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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ProShares Ultra MSCI EAFE, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
ProShares Ultra MSCI EAFE (EFO) has returned -0.08% so far this year and 37.55% over the past 12 months. Over the last ten years, EFO has returned 9.59% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
ProShares Ultra MSCI EAFE
- 1D
- 6.60%
- 1M
- -16.14%
- YTD
- -0.08%
- 6M
- 7.57%
- 1Y
- 37.55%
- 3Y*
- 19.30%
- 5Y*
- 7.06%
- 10Y*
- 9.59%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Jun 4, 2009, EFO's average daily return is +0.06%, while the average monthly return is +1.08%. At this rate, your investment would double in approximately 5.4 years.
Historically, 58% of months were positive and 42% were negative. The best month was Nov 2020 with a return of +33.7%, while the worst month was Mar 2020 at -30.3%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.
On a daily basis, EFO closed higher 48% of trading days. The best single day was Apr 9, 2025 with a return of +14.7%, while the worst single day was Mar 12, 2020 at -21.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 9.10% | 9.21% | -16.14% | -0.08% | |||||||||
| 2025 | 9.95% | 4.88% | -0.15% | 5.69% | 8.28% | 5.09% | -5.37% | 8.65% | 3.42% | 2.01% | 0.44% | 5.07% | 58.51% |
| 2024 | -1.51% | 5.29% | 6.40% | -7.72% | 10.37% | -4.83% | 3.87% | 7.28% | 0.41% | -10.62% | -1.73% | -6.92% | -2.15% |
| 2023 | 17.57% | -6.67% | 4.60% | 5.26% | -8.08% | 8.57% | 3.77% | -8.94% | -7.44% | -6.40% | 16.97% | 8.94% | 25.77% |
| 2022 | -7.38% | -6.95% | 1.08% | -15.28% | 4.44% | -17.84% | 9.81% | -12.25% | -18.92% | 10.05% | 27.82% | -4.62% | -33.62% |
| 2021 | -1.37% | 4.47% | 3.55% | 5.61% | 6.75% | -1.99% | 0.90% | 3.06% | -7.21% | 7.23% | -9.67% | 8.37% | 19.38% |
Benchmark Metrics
ProShares Ultra MSCI EAFE has an annualized alpha of -6.74%, beta of 1.63, and R² of 0.58 versus S&P 500 Index. Calculated based on daily prices since June 05, 2009.
- This ETF participated in 184.03% of S&P 500 Index downside but only 180.25% of its upside — more exposed to losses than it benefited from rallies.
- This ETF had an annualized alpha of -6.74% versus S&P 500 Index — delivering less than market exposure alone would predict.
- Beta of 1.63 means this ETF moves significantly more than S&P 500 Index — expect amplified gains in rallies and amplified losses in downturns.
- Alpha
- -6.74%
- Beta
- 1.63
- R²
- 0.58
- Upside Capture
- 180.25%
- Downside Capture
- 184.03%
Expense Ratio
EFO has a high expense ratio of 0.95%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
EFO ranks 59 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for ProShares Ultra MSCI EAFE (EFO) and compare them to a chosen benchmark (S&P 500 Index).
| EFO | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 0.90 | +0.18 |
Sortino ratioReturn per unit of downside risk | 1.60 | 1.39 | +0.21 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.21 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.59 | 1.40 | +0.20 |
Martin ratioReturn relative to average drawdown | 5.90 | 6.61 | -0.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore EFO risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
ProShares Ultra MSCI EAFE provided a 1.73% dividend yield over the last twelve months, with an annual payout of $1.10 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.10 | $1.06 | $0.92 | $0.83 | $0.00 | $0.00 | $0.00 | $0.16 | $0.03 |
Dividend yield | 1.73% | 1.65% | 2.24% | 1.93% | 0.00% | 0.00% | 0.00% | 0.37% | 0.11% |
Monthly Dividends
The table displays the monthly dividend distributions for ProShares Ultra MSCI EAFE. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.18 | $0.18 | |||||||||
| 2025 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.34 | $0.00 | $0.00 | $0.37 | $1.06 |
| 2024 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.28 | $0.92 |
| 2023 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.25 | $0.83 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the ProShares Ultra MSCI EAFE. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the ProShares Ultra MSCI EAFE was 63.52%, occurring on Mar 23, 2020. Recovery took 268 trading sessions.
The current ProShares Ultra MSCI EAFE drawdown is 16.38%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -63.52% | Jan 29, 2018 | 541 | Mar 23, 2020 | 268 | Apr 15, 2021 | 809 |
| -53.95% | Sep 7, 2021 | 267 | Sep 27, 2022 | 662 | May 19, 2025 | 929 |
| -49.36% | May 2, 2011 | 275 | Jun 1, 2012 | 325 | Sep 18, 2013 | 600 |
| -45.23% | Jul 7, 2014 | 406 | Feb 12, 2016 | 403 | Sep 19, 2017 | 809 |
| -38.22% | Apr 15, 2010 | 36 | Jun 7, 2010 | 106 | Nov 4, 2010 | 142 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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