EUFN vs. UYLD
EUFN (iShares MSCI Europe Financials ETF) and UYLD (Angel Oak Ultrashort Income ETF) are both exchange-traded funds - EUFN is a Financials Equities fund tracking the MSCI Europe Financials Index, while UYLD is a Ultrashort Bond fund actively managed by Angel Oak. EUFN is passively managed, while UYLD is actively managed. Over the past 3 years, EUFN returned 32.04%/yr vs 5.92%/yr for UYLD. At a 0.10 correlation, their price movements are largely independent. EUFN charges 0.48%/yr vs 0.29%/yr for UYLD.
Performance
EUFN vs. UYLD - Performance Comparison
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Returns By Period
In the year-to-date period, EUFN achieves a 4.75% return, which is significantly higher than UYLD's 2.03% 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%
UYLD
- 1D
- 0.05%
- 1M
- 0.65%
- YTD
- 2.03%
- 6M
- 2.39%
- 1Y
- 5.12%
- 3Y*
- 5.92%
- 5Y*
- —
- 10Y*
- —
EUFN vs. UYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
EUFN iShares MSCI Europe Financials ETF | 4.75% | 65.73% | 17.20% | 26.15% | 17.35% |
UYLD Angel Oak Ultrashort Income ETF | 2.03% | 5.36% | 6.10% | 6.90% | 1.09% |
Correlation
The correlation between EUFN and UYLD is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2022 | 0.10 |
Over the past year, EUFN and UYLD have become more correlated (0.32) than their long-term average of 0.10, meaning their price movements have been converging.
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Return for Risk
EUFN vs. UYLD — Risk / Return Rank
EUFN
UYLD
EUFN vs. UYLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Financials ETF (EUFN) and Angel Oak Ultrashort Income ETF (UYLD). 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.
| EUFN | UYLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -6.72 | ||
| Sortino ratioReturn per unit of downside risk | -20.14 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 4.49 | -3.26 |
| Calmar ratioReturn relative to maximum drawdown | 1.79 | 37.30 | -35.52 |
| Martin ratioReturn relative to average drawdown | 6.24 | 226.63 | -220.40 |
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Drawdowns
EUFN vs. UYLD - Drawdown Comparison
The maximum EUFN drawdown since its inception was -53.25%, which is greater than UYLD's maximum drawdown of -0.54%. Use the drawdown chart below to compare losses from any high point for EUFN and UYLD.
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Drawdown Indicators
| EUFN | UYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.25% | -0.54% | -52.71% |
Max Drawdown (1Y)Largest decline over 1 year | -14.77% | -0.14% | -14.63% |
Max Drawdown (3Y)Largest decline over 3 years | -15.95% | -0.54% | -15.41% |
Max Drawdown (5Y)Largest decline over 5 years | -35.15% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -53.25% | — | — |
Current DrawdownCurrent decline from peak | -0.10% | 0.00% | -0.10% |
Average DrawdownAverage peak-to-trough decline | -14.53% | -0.03% | -14.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.23% | 0.02% | +4.21% |
Volatility
EUFN vs. UYLD - Volatility Comparison
iShares MSCI Europe Financials ETF (EUFN) has a higher volatility of 6.96% compared to Angel Oak Ultrashort Income ETF (UYLD) at 0.36%. This indicates that EUFN's price experiences larger fluctuations and is considered to be riskier than UYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EUFN | UYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.96% | 0.36% | +6.60% |
Volatility (6M)Calculated over the trailing 6-month period | 17.05% | 0.50% | +16.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.17% | 0.64% | +19.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.88% | 1.00% | +20.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.53% | 1.00% | +23.53% |
EUFN vs. UYLD - Expense Ratio Comparison
EUFN has a 0.48% expense ratio, which is higher than UYLD's 0.29% expense ratio.
Dividends
EUFN vs. UYLD - Dividend Comparison
EUFN's dividend yield for the trailing twelve months is around 3.41%, less than UYLD's 5.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
UYLD Angel Oak Ultrashort Income ETF | 5.03% | 5.07% | 4.97% | 5.92% | 0.75% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EUFN and UYLD have a correlation of 0.32, 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 UYLD (0.36%). In terms of maximum drawdown, EUFN dropped -53.25% vs UYLD's -0.54%.
On 3-year performance, EUFN leads with 32.04% vs 5.92% for UYLD. On fees, UYLD is cheaper at 0.29% per year. On volatility, UYLD has been the lower-risk option at 0.36%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, EUFN has performed better with a 32.04% return vs 5.92%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
UYLD is cheaper with a 0.29% expense ratio, compared with 0.48% for EUFN.
UYLD has the higher dividend yield at 5.03%, compared with 3.41% for EUFN.
EUFN is categorized as Financials Equities, while UYLD is Ultrashort Bond. They also come from different issuers: iShares and Angel Oak. Their fees differ too: 0.48% for EUFN and 0.29% for UYLD.
UYLD currently has the higher Sharpe Ratio (8.03 vs 1.31), 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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