PortfoliosLab logoPortfoliosLab logo
EUFN vs. TRUF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUFN vs. TRUF - Performance Comparison

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

Loading charts...

Returns By Period


EUFN

1D
-0.05%
1M
4.57%
6M
12.34%
YTD
15.76%
1Y
37.30%
3Y*
34.07%
5Y*
21.90%
10Y*
14.87%
ALL TIME*
7.77%

TRUF

1D
-0.07%
1M
2.52%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$57.65M$60.11M$50.38M
$20.82K$18.81K$11.26K

EUFN vs. TRUF - Yearly Performance Comparison


Correlation

The correlation between EUFN and TRUF is 0.56, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Apr 2, 2026

0.56

Compare stocks, funds, or ETFs

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


Return for Risk

EUFN vs. TRUF — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

EUFN
EUFN Risk / Return Rank: 7474
Overall Rank
EUFN Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
EUFN Sortino Ratio Rank: 7878
Sortino Ratio Rank
EUFN Omega Ratio Rank: 7272
Omega Ratio Rank
EUFN Calmar Ratio Rank: 7171
Calmar Ratio Rank
EUFN Martin Ratio Rank: 7070
Martin Ratio Rank

TRUF

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

EUFN vs. TRUF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Financials ETF (EUFN) and VanEck Financials TruSector ETF (TRUF). 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.


EUFNTRUFDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.30

Calmar ratioReturn relative to maximum drawdown

2.43

Martin ratioReturn relative to average drawdown

8.55

EUFN vs. TRUF - Sharpe Ratio Comparison


Loading charts...

Drawdowns

EUFN vs. TRUF - Drawdown Comparison

The maximum EUFN drawdown since its inception was -53.25%, which is greater than TRUF's maximum drawdown of -3.24%. Use the drawdown chart below to compare losses from any high point for EUFN and TRUF.


Loading charts...

Drawdown Indicators


EUFNTRUFDifference

Max Drawdown

Largest peak-to-trough decline

-53.25%

-3.24%

-50.01%

Max Drawdown (1Y)

Largest decline over 1 year

-14.77%

Max Drawdown (3Y)

Largest decline over 3 years

-15.95%

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

-0.05%

-1.04%

+0.99%

Average Drawdown

Average peak-to-trough decline

-14.42%

-1.05%

-13.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.20%

Volatility

EUFN vs. TRUF - Volatility Comparison


Loading charts...

Volatility by Period


EUFNTRUFDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.32%

Volatility (6M)

Calculated over the trailing 6-month period

17.74%

Volatility (1Y)

Calculated over the trailing 1-year period

20.39%

13.53%

+6.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.81%

13.53%

+8.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.71%

13.53%

+10.18%

EUFN vs. TRUF - Expense Ratio Comparison

EUFN has a 0.49% expense ratio, which is higher than TRUF's 0.10% expense ratio.


Dividends

EUFN vs. TRUF - Dividend Comparison

EUFN's dividend yield for the trailing twelve months is around 3.96%, more than TRUF's 0.36% yield.


PositionTTM20252024202320222021202020192018201720162015
EUFN
iShares MSCI Europe Financials ETF
3.96%3.57%5.36%5.00%4.24%4.15%1.38%4.55%6.48%3.04%4.03%3.65%
TRUF
VanEck Financials TruSector ETF
0.36%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EUFN and TRUF have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TRUF is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TRUF is cheaper with a 0.10% expense ratio, compared with 0.49% for EUFN.

EUFN has the higher dividend yield at 3.96%, compared with 0.36% for TRUF.

They also come from different issuers: iShares and VanEck. Their fees differ too: 0.49% for EUFN and 0.10% for TRUF.

Portfolio Optimizer

Find the right allocation for EUFN and TRUF

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer