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PBEU vs. EUFN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PBEU vs. EUFN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Portfolio Building Block European Banks Index ETF (PBEU) 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, PBEU achieves a 13.63% return, which is significantly higher than EUFN's 7.49% return.


PBEU

1D
-1.42%
1M
7.22%
YTD
13.63%
6M
14.09%
1Y
3Y*
5Y*
10Y*

EUFN

1D
-1.02%
1M
4.47%
YTD
7.49%
6M
7.23%
1Y
32.41%
3Y*
33.90%
5Y*
19.66%
10Y*
14.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PBEU vs. EUFN - Yearly Performance Comparison


Correlation

The correlation between PBEU and EUFN is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 25, 2025

0.96

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Return for Risk

PBEU vs. EUFN — Risk / Return Rank

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

PBEU

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


EUFN
EUFN Risk / Return Rank: 4747
Overall Rank
EUFN Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
EUFN Sortino Ratio Rank: 4949
Sortino Ratio Rank
EUFN Omega Ratio Rank: 4545
Omega Ratio Rank
EUFN Calmar Ratio Rank: 4646
Calmar Ratio Rank
EUFN Martin Ratio Rank: 4848
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.

PBEU vs. EUFN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Portfolio Building Block European Banks Index ETF (PBEU) 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.


PBEUEUFNDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.28

Calmar ratioReturn relative to maximum drawdown

2.20

Martin ratioReturn relative to average drawdown

7.71

PBEU vs. EUFN - Sharpe Ratio Comparison


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Drawdowns

PBEU vs. EUFN - Drawdown Comparison

The maximum PBEU drawdown since its inception was -17.26%, smaller than the maximum EUFN drawdown of -53.25%. Use the drawdown chart below to compare losses from any high point for PBEU and EUFN.


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Drawdown Indicators


PBEUEUFNDifference

Max Drawdown

Largest peak-to-trough decline

-17.26%

-53.25%

+35.99%

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

-1.42%

-1.02%

-0.40%

Average Drawdown

Average peak-to-trough decline

-3.94%

-14.51%

+10.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.22%

Volatility

PBEU vs. EUFN - Volatility Comparison


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Volatility by Period


PBEUEUFNDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.24%

Volatility (6M)

Calculated over the trailing 6-month period

17.09%

Volatility (1Y)

Calculated over the trailing 1-year period

27.63%

20.01%

+7.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.63%

21.86%

+5.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.63%

23.88%

+3.75%

PBEU vs. EUFN - Expense Ratio Comparison

PBEU has a 0.13% expense ratio, which is lower than EUFN's 0.49% expense ratio.


Dividends

PBEU vs. EUFN - Dividend Comparison

PBEU's dividend yield for the trailing twelve months is around 0.01%, less than EUFN's 4.27% yield.


PositionTTM20252024202320222021202020192018201720162015
EUFN
iShares MSCI Europe Financials ETF
4.27%3.57%5.36%5.00%4.24%4.15%1.38%4.55%6.48%3.04%4.03%3.65%
PBEU
Portfolio Building Block European Banks Index ETF
0.01%0.01%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.96, PBEU and EUFN move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, PBEU is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PBEU is cheaper with a 0.13% expense ratio, compared with 0.49% for EUFN.

EUFN has the higher dividend yield at 4.27%, compared with 0.01% for PBEU.

PBEU tracks BITA European Banks Index, while EUFN tracks MSCI Europe Financials Index (Net). They also come from different issuers: Portfolio Building Block and iShares. Their fees differ too: 0.13% for PBEU and 0.49% for EUFN.

Portfolio Optimizer

Find the right allocation for PBEU and EUFN

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

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