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MOOD vs. EUFN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

MOOD vs. EUFN

Last updated Jun 13, 2026

MOOD (Relative Sentiment Tactical Allocation ETF) and EUFN (iShares MSCI Europe Financials ETF) are both exchange-traded funds - MOOD is a Tactical Allocation fund actively managed by Relative Sentiment, while EUFN is a Financials Equities fund tracking the MSCI Europe Financials Index. MOOD is actively managed, while EUFN is passively managed. Over the past 3 years, MOOD returned 20.20%/yr vs 32.04%/yr for EUFN. A 0.70 correlation means they provide meaningful diversification when combined. MOOD charges 0.68%/yr vs 0.48%/yr for EUFN.

Performance

MOOD vs. EUFN - Performance Comparison

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

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Returns By Period

In the year-to-date period, MOOD achieves a 14.12% return, which is significantly higher than EUFN's 4.75% return.

MOOD

1D
0.41%
1M
0.95%
YTD
14.12%
6M
15.59%
1Y
34.43%
3Y*
20.20%
5Y*
—
10Y*
—

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MOOD vs. EUFN - Yearly Performance Comparison

2026 (YTD)2025202420232022
MOOD
Relative Sentiment Tactical Allocation ETF		14.12%30.39%12.53%12.56%-3.31%
EUFN
iShares MSCI Europe Financials ETF		4.75%65.73%17.20%26.15%6.96%

Correlation

The correlation between MOOD and EUFN is 0.62, 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

0.62

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

0.64

Correlation (All Time)
Calculated using the full available price history since May 19, 2022

0.70

The correlation between MOOD and EUFN has been stable across timeframes, ranging from 0.62 to 0.70 - a consistent structural relationship.

MOOD vs. EUFN - Sectors Allocation Comparison

Sectors
MOOD
EUFN

Technology

27.6%
1.0%

Financial Services

15.7%
97.1%

Industrials

12.6%
0.4%

Consumer Cyclical

9.5%
0.2%

Healthcare

8.4%

-

Communication Services

7.9%

-

Consumer Defensive

5.1%

-

Basic Materials

4.4%

-

Energy

3.7%

-

Utilities

2.7%

-

Real Estate

2.5%

-

Technology

MOOD
27.6%
EUFN
1.0%

Financial Services

MOOD
15.7%
EUFN
97.1%

Industrials

MOOD
12.6%
EUFN
0.4%

Consumer Cyclical

MOOD
9.5%
EUFN
0.2%

Healthcare

MOOD
8.4%
EUFN

-

Communication Services

MOOD
7.9%
EUFN

-

Consumer Defensive

MOOD
5.1%
EUFN

-

Basic Materials

MOOD
4.4%
EUFN

-

Energy

MOOD
3.7%
EUFN

-

Utilities

MOOD
2.7%
EUFN

-

Real Estate

MOOD
2.5%
EUFN

-

Compare stocks, funds, or ETFs

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Relative Sentiment Tactical Allocation ETF

iShares MSCI Europe Financials ETF

Often compared with MOOD:
MOOD vs. TACKMOOD vs. ASETMOOD vs. COROMOOD vs. HIDEMOOD vs. TBFGMOOD vs. VOOMOOD vs. EQL
Often compared with EUFN:
EUFN vs. XLFEUFN vs. FDDEUFN vs. SPYEUFN vs. GSIBEUFN vs. EURLEUFN vs. IEUREUFN vs. EIRL

Return for Risk

MOOD vs. EUFN — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
MOOD
MOOD Risk / Return Rank: 7777
Overall Rank
MOOD Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
MOOD Sortino Ratio Rank: 7070
Sortino Ratio Rank
MOOD Omega Ratio Rank: 8686
Omega Ratio Rank
MOOD Calmar Ratio Rank: 7777
Calmar Ratio Rank
MOOD Martin Ratio Rank: 6767
Martin Ratio Rank
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
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.

MOOD vs. EUFN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Relative Sentiment Tactical Allocation ETF (MOOD) and iShares MSCI Europe Financials ETF (EUFN). 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.

MOODEUFNDifference
Sharpe ratioReturn per unit of total volatility
2.32
1.31

+1.01

Sortino ratioReturn per unit of downside risk
2.76
1.92

+0.84

Omega ratioGain probability vs. loss probability

1.45

1.23

+0.23

Calmar ratioReturn relative to maximum drawdown

3.46

1.79

+1.67

Martin ratioReturn relative to average drawdown

10.68

6.24

+4.44

MOOD vs. EUFN - Sharpe Ratio Comparison

The current MOOD Sharpe Ratio is 2.32, which is higher than the EUFN Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of MOOD and EUFN, 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

MOOD vs. EUFN - Drawdown Comparison

The maximum MOOD drawdown since its inception was -14.34%, smaller than the maximum EUFN drawdown of -53.25%. Use the drawdown chart below to compare losses from any high point for MOOD and EUFN.

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Drawdown Indicators

MOODEUFNDifference

Max Drawdown

Largest peak-to-trough decline

-14.34%

-53.25%

+38.91%

Max Drawdown (1Y)

Largest decline over 1 year

-9.71%

-14.77%

+5.06%

Max Drawdown (3Y)

Largest decline over 3 years

-9.71%

-15.95%

+6.24%

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

-0.86%

-0.10%

-0.76%

Average Drawdown

Average peak-to-trough decline

-2.32%

-14.53%

+12.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.14%

4.23%

-1.09%

Volatility

MOOD vs. EUFN - Volatility Comparison

The current volatility for Relative Sentiment Tactical Allocation ETF (MOOD) is 4.19%, while iShares MSCI Europe Financials ETF (EUFN) has a volatility of 6.96%. This indicates that MOOD experiences smaller price fluctuations and is considered to be less risky than EUFN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

MOODEUFNDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.19%

6.96%

-2.77%

Volatility (6M)

Calculated over the trailing 6-month period

12.73%

17.05%

-4.32%

Volatility (1Y)

Calculated over the trailing 1-year period

14.49%

20.17%

-5.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.13%

21.88%

-9.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.13%

24.53%

-12.40%

MOOD vs. EUFN - Expense Ratio Comparison

MOOD has a 0.68% expense ratio, which is higher than EUFN's 0.48% expense ratio.

Dividends

MOOD vs. EUFN - Dividend Comparison

MOOD's dividend yield for the trailing twelve months is around 0.35%, less than EUFN's 3.41% 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%
MOOD
Relative Sentiment Tactical Allocation ETF		0.35%0.40%1.33%1.34%1.43%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

MOOD and EUFN have a correlation of 0.62, 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 MOOD (4.19%). In terms of maximum drawdown, MOOD dropped -14.34% vs EUFN's -53.25%.

On 3-year performance, EUFN leads with 32.04% vs 20.20% for MOOD. On fees, EUFN is cheaper at 0.48% per year. On volatility, MOOD has been the lower-risk option at 4.19%. 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 20.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EUFN is cheaper with a 0.48% expense ratio, compared with 0.68% for MOOD.

EUFN has the higher dividend yield at 3.41%, compared with 0.35% for MOOD.

MOOD is categorized as Tactical Allocation, while EUFN is Financials Equities. They also come from different issuers: Relative Sentiment and iShares. Their fees differ too: 0.68% for MOOD and 0.48% for EUFN.

MOOD currently has the higher Sharpe Ratio (2.32 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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