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EUDV vs. IEUR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EUDV and IEUR is -0.40. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

EUDV vs. IEUR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares MSCI Europe Dividend Growers ETF (EUDV) and iShares Core MSCI Europe ETF (IEUR). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

EUDV:

6.99%

IEUR:

7.03%

Max Drawdown

EUDV:

-1.64%

IEUR:

-0.88%

Current Drawdown

EUDV:

-1.45%

IEUR:

-0.30%

Returns By Period


EUDV

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

IEUR

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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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 Rank

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

EUDV
The Risk-Adjusted Performance Rank of EUDV is 7171
Overall Rank
The Sharpe Ratio Rank of EUDV is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of EUDV is 7474
Sortino Ratio Rank
The Omega Ratio Rank of EUDV is 7272
Omega Ratio Rank
The Calmar Ratio Rank of EUDV is 7979
Calmar Ratio Rank
The Martin Ratio Rank of EUDV is 6262
Martin Ratio Rank

IEUR
The Risk-Adjusted Performance Rank of IEUR is 7272
Overall Rank
The Sharpe Ratio Rank of IEUR is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of IEUR is 7272
Sortino Ratio Rank
The Omega Ratio Rank of IEUR is 7171
Omega Ratio Rank
The Calmar Ratio Rank of IEUR is 8181
Calmar Ratio Rank
The Martin Ratio Rank of IEUR is 6868
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.

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.



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Dividends

EUDV vs. IEUR - Dividend Comparison

EUDV's dividend yield for the trailing twelve months is around 1.80%, less than IEUR's 3.01% yield.


TTM20242023202220212020201920182017201620152014
EUDV
ProShares MSCI Europe Dividend Growers ETF
1.80%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IEUR
iShares Core MSCI Europe ETF
3.01%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EUDV vs. IEUR - Drawdown Comparison

The maximum EUDV drawdown since its inception was -1.64%, which is greater than IEUR's maximum drawdown of -0.88%. Use the drawdown chart below to compare losses from any high point for EUDV and IEUR. For additional features, visit the drawdowns tool.


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Volatility

EUDV vs. IEUR - Volatility Comparison


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