Summary
EFAD
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 8.50% Volatility 14.47% Sharpe 0.38
Official loaded data — not a live quote.

PROSHARES MSCI EAFE DIVIDEND GROWERS ETF

Symbol: EFAD

Exchange: BATS

Sector: Healthcare

Category: Foreign Large Blend

Inception date: 19/08/2014

Latest date: 15/10/2026

Current price: $44.41

Expense ratio: 0.50%

Assets under management
$61.9M
0.31% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

1.89%

Ann. -39.74% (Sharpe / Sortino numerator)

Volatility

23.14%

Sharpe ratio

-1.874

VaR 95%

-2.65%

CVaR 95%: -2.73%
Max drawdown: -7.19%
Sortino ratio: -3.291
Calmar ratio: -5.53

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

3.22%

Ann. -4.65% (Sharpe / Sortino numerator)

Volatility

16.95%

Sharpe ratio

-0.488

VaR 95%

-1.95%

CVaR 95%: -2.38%
Max drawdown: -10.28%
Sortino ratio: -0.686
Calmar ratio: -0.45

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

4.29%

Ann. -3.32% (Sharpe / Sortino numerator)

Volatility

14.01%

Sharpe ratio

-0.496

VaR 95%

-1.53%

CVaR 95%: -2.03%
Max drawdown: -10.28%
Sortino ratio: -0.674
Calmar ratio: -0.32

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

8.50%

Ann. 9.13% (Sharpe / Sortino numerator)

Volatility

14.47%

Sharpe ratio

0.380

VaR 95%

-1.34%

CVaR 95%: -2.02%
Max drawdown: -10.28%
Sortino ratio: 0.521
Calmar ratio: 0.89

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

14.74%

Ann. 6.11% (Sharpe / Sortino numerator)

Volatility

13.19%

Sharpe ratio

0.188

VaR 95%

-1.26%

CVaR 95%: -1.77%
Max drawdown: -13.36%
Sortino ratio: 0.275
Calmar ratio: 0.46

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

38.39%

Ann. 5.93% (Sharpe / Sortino numerator)

Volatility

12.66%

Sharpe ratio

0.182

VaR 95%

-1.26%

CVaR 95%: -1.70%
Max drawdown: -13.36%
Sortino ratio: 0.272
Calmar ratio: 0.44

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.036%

Best day

2.833%

08/04/2026
Worst day

-2.709%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $44.27 $44.41 $44.24 $44.41 1,900
14/10/2026 $43.60 $43.67 $43.49 $43.67 3,000
13/10/2026 $43.77 $43.78 $43.66 $43.73 6,400
12/10/2026 $43.44 $43.44 $43.41 $43.41 400
09/10/2026 $43.42 $43.42 $43.41 $43.41 700
08/10/2026 $42.86 $43.07 $42.84 $43.07 1,200
07/10/2026 $42.73 $42.89 $42.73 $42.89 900
06/10/2026 $42.92 $43.06 $42.91 $42.93 1,100
05/10/2026 $42.67 $42.93 $42.67 $42.82 3,200
02/10/2026 $42.95 $43.02 $42.95 $42.97 1,700