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

Correlation

The correlation between EUDV and PRF is 0.60, 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.


-0.50.00.51.00.6

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.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-1.00%
9.56%
EUDV
PRF

Key characteristics

Sharpe Ratio

EUDV:

0.33

PRF:

2.02

Sortino Ratio

EUDV:

0.54

PRF:

2.78

Omega Ratio

EUDV:

1.06

PRF:

1.37

Calmar Ratio

EUDV:

0.29

PRF:

3.56

Martin Ratio

EUDV:

0.85

PRF:

10.25

Ulcer Index

EUDV:

4.89%

PRF:

2.24%

Daily Std Dev

EUDV:

12.58%

PRF:

11.34%

Max Drawdown

EUDV:

-37.51%

PRF:

-60.35%

Current Drawdown

EUDV:

-8.97%

PRF:

-1.62%

Returns By Period

In the year-to-date period, EUDV achieves a 3.11% return, which is significantly lower than PRF's 4.12% return.


EUDV

YTD

3.11%

1M

3.36%

6M

-0.02%

1Y

5.37%

5Y*

3.13%

10Y*

N/A

PRF

YTD

4.12%

1M

3.95%

6M

8.58%

1Y

21.15%

5Y*

12.62%

10Y*

11.05%

*Annualized

Compare stocks, funds, or ETFs

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


EUDV vs. PRF - Expense Ratio Comparison

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


EUDV
ProShares MSCI Europe Dividend Growers ETF
Expense ratio chart for EUDV: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
Expense ratio chart for PRF: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%

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 1313
Overall Rank
The Sharpe Ratio Rank of EUDV is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of EUDV is 1212
Sortino Ratio Rank
The Omega Ratio Rank of EUDV is 1212
Omega Ratio Rank
The Calmar Ratio Rank of EUDV is 1717
Calmar Ratio Rank
The Martin Ratio Rank of EUDV is 1212
Martin Ratio Rank

PRF
The Risk-Adjusted Performance Rank of PRF is 7878
Overall Rank
The Sharpe Ratio Rank of PRF is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of PRF is 7777
Sortino Ratio Rank
The Omega Ratio Rank of PRF is 7777
Omega Ratio Rank
The Calmar Ratio Rank of PRF is 8585
Calmar Ratio Rank
The Martin Ratio Rank of PRF is 7373
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.


Sharpe ratio
The chart of Sharpe ratio for EUDV, currently valued at 0.47, compared to the broader market0.002.004.000.472.02
The chart of Sortino ratio for EUDV, currently valued at 0.74, compared to the broader market0.005.0010.000.742.78
The chart of Omega ratio for EUDV, currently valued at 1.09, compared to the broader market1.002.003.001.091.37
The chart of Calmar ratio for EUDV, currently valued at 0.42, compared to the broader market0.005.0010.0015.0020.000.423.56
The chart of Martin ratio for EUDV, currently valued at 1.21, compared to the broader market0.0020.0040.0060.0080.00100.001.2110.25
EUDV
PRF

The current EUDV Sharpe Ratio is 0.33, which is lower than the PRF Sharpe Ratio of 2.02. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
0.47
2.02
EUDV
PRF

Dividends

EUDV vs. PRF - Dividend Comparison

EUDV's dividend yield for the trailing twelve months is around 1.86%, more than PRF's 1.71% yield.


TTM20242023202220212020201920182017201620152014
EUDV
ProShares MSCI Europe Dividend Growers ETF
1.86%1.92%1.87%1.77%2.31%1.27%2.20%2.22%2.33%2.53%0.37%0.00%
PRF
Invesco FTSE RAFI US 1000 ETF
1.71%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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-8.97%
-1.62%
EUDV
PRF

Volatility

EUDV vs. PRF - Volatility Comparison

ProShares MSCI Europe Dividend Growers ETF (EUDV) and Invesco FTSE RAFI US 1000 ETF (PRF) have volatilities of 4.43% and 4.58%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%AugustSeptemberOctoberNovemberDecember2025
4.43%
4.58%
EUDV
PRF
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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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