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

Correlation

The correlation between EUDV and PRF is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

EUDV vs. PRF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares MSCI Europe Dividend Growers ETF (EUDV) and Invesco FTSE RAFI US 1000 ETF (PRF). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

EUDV:

0.58

PRF:

0.54

Sortino Ratio

EUDV:

1.03

PRF:

0.88

Omega Ratio

EUDV:

1.13

PRF:

1.13

Calmar Ratio

EUDV:

0.73

PRF:

0.59

Martin Ratio

EUDV:

1.75

PRF:

2.26

Ulcer Index

EUDV:

5.78%

PRF:

4.12%

Daily Std Dev

EUDV:

15.44%

PRF:

16.83%

Max Drawdown

EUDV:

-37.51%

PRF:

-60.35%

Current Drawdown

EUDV:

-1.70%

PRF:

-4.10%

Returns By Period

In the year-to-date period, EUDV achieves a 11.70% return, which is significantly higher than PRF's 1.49% return.


EUDV

YTD

11.70%

1M

6.23%

6M

7.93%

1Y

8.84%

5Y*

9.71%

10Y*

N/A

PRF

YTD

1.49%

1M

8.00%

6M

-1.98%

1Y

9.09%

5Y*

17.71%

10Y*

10.34%

*Annualized

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EUDV vs. PRF - Expense Ratio Comparison

EUDV has a 0.55% expense ratio, which is higher than PRF's 0.39% expense ratio.


Risk-Adjusted Performance

EUDV vs. PRF — 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 5858
Overall Rank
The Sharpe Ratio Rank of EUDV is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of EUDV is 6060
Sortino Ratio Rank
The Omega Ratio Rank of EUDV is 5555
Omega Ratio Rank
The Calmar Ratio Rank of EUDV is 6868
Calmar Ratio Rank
The Martin Ratio Rank of EUDV is 4949
Martin Ratio Rank

PRF
The Risk-Adjusted Performance Rank of PRF is 5555
Overall Rank
The Sharpe Ratio Rank of PRF is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of PRF is 5151
Sortino Ratio Rank
The Omega Ratio Rank of PRF is 5555
Omega Ratio Rank
The Calmar Ratio Rank of PRF is 6060
Calmar Ratio Rank
The Martin Ratio Rank of PRF is 5959
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. PRF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares MSCI Europe Dividend Growers ETF (EUDV) and Invesco FTSE RAFI US 1000 ETF (PRF). 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.


The current EUDV Sharpe Ratio is 0.58, which is comparable to the PRF Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of EUDV and PRF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

EUDV vs. PRF - Dividend Comparison

EUDV's dividend yield for the trailing twelve months is around 1.80%, less than PRF's 1.83% yield.


TTM20242023202220212020201920182017201620152014
EUDV
ProShares MSCI Europe Dividend Growers ETF
1.80%1.92%1.87%1.77%2.30%1.27%2.20%2.22%2.33%2.53%0.37%0.00%
PRF
Invesco FTSE RAFI US 1000 ETF
1.83%1.78%1.84%2.01%1.58%1.97%1.99%2.25%1.58%2.17%2.25%1.73%

Drawdowns

EUDV vs. PRF - Drawdown Comparison

The maximum EUDV drawdown since its inception was -37.51%, smaller than the maximum PRF drawdown of -60.35%. Use the drawdown chart below to compare losses from any high point for EUDV and PRF. For additional features, visit the drawdowns tool.


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Volatility

EUDV vs. PRF - Volatility Comparison

The current volatility for ProShares MSCI Europe Dividend Growers ETF (EUDV) is 3.52%, while Invesco FTSE RAFI US 1000 ETF (PRF) has a volatility of 5.05%. This indicates that EUDV experiences smaller price fluctuations and is considered to be less risky than PRF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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