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UEPIX vs. AEDAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UEPIX vs. AEDAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProFunds Europe 30 Fund (UEPIX) and Invesco EQV European Equity Fund (AEDAX). The values are adjusted to include any dividend payments, if applicable.

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UEPIX vs. AEDAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UEPIX
ProFunds Europe 30 Fund
5.46%28.46%2.60%18.54%-7.83%24.46%-9.97%17.87%-12.48%19.92%
AEDAX
Invesco EQV European Equity Fund
0.69%23.92%-0.79%19.64%-21.77%14.22%-0.06%24.54%-18.86%26.90%

Returns By Period

In the year-to-date period, UEPIX achieves a 5.46% return, which is significantly higher than AEDAX's 0.69% return. Over the past 10 years, UEPIX has outperformed AEDAX with an annualized return of 8.75%, while AEDAX has yielded a comparatively lower 5.29% annualized return.


UEPIX

1D
0.29%
1M
-5.45%
YTD
5.46%
6M
12.79%
1Y
27.21%
3Y*
15.84%
5Y*
11.47%
10Y*
8.75%

AEDAX

1D
0.15%
1M
-9.80%
YTD
0.69%
6M
6.57%
1Y
18.92%
3Y*
10.42%
5Y*
4.50%
10Y*
5.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UEPIX vs. AEDAX - Expense Ratio Comparison

UEPIX has a 1.78% expense ratio, which is higher than AEDAX's 1.37% expense ratio.


Return for Risk

UEPIX vs. AEDAX — Risk / Return Rank

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

UEPIX
UEPIX Risk / Return Rank: 8484
Overall Rank
UEPIX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
UEPIX Sortino Ratio Rank: 8484
Sortino Ratio Rank
UEPIX Omega Ratio Rank: 8080
Omega Ratio Rank
UEPIX Calmar Ratio Rank: 8282
Calmar Ratio Rank
UEPIX Martin Ratio Rank: 9090
Martin Ratio Rank

AEDAX
AEDAX Risk / Return Rank: 6161
Overall Rank
AEDAX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
AEDAX Sortino Ratio Rank: 5858
Sortino Ratio Rank
AEDAX Omega Ratio Rank: 5656
Omega Ratio Rank
AEDAX Calmar Ratio Rank: 7171
Calmar Ratio Rank
AEDAX Martin Ratio Rank: 5959
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.

UEPIX vs. AEDAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProFunds Europe 30 Fund (UEPIX) and Invesco EQV European Equity Fund (AEDAX). 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.


UEPIXAEDAXDifference

Sharpe ratio

Return per unit of total volatility

1.60

1.09

+0.51

Sortino ratio

Return per unit of downside risk

2.19

1.52

+0.67

Omega ratio

Gain probability vs. loss probability

1.32

1.22

+0.10

Calmar ratio

Return relative to maximum drawdown

2.02

1.62

+0.40

Martin ratio

Return relative to average drawdown

10.26

5.66

+4.61

UEPIX vs. AEDAX - Sharpe Ratio Comparison

The current UEPIX Sharpe Ratio is 1.60, which is higher than the AEDAX Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of UEPIX and AEDAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


UEPIXAEDAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.60

1.09

+0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.26

+0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.31

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.45

-0.38

Correlation

The correlation between UEPIX and AEDAX is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

UEPIX vs. AEDAX - Dividend Comparison

UEPIX's dividend yield for the trailing twelve months is around 1.57%, less than AEDAX's 16.80% yield.


TTM20252024202320222021202020192018201720162015
UEPIX
ProFunds Europe 30 Fund
1.57%1.66%0.00%1.43%1.98%0.87%2.64%0.82%12.56%0.96%3.21%11.73%
AEDAX
Invesco EQV European Equity Fund
16.80%16.92%10.53%2.58%7.48%9.40%1.30%2.53%1.43%1.86%1.59%4.78%

Drawdowns

UEPIX vs. AEDAX - Drawdown Comparison

The maximum UEPIX drawdown since its inception was -76.06%, which is greater than AEDAX's maximum drawdown of -60.46%. Use the drawdown chart below to compare losses from any high point for UEPIX and AEDAX.


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Drawdown Indicators


UEPIXAEDAXDifference

Max Drawdown

Largest peak-to-trough decline

-76.06%

-60.46%

-15.60%

Max Drawdown (1Y)

Largest decline over 1 year

-12.76%

-10.59%

-2.17%

Max Drawdown (5Y)

Largest decline over 5 years

-26.62%

-38.81%

+12.19%

Max Drawdown (10Y)

Largest decline over 10 years

-40.51%

-40.03%

-0.48%

Current Drawdown

Current decline from peak

-5.54%

-10.38%

+4.84%

Average Drawdown

Average peak-to-trough decline

-43.47%

-16.99%

-26.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.54%

3.04%

-0.50%

Volatility

UEPIX vs. AEDAX - Volatility Comparison

The current volatility for ProFunds Europe 30 Fund (UEPIX) is 5.58%, while Invesco EQV European Equity Fund (AEDAX) has a volatility of 7.06%. This indicates that UEPIX experiences smaller price fluctuations and is considered to be less risky than AEDAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UEPIXAEDAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.58%

7.06%

-1.48%

Volatility (6M)

Calculated over the trailing 6-month period

10.26%

10.66%

-0.40%

Volatility (1Y)

Calculated over the trailing 1-year period

16.98%

16.41%

+0.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.88%

17.48%

-0.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.73%

17.36%

+1.37%