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EUFN vs. STEW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EUFN vs. STEW

Last updated Jun 14, 2026

EUFN (iShares MSCI Europe Financials ETF) and STEW (SRH Total Return Fund Inc.) are both funds - EUFN is a Financials Equities fund tracking the MSCI Europe Financials Index, while STEW is a Diversified Portfolio fund managed by SRH. Over the past 3 years, EUFN returned 32.04%/yr vs 14.95%/yr for STEW. A 0.60 correlation means they provide meaningful diversification when combined. EUFN charges 0.48%/yr vs 2.28%/yr for STEW.

Performance

EUFN vs. STEW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Europe Financials ETF (EUFN) and SRH Total Return Fund Inc. (STEW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EUFN achieves a 4.75% return, which is significantly higher than STEW's -2.05% return.

EUFN

1D
1.20%
1M
3.43%
YTD
4.75%
6M
9.10%
1Y
28.57%
3Y*
32.04%
5Y*
18.43%
10Y*
13.48%

STEW

1D
0.23%
1M
0.62%
YTD
-2.05%
6M
-0.22%
1Y
7.81%
3Y*
14.95%
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUFN vs. STEW - Yearly Performance Comparison

2026 (YTD)2025202420232022
EUFN
iShares MSCI Europe Financials ETF		4.75%65.73%17.20%26.15%-4.44%
STEW
SRH Total Return Fund Inc.		-2.05%20.28%19.90%13.54%-10.14%

Correlation

The correlation between EUFN and STEW is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.53

Correlation (3Y)
Calculated over the trailing 3-year period

0.53

Correlation (All Time)
Calculated using the full available price history since Apr 4, 2022

0.60

The correlation between EUFN and STEW has been stable across timeframes, ranging from 0.53 to 0.60 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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iShares MSCI Europe Financials ETF

SRH Total Return Fund Inc.

Often compared with EUFN:
EUFN vs. XLFEUFN vs. FDDEUFN vs. SPYEUFN vs. GSIBEUFN vs. EURLEUFN vs. IEUREUFN vs. EIRL
Often compared with STEW:
STEW vs. HEQSTEW vs. ADXSTEW vs. HFROSTEW vs. PMFKXSTEW vs. AAAAXSTEW vs. DMASTEW vs. EIT-UN.TO

Return for Risk

EUFN vs. STEW — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EUFN
EUFN Risk / Return Rank: 4242
Overall Rank
EUFN Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
EUFN Sortino Ratio Rank: 4242
Sortino Ratio Rank
EUFN Omega Ratio Rank: 3939
Omega Ratio Rank
EUFN Calmar Ratio Rank: 4141
Calmar Ratio Rank
EUFN Martin Ratio Rank: 4444
Martin Ratio Rank
STEW
STEW Risk / Return Rank: 1010
Overall Rank
STEW Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
STEW Sortino Ratio Rank: 1010
Sortino Ratio Rank
STEW Omega Ratio Rank: 1010
Omega Ratio Rank
STEW Calmar Ratio Rank: 1010
Calmar Ratio Rank
STEW Martin Ratio Rank: 1010
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. STEW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Financials ETF (EUFN) and SRH Total Return Fund Inc. (STEW). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

EUFNSTEWDifference
Sharpe ratioReturn per unit of total volatility
1.31
0.63

+0.67

Sortino ratioReturn per unit of downside risk
1.92
0.97

+0.95

Omega ratioGain probability vs. loss probability

1.23

1.12

+0.11

Calmar ratioReturn relative to maximum drawdown

1.79

0.73

+1.06

Martin ratioReturn relative to average drawdown

6.24

2.24

+4.00

EUFN vs. STEW - Sharpe Ratio Comparison

The current EUFN Sharpe Ratio is 1.31, which is higher than the STEW Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of EUFN and STEW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

EUFN vs. STEW - Drawdown Comparison

The maximum EUFN drawdown since its inception was -53.25%, which is greater than STEW's maximum drawdown of -25.25%. Use the drawdown chart below to compare losses from any high point for EUFN and STEW.

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Drawdown Indicators

EUFNSTEWDifference

Max Drawdown

Largest peak-to-trough decline

-53.25%

-25.25%

-28.00%

Max Drawdown (1Y)

Largest decline over 1 year

-14.77%

-9.68%

-5.09%

Max Drawdown (3Y)

Largest decline over 3 years

-15.95%

-11.30%

-4.65%

Max Drawdown (5Y)

Largest decline over 5 years

-35.15%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-53.25%

—

—

Current Drawdown

Current decline from peak

-0.10%

-2.29%

+2.19%

Average Drawdown

Average peak-to-trough decline

-14.53%

-5.32%

-9.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.23%

3.14%

+1.09%

Volatility

EUFN vs. STEW - Volatility Comparison

iShares MSCI Europe Financials ETF (EUFN) has a higher volatility of 6.96% compared to SRH Total Return Fund Inc. (STEW) at 2.82%. This indicates that EUFN's price experiences larger fluctuations and is considered to be riskier than STEW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EUFNSTEWDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.96%

2.82%

+4.14%

Volatility (6M)

Calculated over the trailing 6-month period

17.05%

8.28%

+8.77%

Volatility (1Y)

Calculated over the trailing 1-year period

20.17%

11.08%

+9.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.88%

15.44%

+6.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.53%

15.44%

+9.09%

EUFN vs. STEW - Expense Ratio Comparison

EUFN has a 0.48% expense ratio, which is lower than STEW's 2.28% expense ratio.

Dividends

EUFN vs. STEW - Dividend Comparison

EUFN's dividend yield for the trailing twelve months is around 3.41%, less than STEW's 4.11% yield.

PositionTTM20252024202320222021202020192018201720162015
EUFN
iShares MSCI Europe Financials ETF		3.41%3.57%5.36%5.00%4.24%4.15%1.38%4.55%6.48%3.04%4.03%3.65%
STEW
SRH Total Return Fund Inc.		4.11%3.56%3.43%3.60%2.83%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

EUFN and STEW have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EUFN has higher volatility (6.96%) compared to STEW (2.82%). In terms of maximum drawdown, EUFN dropped -53.25% vs STEW's -25.25%.

EUFN currently has the higher Sharpe Ratio (1.31 vs 0.63), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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