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EUFN vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EUFN and VOO is 0.68, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

EUFN vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Europe Financials ETF (EUFN) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
134.52%
557.08%
EUFN
VOO

Key characteristics

Sharpe Ratio

EUFN:

1.78

VOO:

0.54

Sortino Ratio

EUFN:

2.38

VOO:

0.88

Omega Ratio

EUFN:

1.34

VOO:

1.13

Calmar Ratio

EUFN:

2.41

VOO:

0.55

Martin Ratio

EUFN:

10.85

VOO:

2.27

Ulcer Index

EUFN:

3.54%

VOO:

4.55%

Daily Std Dev

EUFN:

21.55%

VOO:

19.19%

Max Drawdown

EUFN:

-53.26%

VOO:

-33.99%

Current Drawdown

EUFN:

0.00%

VOO:

-9.90%

Returns By Period

In the year-to-date period, EUFN achieves a 27.73% return, which is significantly higher than VOO's -5.74% return. Over the past 10 years, EUFN has underperformed VOO with an annualized return of 6.56%, while VOO has yielded a comparatively higher 12.07% annualized return.


EUFN

YTD

27.73%

1M

2.51%

6M

26.52%

1Y

40.44%

5Y*

24.70%

10Y*

6.56%

VOO

YTD

-5.74%

1M

-3.16%

6M

-4.28%

1Y

10.88%

5Y*

16.04%

10Y*

12.07%

*Annualized

Compare stocks, funds, or ETFs

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


EUFN vs. VOO - Expense Ratio Comparison

EUFN has a 0.48% expense ratio, which is higher than VOO's 0.03% expense ratio.


Expense ratio chart for EUFN: current value is 0.48%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EUFN: 0.48%
Expense ratio chart for VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%

Risk-Adjusted Performance

EUFN vs. VOO — Risk-Adjusted Performance Rank

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

EUFN
The Risk-Adjusted Performance Rank of EUFN is 9393
Overall Rank
The Sharpe Ratio Rank of EUFN is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of EUFN is 9292
Sortino Ratio Rank
The Omega Ratio Rank of EUFN is 9292
Omega Ratio Rank
The Calmar Ratio Rank of EUFN is 9494
Calmar Ratio Rank
The Martin Ratio Rank of EUFN is 9494
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6161
Overall Rank
The Sharpe Ratio Rank of VOO is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6464
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6363
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.

EUFN vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Financials ETF (EUFN) and Vanguard S&P 500 ETF (VOO). 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.


The chart of Sharpe ratio for EUFN, currently valued at 1.78, compared to the broader market-1.000.001.002.003.004.00
EUFN: 1.78
VOO: 0.54
The chart of Sortino ratio for EUFN, currently valued at 2.38, compared to the broader market-2.000.002.004.006.008.00
EUFN: 2.38
VOO: 0.88
The chart of Omega ratio for EUFN, currently valued at 1.34, compared to the broader market0.501.001.502.002.50
EUFN: 1.34
VOO: 1.13
The chart of Calmar ratio for EUFN, currently valued at 2.41, compared to the broader market0.002.004.006.008.0010.0012.00
EUFN: 2.41
VOO: 0.55
The chart of Martin ratio for EUFN, currently valued at 10.85, compared to the broader market0.0020.0040.0060.00
EUFN: 10.85
VOO: 2.27

The current EUFN Sharpe Ratio is 1.78, which is higher than the VOO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of EUFN and VOO, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.78
0.54
EUFN
VOO

Dividends

EUFN vs. VOO - Dividend Comparison

EUFN's dividend yield for the trailing twelve months is around 4.19%, more than VOO's 1.38% yield.


TTM20242023202220212020201920182017201620152014
EUFN
iShares MSCI Europe Financials ETF
4.19%5.36%5.00%4.23%4.15%1.38%4.55%6.48%3.04%4.03%3.65%3.35%
VOO
Vanguard S&P 500 ETF
1.38%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

EUFN vs. VOO - Drawdown Comparison

The maximum EUFN drawdown since its inception was -53.26%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for EUFN and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril0
-9.90%
EUFN
VOO

Volatility

EUFN vs. VOO - Volatility Comparison

iShares MSCI Europe Financials ETF (EUFN) and Vanguard S&P 500 ETF (VOO) have volatilities of 14.14% and 13.96%, 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%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.14%
13.96%
EUFN
VOO