ProShares Ultra MSCI EAFE (EFO)
EFO is a passive ETF by ProShares tracking the investment results of the MSCI EAFE Index (200%). EFO launched on Jun 2, 2009 and has a 0.95% expense ratio.
ETF Info
| ISIN | US74347X5005 |
|---|---|
| CUSIP | 74347X500 |
| Issuer | ProShares |
| Inception Date | Jun 2, 2009 |
| Region | Developed Markets (EAFE) |
| Category | Leveraged Equities, Leveraged |
| Leveraged | 2x |
| Index Tracked | MSCI EAFE Index (200%) |
| Home Page | www.proshares.com |
| Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Blend |
Expense Ratio
EFO has a high expense ratio of 0.95%, indicating higher-than-average management fees.
Share Price Chart
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Compare to other instruments
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Popular comparisons: EFO vs. EFA, EFO vs. SAA, EFO vs. EFU, EFO vs. XLK, EFO vs. SCHF, EFO vs. SCHC, EFO vs. VXUS, EFO vs. EET, EFO vs. XC, EFO vs. EFG
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.
Returns By Period
ProShares Ultra MSCI EAFE had a return of 2.23% year-to-date (YTD) and 21.82% in the last 12 months. Over the past 10 years, ProShares Ultra MSCI EAFE had an annualized return of 3.14%, while the S&P 500 had an annualized return of 11.39%, indicating that ProShares Ultra MSCI EAFE did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 2.23% | 25.45% |
| 1 month | -11.42% | 2.91% |
| 6 months | -8.59% | 14.05% |
| 1 year | 21.82% | 35.64% |
| 5 years (annualized) | 2.09% | 14.13% |
| 10 years (annualized) | 3.14% | 11.39% |
Monthly Returns
The table below presents the monthly returns of EFO, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.51% | 5.29% | 6.40% | -7.72% | 10.37% | -4.83% | 3.87% | 7.28% | 0.41% | -10.61% | 2.23% | ||
| 2023 | 17.57% | -6.66% | 4.60% | 5.26% | -8.08% | 8.56% | 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% | 10.06% | 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% |
| 2020 | -6.26% | -16.11% | -30.31% | 11.16% | 10.75% | 6.30% | 2.34% | 10.63% | -5.00% | -7.87% | 33.65% | 7.70% | 2.29% |
| 2019 | 13.70% | 4.17% | 1.07% | 5.83% | -10.57% | 11.62% | -4.05% | -4.63% | 5.99% | 6.50% | 1.71% | 6.07% | 40.93% |
| 2018 | 9.65% | -10.17% | -2.09% | 2.71% | -4.18% | -3.88% | 5.49% | -4.94% | 1.46% | -18.74% | 4.38% | -12.25% | -30.92% |
| 2017 | 6.52% | 2.18% | 6.30% | 4.68% | 6.90% | -0.06% | 5.28% | -0.23% | 4.41% | 3.19% | 0.98% | 2.66% | 51.78% |
| 2016 | -12.33% | -5.63% | 13.52% | 3.17% | -0.63% | -6.41% | 7.95% | 0.65% | 2.87% | -4.82% | -3.66% | 5.11% | -2.92% |
| 2015 | 1.41% | 15.01% | -5.66% | 7.76% | 1.61% | -8.00% | 3.08% | -15.42% | -11.34% | 17.70% | -1.51% | -5.73% | -6.37% |
| 2014 | -9.37% | 11.71% | -1.91% | 2.68% | 3.81% | 1.25% | -2.14% | -3.51% | -8.01% | -0.30% | 1.31% | -9.10% | -14.53% |
| 2013 | 7.96% | -4.68% | 2.58% | 11.70% | -2.33% | -9.03% | 9.77% | -3.33% | 15.33% | 6.90% | 0.51% | 3.53% | 42.61% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of EFO is 22, indicating that it is in the bottom 22% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for ProShares Ultra MSCI EAFE (EFO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
ProShares Ultra MSCI EAFE provided a 2.07% dividend yield over the last twelve months, with an annual payout of $0.89 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|
| Dividend | $0.89 | $0.83 | $0.00 | $0.00 | $0.00 | $0.16 | $0.03 |
Dividend yield | 2.07% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.64 | |
| 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 |
| 2020 | $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 |
| 2019 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.01 | $0.16 |
| 2018 | $0.03 | $0.03 |
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.
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 63.53%, occurring on Mar 23, 2020. Recovery took 268 trading sessions.
The current ProShares Ultra MSCI EAFE drawdown is 19.72%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -63.53% | Jan 29, 2018 | 475 | Mar 23, 2020 | 268 | Apr 15, 2021 | 743 |
| -53.95% | Sep 7, 2021 | 267 | Sep 27, 2022 | — | — | — |
| -49.36% | May 2, 2011 | 250 | Jun 1, 2012 | 238 | Sep 18, 2013 | 488 |
| -45.23% | Jul 7, 2014 | 299 | Feb 12, 2016 | 367 | Sep 19, 2017 | 666 |
| -38.22% | Apr 15, 2010 | 37 | Jun 7, 2010 | 89 | Nov 4, 2010 | 126 |
Volatility
Volatility Chart
The current ProShares Ultra MSCI EAFE volatility is 8.80%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.