF | 3.17% | 3.17% | 3.05% | 2.87% | 2.13% | 3.26% | 3.76% | 2.64% | 3.19% | 2.79% | 0.64% |
Drawdowns
EUDV vs. IEUR - Drawdown Comparison
The maximum EUDV drawdown since its inception was -37.51%, roughly equal to the maximum IEUR drawdown of -36.96%. Use the drawdown chart below to compare losses from any high point for EUDV and IEUR. For additional features, visit the drawdowns tool.
Volatility
EUDV vs. IEUR - Volatility Comparison
The current volatility for ProShares MSCI Europe Dividend Growers ETF (EUDV) is 3.74%, while iShares Core MSCI Europe ETF (IEUR) has a volatility of 4.64%. This indicates that EUDV experiences smaller price fluctuations and is considered to be less risky than IEUR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.