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EUDV vs. PRF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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 RAFI US 1000 ETF (PRF). The values are adjusted to include any dividend payments, if applicable.

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EUDV vs. PRF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EUDV
ProShares MSCI Europe Dividend Growers ETF
-1.77%14.05%0.03%20.41%-24.87%19.56%5.81%25.89%-11.12%21.57%
PRF
Invesco RAFI US 1000 ETF
1.70%18.33%16.73%15.72%-7.79%31.12%7.78%27.42%-8.71%16.01%

Returns By Period

In the year-to-date period, EUDV achieves a -1.77% return, which is significantly lower than PRF's 1.70% return. Over the past 10 years, EUDV has underperformed PRF with an annualized return of 5.15%, while PRF has yielded a comparatively higher 12.62% annualized return.


EUDV

1D
2.69%
1M
-7.40%
YTD
-1.77%
6M
-2.04%
1Y
5.65%
3Y*
6.66%
5Y*
3.58%
10Y*
5.15%

PRF

1D
2.15%
1M
-4.01%
YTD
1.70%
6M
5.97%
1Y
19.57%
3Y*
16.95%
5Y*
11.26%
10Y*
12.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EUDV vs. PRF - Expense Ratio Comparison

EUDV has a 0.55% expense ratio, which is higher than PRF's 0.34% expense ratio.


Return for Risk

EUDV vs. PRF — Risk / Return Rank

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

EUDV
EUDV Risk / Return Rank: 2222
Overall Rank
EUDV Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
EUDV Sortino Ratio Rank: 2222
Sortino Ratio Rank
EUDV Omega Ratio Rank: 2121
Omega Ratio Rank
EUDV Calmar Ratio Rank: 2222
Calmar Ratio Rank
EUDV Martin Ratio Rank: 2121
Martin Ratio Rank

PRF
PRF Risk / Return Rank: 7474
Overall Rank
PRF Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
PRF Sortino Ratio Rank: 7272
Sortino Ratio Rank
PRF Omega Ratio Rank: 7575
Omega Ratio Rank
PRF Calmar Ratio Rank: 7070
Calmar Ratio Rank
PRF Martin Ratio Rank: 7979
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EUDV vs. PRF - Risk-Adjusted Trends Comparison

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


EUDVPRFDifference

Sharpe ratio

Return per unit of total volatility

0.36

1.22

-0.86

Sortino ratio

Return per unit of downside risk

0.61

1.75

-1.13

Omega ratio

Gain probability vs. loss probability

1.08

1.27

-0.19

Calmar ratio

Return relative to maximum drawdown

0.45

1.72

-1.26

Martin ratio

Return relative to average drawdown

1.20

8.13

-6.93

EUDV vs. PRF - Sharpe Ratio Comparison

The current EUDV Sharpe Ratio is 0.36, which is lower than the PRF Sharpe Ratio of 1.22. 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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Sharpe Ratios by Period


EUDVPRFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.36

1.22

-0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.74

-0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.72

-0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.45

-0.20

Correlation

The correlation between EUDV and PRF is 0.59, 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.


Dividends

EUDV vs. PRF - Dividend Comparison

EUDV's dividend yield for the trailing twelve months is around 1.76%, more than PRF's 1.56% yield.


TTM20252024202320222021202020192018201720162015
EUDV
ProShares MSCI Europe Dividend Growers ETF
1.76%1.74%1.92%1.87%1.77%2.30%1.27%2.20%2.22%2.33%2.53%0.37%
PRF
Invesco RAFI US 1000 ETF
1.56%1.59%1.78%1.84%2.01%1.58%1.97%1.99%2.25%1.58%2.17%2.25%

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.


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Drawdown Indicators


EUDVPRFDifference

Max Drawdown

Largest peak-to-trough decline

-37.51%

-60.35%

+22.84%

Max Drawdown (1Y)

Largest decline over 1 year

-10.63%

-12.03%

+1.40%

Max Drawdown (5Y)

Largest decline over 5 years

-37.51%

-19.72%

-17.79%

Max Drawdown (10Y)

Largest decline over 10 years

-37.51%

-38.16%

+0.65%

Current Drawdown

Current decline from peak

-7.40%

-4.58%

-2.82%

Average Drawdown

Average peak-to-trough decline

-8.69%

-6.98%

-1.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.01%

2.54%

+1.47%

Volatility

EUDV vs. PRF - Volatility Comparison

ProShares MSCI Europe Dividend Growers ETF (EUDV) has a higher volatility of 6.19% compared to Invesco RAFI US 1000 ETF (PRF) at 4.26%. This indicates that EUDV's price experiences larger fluctuations and is considered to be riskier than PRF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUDVPRFDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.19%

4.26%

+1.93%

Volatility (6M)

Calculated over the trailing 6-month period

9.92%

8.35%

+1.57%

Volatility (1Y)

Calculated over the trailing 1-year period

15.75%

16.14%

-0.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.01%

15.22%

+0.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.34%

17.69%

-0.35%