EFAD vs EMEM

Comparison between PROSHARES MSCI EAFE DIVIDEND GROWERS ETF (EFAD, ETF) and SOPHUS CAPITAL EMERGING MARKET ETF (EMEM, ETF).

5-Year PerformanceEMEM has outperformed EFAD, delivering a return of +1.1% compared to +0.7%

EFAD vs EMEM - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	EFAD(ETF)	EMEM(ETF)
Net Assets	$61M	$61M
Expense Ratio	0.50%	0.65%
Max Drawdown	38.04%	28.22%
Sharpe Ratio	0.14	0.52
5Y Beta	0.53	2.11
5Y Dividends CAGR	8.84%	N/A

Net Assets

Winner

EFAD

$61M

EMEM

$61M

Expense Ratio

Winner

EFAD

0.50%

EMEM

0.65%

Max Drawdown

EFAD

38.04%

Winner

EMEM

28.22%

Sharpe Ratio

EFAD

0.14

Winner

EMEM

0.52

5Y Beta

Winner

EFAD

0.53

EMEM

2.11

5Y Dividends CAGR

EFAD

8.84%

EMEM

N/A

EFAD vs EMEM - Historical Returns

Returns include dividend reinvestment.

Period	EFAD	EMEM
1 month	+1.18%	-8.28%
3 months	+1.09%	N/A
6 months	+3.07%	N/A
1 year	+4.35%	N/A
5 years(CAGR)	+0.66%	+1.08%
10 years(CAGR)	+4.18%	+0.77%
Max(CAGR)	+2.88%	+0.77%

Winner

EFAD

+1.18%

EMEM

-8.28%

EFAD

+1.09%

EMEM

N/A

EFAD

+3.07%

EMEM

N/A

EFAD

+4.35%

EMEM

N/A

5Y(CAGR)

EFAD

+0.66%

Winner

EMEM

+1.08%

10Y(CAGR)

Winner

EFAD

+4.18%

EMEM

+0.77%

Max(CAGR)

Winner

EFAD

+2.88%

EMEM

+0.77%

EFAD vs EMEM - Annual Returns (2014 - 2026)

Returns include dividend reinvestment.

Year	EFAD	EMEM
2026	+3.58%	-0.25%
2025	+16.22%	N/A
2024	-0.35%	N/A
2023	+11.41%	N/A
2022	-21.21%	N/A
2021	+7.61%	N/A
2020	+8.11%	+0.02%
2019	+24.86%	+10.90%
2018	-12.16%	-16.30%
2017	+21.66%	+5.13%
2016	-5.75%	N/A
2015	+1.06%	N/A
2014	-7.65%	N/A

EFAD vs EMEM Drawdown Comparison

The maximum drawdown for EFAD was -35.74%, occurring on Oct 14, 2022. This drawdown has not yet recovered.

The maximum drawdown for EMEM was -24.52%, occurring on Dec 24, 2018. Recovery took 512 trading sessions.

The current EFAD drawdown is -2.05%. The current EMEM drawdown is -8.28%.

Rank	EFAD	EMEM
#1	-35.74% Sep 3, 2021 - Oct 14, 2022	-24.52% Jan 26, 2018 - Jun 1, 2026
#2	-33.04% Jan 17, 2020 - Nov 9, 2020	-11.28% Jun 22, 2026 - Jul 17, 2026
#3	-19.72% May 21, 2015 - Dec 1, 2017	-8.12% Jun 2, 2026 - Jun 18, 2026
#4	-17.63% Jan 26, 2018 - Nov 1, 2019	-2.86% Nov 24, 2017 - Dec 18, 2017
#5	-12.61% Sep 3, 2014 - May 13, 2015	-2.03% Nov 9, 2017 - Nov 17, 2017
#6	-5.92% Feb 16, 2021 - Apr 8, 2021	-1.21% Jan 18, 2018 - Jan 24, 2018
#7	-3.22% May 7, 2021 - May 20, 2021	-0.96% Jan 5, 2018 - Jan 12, 2018
#8	-2.93% Jan 8, 2021 - Feb 11, 2021	-0.47% Dec 18, 2017 - Dec 20, 2017
#9	-2.26% Apr 23, 2021 - May 7, 2021	-0.20% Nov 17, 2017 - Nov 21, 2017
#10	-2.17% Jun 15, 2021 - Jul 7, 2021	N/A
#11	-1.95% Jul 14, 2021 - Jul 22, 2021	N/A
#12	-1.65% Nov 27, 2020 - Dec 15, 2020	N/A
#13	-1.43% Nov 27, 2019 - Dec 6, 2019	N/A
#14	-1.35% Dec 17, 2020 - Dec 28, 2020	N/A
#15	-1.34% Aug 5, 2021 - Aug 13, 2021	N/A

Correlation

Correlation between EFAD and EMEM is 0.66 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.66

-101

Dividend Comparison (2014 - 2026)

EFAD vs EMEM dividend yield comparison.

Year	EFAD	EMEM
2026	0.97%	0.00%
2025	2.83%	0.00%
2024	2.64%	0.00%
2023	2.29%	0.00%
2022	1.76%	0.00%
2021	2.98%	0.00%
2020	1.49%	0.00%
2019	2.05%	0.29%
2018	2.37%	5.36%
2017	2.42%	0.66%
2016	2.88%	0.00%
2015	1.94%	0.00%
2014	0.61%	0.00%