MSFO vs. EUFN
MSFO (YieldMax MSFT Option Income Strategy ETF ) and EUFN (iShares MSCI Europe Financials ETF) are both exchange-traded funds - MSFO is a Options Trading fund actively managed by YieldMax, while EUFN is a Financials Equities fund tracking the MSCI Europe Financials Index. MSFO is actively managed, while EUFN is passively managed. Over the past year, MSFO returned -13.71% vs 28.57% for EUFN. At a 0.27 correlation, their price movements are largely independent. MSFO charges 0.99%/yr vs 0.48%/yr for EUFN.
Performance
MSFO vs. EUFN - Performance Comparison
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Returns By Period
In the year-to-date period, MSFO achieves a -16.15% return, which is significantly lower than EUFN's 4.75% return.
MSFO
- 1D
- 0.02%
- 1M
- -5.33%
- YTD
- -16.15%
- 6M
- -15.35%
- 1Y
- -13.71%
- 3Y*
- —
- 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%
MSFO vs. EUFN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
MSFO YieldMax MSFT Option Income Strategy ETF
| -16.15% | 15.69% | 10.34% | 18.74% |
EUFN iShares MSCI Europe Financials ETF | 4.75% | 65.73% | 17.20% | 13.03% |
Correlation
The correlation between MSFO and EUFN is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Aug 25, 2023 | 0.27 |
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Return for Risk
MSFO vs. EUFN — Risk / Return Rank
MSFO
EUFN
MSFO vs. EUFN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for YieldMax MSFT Option Income Strategy ETF (MSFO) 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.
| MSFO | EUFN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.94 | ||
| Sortino ratioReturn per unit of downside risk | -2.67 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.23 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.47 | 1.79 | -2.26 |
| Martin ratioReturn relative to average drawdown | -1.02 | 6.24 | -7.25 |
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Drawdowns
MSFO vs. EUFN - Drawdown Comparison
The maximum MSFO drawdown since its inception was -29.29%, smaller than the maximum EUFN drawdown of -53.25%. Use the drawdown chart below to compare losses from any high point for MSFO and EUFN.
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Drawdown Indicators
| MSFO | EUFN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.29% | -53.25% | +23.96% |
Max Drawdown (1Y)Largest decline over 1 year | -29.29% | -14.77% | -14.52% |
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 DrawdownCurrent decline from peak | -23.17% | -0.10% | -23.07% |
Average DrawdownAverage peak-to-trough decline | -6.69% | -14.53% | +7.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.60% | 4.23% | +9.37% |
Volatility
MSFO vs. EUFN - Volatility Comparison
YieldMax MSFT Option Income Strategy ETF (MSFO) has a higher volatility of 8.81% compared to iShares MSCI Europe Financials ETF (EUFN) at 6.96%. This indicates that MSFO's price experiences larger fluctuations and is considered to be riskier 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
| MSFO | EUFN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.81% | 6.96% | +1.85% |
Volatility (6M)Calculated over the trailing 6-month period | 19.32% | 17.05% | +2.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.81% | 20.17% | +1.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.81% | 21.88% | -2.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.81% | 24.53% | -4.72% |
MSFO vs. EUFN - Expense Ratio Comparison
MSFO has a 0.99% expense ratio, which is higher than EUFN's 0.48% expense ratio.
Dividends
MSFO vs. EUFN - Dividend Comparison
MSFO's dividend yield for the trailing twelve months is around 44.05%, more than EUFN's 3.41% 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% |
MSFO YieldMax MSFT Option Income Strategy ETF
| 44.05% | 33.91% | 35.15% | 6.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MSFO and EUFN have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSFO has higher volatility (8.81%) compared to EUFN (6.96%). In terms of maximum drawdown, MSFO dropped -29.29% vs EUFN's -53.25%.
On 1-year performance, EUFN leads with 28.57% vs -13.71% for MSFO. On fees, EUFN is cheaper at 0.48% per year. On volatility, EUFN has been the lower-risk option at 6.96%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, EUFN has performed better with a 28.57% return vs -13.71%. 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 0.99% for MSFO.
MSFO has the higher dividend yield at 44.05%, compared with 3.41% for EUFN.
MSFO is categorized as Options Trading, while EUFN is Financials Equities. They also come from different issuers: YieldMax and iShares. Their fees differ too: 0.99% for MSFO and 0.48% for EUFN.
EUFN currently has the higher Sharpe Ratio (1.31 vs -0.64), 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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