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European Equity ETFs offering a pivot away from North America

The analysis

With an abundance of turmoil across North America (both politically economically), some investors might have noticed that European equities have had a stellar year so far as compared to the U.S.

Case in point, the Morningstar Developed Markets Europe Index (a market cap weighted index holding roughly 1200 companies) has outshone the Morningstar US Market Index (a similar index holding 1270 names) by a substantial 16.8% on a year-to-date basis ending March 22, 2025. This staggering outperformance confirms sentiments from Canadian fund managers and market analysts alike, and reflects the fact that European equity funds are one of the top performing Canadian fund categories this year.

To understand where this outperformance is coming from, I used Morningstar Direct to conduct a Brinson attribution analysis (coined by Gary Brinson in the 1980′s), which helps understand how an investment has overperformed or underperformed another based on (1) its sector weights (a.k.a. “allocation effect”), and (2) the stocks that it holds within each sector (a.k.a. “selection effect”). This type of analysis is often used to evaluate portfolio manager skill, but today we use it to contrast two different market indices to help understand drivers of return. The analysis looks at performance of the above indices from Jan. 1 to March 22, 2025 on a weekly frequency using the U.S. index as the benchmark.

Weights (%)Return (%)Contribution (%)
Morningstar Developed Mkts Europe IndexMorningstar US Market IndexMorningstar Developed Mkts Europe IndexMorningstar US Market IndexMorningstar Developed Mkts Europe IndexMorningstar US Market Index Allocation Effect (%)Selection Effect (%)Total Effect (aka Active Return) (%)
Basic Materials5.92.010.62.20.60.00.20.50.7
Communication Services3.99.214.5-3.40.6-0.30.00.70.7
Consumer Cyclical9.111.43.0-12.90.3-1.50.21.61.8
Consumer Defensive9.45.310.01.21.00.10.20.81.0
Energy4.63.314.47.00.70.20.10.30.4
Financial Services20.913.623.01.44.70.20.44.24.7
Healthcare14.210.49.25.71.30.60.40.50.9
Industrials18.38.316.4-2.63.0-0.20.13.43.5
Real Estate1.82.53.01.80.10.00.00.00.0
Technology8.431.46.7-9.10.6-2.91.41.42.8
Utilities3.52.511.73.90.40.10.10.30.3
Total100.0100.013.1-3.713.1-3.73.113.716.8

Source: Morningstar Direct | Jan 1 - March 22, 2025 | Frequency = weekly | Investment = Morningstar Developed Mkts Europe Index, Benchmark = Morningstar US Market Index

Though it is clear that U.S. technology stocks have taken a beating this year, this alone does not surmount to Europe’s outperformance. In fact, Europe’s underweight in technology only contributed to 1.4% to the outperformance. The bigger drivers of return were the performance of stocks within financial services and industrials sectors, together contributing a whopping 7.6% to the outperformance of the European index. A more accommodating monetary policy in Europe (lowering borrowing costs for banks) and an increase in military spending would be drivers of these returns for stocks within these two economic sectors.

The screen

For investors who believe a tactical allocation to European stock markets is a reasonable move, I used Morningstar direct to screen for Canadian-listed European stock ETFs that have had a track record of outperforming their peers (denoted by the Morningstar “star” rating which tracks risk-adjusted returns after fees) and that our analysts believe have the capacity to outperform in the future (denoted by the Morningstar Medalist rating based on a qualitative assessment of the management team, the stewardship qualities of the firm, and the investment process). I searched specifically for 4 or 5-star medalist rated European Equity ETFs.

The ETFs that made this cut are listed in the table alongside their fees, tickers, recent performance, and inception dates.

Fund Legal NameTickerMER (%)Morningstar Rating OverallMorningstar Medalist RatingTotal Ret YTD (%)Total Ret 1 Yr (%)Total Ret Annlzd 3 Yr (%)Total Ret Annlzd 5 Yr (%)Total Ret Annlzd 10 Yr (%)Inception Date
BMO MSCI Europe High Quality Hedged to CAD Index ETFZEQ0.454Bronze6.132.186.5911.918.102/10/2014
Global X Europe 50 Index Corporate Class ETFHXX0.195Bronze16.6415.8419.6417.2612/6/2016
iShares MSCI Europe IMI Index ETFXEU0.284Bronze13.0416.2413.2714.407.184/15/2014
RBC Quant European Dividend Leaders ETFRPD.U0.554Silver15.7018.4715.3114.596.2710/22/2014
Vanguard FTSE Developed Europe All Cap Index ETFVE0.224Gold13.0616.7313.5414.577.076/30/2014

Source: Morningstar Direct | Data as of March 25, 2025

This article does not constitute financial advice. It is always recommended to conduct one’s own research before buying or selling any of the ETFs listed here.

Ian Tam, CFA, is director of investment research for Morningstar Canada.

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Tickers mentioned in this story

Study and track financial data on any traded entity: click to open the full quote page. Data updated as of 01/04/25 3:30pm EDT.

SymbolName% changeLast
ZEQ-T
BMO MSCI EU Hq Hcad ETF
+0.2%30.48
HXX-T
GX Europe 50 Index Corporate Class ETF
+0.6%57.47
XEU-T
Ishares MSCI Europe IMI Index ETF
-0.15%33.03
RPD-T
RBC Quant European Div Leaders ETF
+0.14%28.32
VE-T
Vanguard FTSE Dev Europe All Cap ETF
-0.36%39.24

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