EUFN vs CSQ

Comparison between ISHARES MSCI EUROPE FINANCIALS ETF (EUFN, ETF) and Calamos Strategic Total Return Fund (CSQ, ETF).

5-Year PerformanceEUFN has outperformed CSQ, delivering a return of +21.7% compared to +10.7%

EUFN vs CSQ - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	EUFN(ETF)	CSQ(ETF)
Net Assets	$3.70B	$3.70B
Expense Ratio	0.49%	N/A
Max Drawdown	59.14%	72.74%
Sharpe Ratio	1.31	1.13
5Y Beta	0.82	1.03
5Y Dividends CAGR	30.11%	4.89%

Net Assets

EUFN

$3.70B

CSQ

$3.70B

Expense Ratio

EUFN

0.49%

CSQ

N/A

Max Drawdown

Winner

EUFN

59.14%

CSQ

72.74%

Sharpe Ratio

Winner

EUFN

1.31

CSQ

1.13

5Y Beta

Winner

EUFN

0.82

CSQ

1.03

5Y Dividends CAGR

Winner

EUFN

30.11%

CSQ

4.89%

EUFN vs CSQ - Historical Returns

Returns include dividend reinvestment.

Period	EUFN	CSQ
1 month	+6.00%	+1.84%
3 months	+8.53%	+10.49%
6 months	+11.79%	+10.39%
1 year	+34.65%	+22.10%
5 years(CAGR)	+21.71%	+10.68%
10 years(CAGR)	+14.47%	+16.10%
Max(CAGR)	+7.61%	+10.22%

Winner

EUFN

+6.00%

CSQ

+1.84%

EUFN

+8.53%

Winner

CSQ

+10.49%

Winner

EUFN

+11.79%

CSQ

+10.39%

Winner

EUFN

+34.65%

CSQ

+22.10%

5Y(CAGR)

Winner

EUFN

+21.71%

CSQ

+10.68%

10Y(CAGR)

EUFN

+14.47%

Winner

CSQ

+16.10%

Max(CAGR)

EUFN

+7.61%

Winner

CSQ

+10.22%

EUFN vs CSQ - Annual Returns (2004 - 2026)

Returns include dividend reinvestment.

Year	EUFN	CSQ
2026	+11.07%	+12.11%
2025	+67.60%	+17.22%
2024	+18.14%	+29.40%
2023	+24.26%	+22.44%
2022	-9.61%	-24.06%
2021	+19.77%	+34.84%
2020	-9.99%	+25.88%
2019	+21.29%	+38.06%
2018	-23.77%	-4.03%
2017	+24.49%	+25.28%
2016	-0.66%	+16.51%
2015	-4.80%	-4.73%
2014	-7.21%	+14.95%
2013	+26.80%	+18.27%
2012	+31.10%	+26.53%
2011	-27.56%	-4.16%
2010	-3.91%	+12.12%
2009	N/A	+48.27%
2008	N/A	-48.59%
2007	N/A	-2.22%
2006	N/A	+23.71%
2005	N/A	+3.84%
2004	N/A	-3.64%

EUFN vs CSQ Drawdown Comparison

The maximum drawdown for EUFN was -53.26%, occurring on Mar 18, 2020. Recovery took 1472 trading sessions.

The maximum drawdown for CSQ was -67.02%, occurring on Nov 20, 2008. Recovery took 1214 trading sessions.

The current EUFN drawdown is -0.05%.

Rank	EUFN	CSQ
#1	-53.26% Jan 26, 2018 - Dec 1, 2023	-67.02% May 22, 2007 - Mar 15, 2012
#2	-43.38% Apr 29, 2011 - Sep 18, 2013	-48.11% Feb 20, 2020 - Aug 12, 2020
#3	-39.47% Jun 6, 2014 - Aug 1, 2017	-33.06% Dec 30, 2021 - Mar 20, 2024
#4	-27.21% Apr 13, 2010 - Nov 4, 2010	-29.03% Sep 24, 2018 - Apr 29, 2019
#5	-17.18% Nov 4, 2010 - Feb 1, 2011	-24.60% May 18, 2015 - Jul 15, 2016
#6	-15.95% Mar 18, 2025 - Apr 24, 2025	-24.18% Jan 23, 2025 - Jun 26, 2025
#7	-14.77% Feb 2, 2026 - Apr 17, 2026	-17.11% Apr 1, 2004 - Jul 8, 2005
#8	-11.87% Feb 17, 2011 - Apr 27, 2011	-15.25% Jan 12, 2026 - Apr 20, 2026
#9	-9.82% Jan 15, 2014 - Jun 5, 2014	-14.59% Aug 27, 2014 - Nov 14, 2014
#10	-9.16% Feb 3, 2010 - Mar 19, 2010	-12.20% Oct 17, 2012 - Jan 7, 2013
#11	-8.12% Jun 3, 2024 - Aug 19, 2024	-10.85% Jan 26, 2018 - Jun 1, 2018
#12	-6.88% Sep 26, 2024 - Jan 21, 2025	-9.91% Sep 2, 2020 - Nov 10, 2020
#13	-6.81% Nov 12, 2025 - Dec 10, 2025	-9.90% May 17, 2013 - Oct 25, 2013
#14	-6.20% Oct 22, 2013 - Dec 26, 2013	-9.75% Jul 10, 2024 - Sep 23, 2024
#15	-5.94% Aug 7, 2017 - Jan 2, 2018	-9.53% Apr 15, 2021 - Jun 29, 2021

Correlation

Correlation between EUFN and CSQ is 0.84 which considered as a strong positive correlation - the stocks tend to move together.

0.84

-101

Dividend Comparison (2004 - 2026)

EUFN vs CSQ dividend yield comparison.

Year	EUFN	CSQ
2026	2.81%	3.62%
2025	3.57%	6.51%
2024	5.36%	6.95%
2023	5.00%	8.27%
2022	4.24%	9.17%
2021	4.15%	6.38%
2020	1.38%	7.03%
2019	4.55%	7.14%
2018	6.48%	9.35%
2017	3.04%	8.20%
2016	4.03%	9.64%
2015	3.65%	10.00%
2014	3.35%	8.44%
2013	1.59%	7.71%
2012	2.91%	8.56%
2011	3.88%	7.54%
2010	1.80%	6.80%
2009	0.00%	8.93%
2008	0.00%	18.36%
2007	0.00%	8.71%
2006	0.00%	7.48%
2005	0.00%	7.66%
2004	0.00%	4.28%