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EUFN vs. DFNL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EUFN vs. DFNL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Europe Financials ETF (EUFN) and Davis Select Financial ETF (DFNL). The values are adjusted to include any dividend payments, if applicable.

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EUFN vs. DFNL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EUFN
iShares MSCI Europe Financials ETF
-6.04%65.73%17.20%26.15%-8.78%19.13%-8.55%20.73%-23.14%24.83%
DFNL
Davis Select Financial ETF
-7.22%28.59%28.56%14.45%-8.45%31.25%-4.97%27.37%-11.59%20.46%

Returns By Period

In the year-to-date period, EUFN achieves a -6.04% return, which is significantly higher than DFNL's -7.22% return.


EUFN

1D
4.25%
1M
-7.58%
YTD
-6.04%
6M
2.94%
1Y
27.35%
3Y*
29.23%
5Y*
17.62%
10Y*
11.63%

DFNL

1D
2.40%
1M
-4.60%
YTD
-7.22%
6M
0.50%
1Y
15.69%
3Y*
22.32%
5Y*
12.10%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EUFN vs. DFNL - Expense Ratio Comparison

EUFN has a 0.48% expense ratio, which is lower than DFNL's 0.64% expense ratio.


Return for Risk

EUFN vs. DFNL — Risk / Return Rank

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

EUFN
EUFN Risk / Return Rank: 7070
Overall Rank
EUFN Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
EUFN Sortino Ratio Rank: 7272
Sortino Ratio Rank
EUFN Omega Ratio Rank: 6969
Omega Ratio Rank
EUFN Calmar Ratio Rank: 7171
Calmar Ratio Rank
EUFN Martin Ratio Rank: 6565
Martin Ratio Rank

DFNL
DFNL Risk / Return Rank: 4545
Overall Rank
DFNL Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
DFNL Sortino Ratio Rank: 4444
Sortino Ratio Rank
DFNL Omega Ratio Rank: 4646
Omega Ratio Rank
DFNL Calmar Ratio Rank: 4848
Calmar Ratio Rank
DFNL Martin Ratio Rank: 4242
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.

EUFN vs. DFNL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Financials ETF (EUFN) and Davis Select Financial ETF (DFNL). 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.


EUFNDFNLDifference

Sharpe ratio

Return per unit of total volatility

1.24

0.83

+0.41

Sortino ratio

Return per unit of downside risk

1.76

1.20

+0.56

Omega ratio

Gain probability vs. loss probability

1.24

1.18

+0.07

Calmar ratio

Return relative to maximum drawdown

1.74

1.22

+0.53

Martin ratio

Return relative to average drawdown

6.10

3.93

+2.17

EUFN vs. DFNL - Sharpe Ratio Comparison

The current EUFN Sharpe Ratio is 1.24, which is higher than the DFNL Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of EUFN and DFNL, 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


EUFNDFNLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

0.83

+0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

0.63

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.51

-0.26

Correlation

The correlation between EUFN and DFNL is 0.74, 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.


Dividends

EUFN vs. DFNL - Dividend Comparison

EUFN's dividend yield for the trailing twelve months is around 3.80%, more than DFNL's 1.47% yield.


TTM20252024202320222021202020192018201720162015
EUFN
iShares MSCI Europe Financials ETF
3.80%3.57%5.36%5.00%4.24%4.15%1.38%4.55%6.48%3.04%4.03%3.65%
DFNL
Davis Select Financial ETF
1.47%1.37%2.19%2.33%3.34%2.45%1.45%2.52%3.12%1.10%0.00%0.00%

Drawdowns

EUFN vs. DFNL - Drawdown Comparison

The maximum EUFN drawdown since its inception was -53.25%, which is greater than DFNL's maximum drawdown of -44.51%. Use the drawdown chart below to compare losses from any high point for EUFN and DFNL.


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Drawdown Indicators


EUFNDFNLDifference

Max Drawdown

Largest peak-to-trough decline

-53.25%

-44.51%

-8.74%

Max Drawdown (1Y)

Largest decline over 1 year

-14.77%

-13.48%

-1.29%

Max Drawdown (5Y)

Largest decline over 5 years

-35.15%

-26.27%

-8.88%

Max Drawdown (10Y)

Largest decline over 10 years

-53.25%

Current Drawdown

Current decline from peak

-10.30%

-9.91%

-0.39%

Average Drawdown

Average peak-to-trough decline

-14.68%

-7.69%

-6.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.22%

4.17%

+0.05%

Volatility

EUFN vs. DFNL - Volatility Comparison

iShares MSCI Europe Financials ETF (EUFN) has a higher volatility of 9.84% compared to Davis Select Financial ETF (DFNL) at 4.91%. This indicates that EUFN's price experiences larger fluctuations and is considered to be riskier than DFNL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUFNDFNLDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.84%

4.91%

+4.93%

Volatility (6M)

Calculated over the trailing 6-month period

14.70%

11.16%

+3.54%

Volatility (1Y)

Calculated over the trailing 1-year period

22.21%

19.02%

+3.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.57%

19.33%

+2.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.53%

22.74%

+1.79%