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ProShares Ultra MSCI EAFE (EFO)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS74347X5005
CUSIP74347X500
IssuerProShares
Inception DateJun 2, 2009
RegionDeveloped Markets (EAFE)
CategoryLeveraged Equities, Leveraged
Leveraged2x
Index TrackedMSCI EAFE Index (200%)
Home Pagewww.proshares.com
Asset ClassEquity

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.


Expense ratio chart for EFO: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%

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. EFG, EFO vs. XC

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.


0.00%5.00%10.00%15.00%20.00%MayJuneJulyAugustSeptemberOctober
16.24%
16.00%
EFO (ProShares Ultra MSCI EAFE)
Benchmark (^GSPC)

Returns By Period

ProShares Ultra MSCI EAFE had a return of 16.30% year-to-date (YTD) and 41.12% in the last 12 months. Over the past 10 years, ProShares Ultra MSCI EAFE had an annualized return of 5.58%, while the S&P 500 had an annualized return of 12.04%, indicating that ProShares Ultra MSCI EAFE did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date16.30%22.85%
1 month2.11%4.16%
6 months14.30%15.77%
1 year41.12%35.40%
5 years (annualized)5.81%14.46%
10 years (annualized)5.58%12.04%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.51%5.29%6.40%-7.72%10.37%-4.83%3.87%7.28%0.41%16.30%
202317.57%-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%
201913.70%4.17%1.07%5.83%-10.57%11.62%-4.05%-4.63%5.99%6.50%1.71%6.07%40.93%
20189.65%-10.17%-2.09%2.71%-4.18%-3.88%5.49%-4.94%1.46%-18.74%4.38%-12.25%-30.92%
20176.52%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%
20151.41%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%
20137.96%-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 39, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of EFO is 3939
Combined Rank
The Sharpe Ratio Rank of EFO is 3939Sharpe Ratio Rank
The Sortino Ratio Rank of EFO is 3737Sortino Ratio Rank
The Omega Ratio Rank of EFO is 3535Omega Ratio Rank
The Calmar Ratio Rank of EFO is 3838Calmar Ratio Rank
The Martin Ratio Rank of EFO is 4848Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


EFO
Sharpe ratio
The chart of Sharpe ratio for EFO, currently valued at 1.50, compared to the broader market0.002.004.006.001.50
Sortino ratio
The chart of Sortino ratio for EFO, currently valued at 2.06, compared to the broader market0.005.0010.002.06
Omega ratio
The chart of Omega ratio for EFO, currently valued at 1.25, compared to the broader market1.001.502.002.503.001.25
Calmar ratio
The chart of Calmar ratio for EFO, currently valued at 0.95, compared to the broader market0.005.0010.0015.000.95
Martin ratio
The chart of Martin ratio for EFO, currently valued at 8.68, compared to the broader market0.0020.0040.0060.0080.00100.008.68
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.78, compared to the broader market0.002.004.006.002.78
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.70, compared to the broader market0.005.0010.003.70
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.50, compared to the broader market1.001.502.002.503.001.50
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.45, compared to the broader market0.005.0010.0015.002.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 16.98, compared to the broader market0.0020.0040.0060.0080.00100.0016.98

Sharpe Ratio

The current ProShares Ultra MSCI EAFE Sharpe ratio is 1.50. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of ProShares Ultra MSCI EAFE with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50MayJuneJulyAugustSeptemberOctober
1.50
2.78
EFO (ProShares Ultra MSCI EAFE)
Benchmark (^GSPC)

Dividends

Dividend History

ProShares Ultra MSCI EAFE granted a 1.82% dividend yield in the last twelve months. The annual payout for that period amounted to $0.89 per share.


PeriodTTM202320222021202020192018
Dividend$0.89$0.83$0.00$0.00$0.00$0.16$0.03

Dividend yield

1.82%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.16$0.00$0.00$0.23$0.00$0.00$0.25$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.


-20.00%-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptemberOctober
-8.67%
0
EFO (ProShares Ultra MSCI EAFE)
Benchmark (^GSPC)

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 8.67%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-63.53%Jan 29, 2018475Mar 23, 2020268Apr 15, 2021743
-53.95%Sep 7, 2021267Sep 27, 2022
-49.36%May 2, 2011250Jun 1, 2012238Sep 18, 2013488
-45.23%Jul 7, 2014299Feb 12, 2016367Sep 19, 2017666
-38.22%Apr 15, 201037Jun 7, 201089Nov 4, 2010126

Volatility

Volatility Chart

The current ProShares Ultra MSCI EAFE volatility is 7.62%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%MayJuneJulyAugustSeptemberOctober
7.62%
2.86%
EFO (ProShares Ultra MSCI EAFE)
Benchmark (^GSPC)