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ProShares UltraShort MSCI EAFE (EFU)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS74348A4756
CUSIP74348A475
IssuerProShares
Inception DateOct 23, 2007
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

EFU has a high expense ratio of 0.95%, indicating higher-than-average management fees.


Expense ratio chart for EFU: 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: EFU vs. EFO, EFU vs. FMAG, EFU vs. EEV, EFU vs. VIXY

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ProShares UltraShort 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.


-20.00%-10.00%0.00%10.00%20.00%MayJuneJulyAugustSeptemberOctober
-13.21%
15.76%
EFU (ProShares UltraShort MSCI EAFE)
Benchmark (^GSPC)

Returns By Period

ProShares UltraShort MSCI EAFE had a return of -16.29% year-to-date (YTD) and -31.92% in the last 12 months. Over the past 10 years, ProShares UltraShort MSCI EAFE had an annualized return of -17.75%, while the S&P 500 had an annualized return of 12.04%, indicating that ProShares UltraShort MSCI EAFE did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-16.29%22.85%
1 month-1.83%4.16%
6 months-13.31%15.77%
1 year-31.92%35.40%
5 years (annualized)-19.91%14.46%
10 years (annualized)-17.75%12.04%

Monthly Returns

The table below presents the monthly returns of EFU, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.13%-4.52%-7.01%6.97%-8.51%4.23%-4.54%-5.84%-0.82%-16.29%
2023-15.52%6.42%-5.79%-5.28%8.95%-7.87%-4.64%8.42%8.64%6.46%-14.25%-9.63%-25.36%
20228.97%6.30%-3.24%13.76%-4.98%18.34%-10.50%13.43%20.32%-12.28%-22.99%3.89%22.90%
20210.79%-4.59%-5.29%-6.04%-7.49%1.85%-2.10%-3.23%6.37%-6.56%9.71%-9.46%-24.58%
20205.85%17.61%14.94%-14.03%-11.78%-8.79%-4.04%-9.54%2.93%7.52%-24.72%-9.97%-35.55%
2019-12.40%-4.65%-1.48%-5.51%10.64%-10.54%4.27%3.71%-5.85%-6.44%-2.11%-6.23%-32.71%
2018-9.14%9.08%1.82%-3.87%4.66%3.11%-4.89%4.48%-2.04%17.55%-0.88%11.43%32.30%
2017-6.59%-2.43%-6.41%-4.77%-7.06%-0.43%-4.81%-0.42%-4.24%-3.41%-1.47%-2.76%-36.86%
201611.41%4.93%-13.13%-4.48%-0.55%1.36%-8.03%-1.22%-3.71%4.79%3.08%-4.96%-12.19%
2015-2.26%-11.79%2.37%-7.65%-1.13%4.62%-3.94%15.03%7.73%-12.80%1.41%3.87%-7.83%
201410.52%-11.79%1.35%-4.80%-3.31%-1.69%3.78%0.18%7.91%-0.74%-0.43%7.78%6.85%
2013-7.29%1.77%-2.13%-10.45%5.36%4.46%-10.26%3.31%-14.21%-7.09%-1.53%-4.33%-36.64%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EFU is 1, indicating that it is in the bottom 1% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of EFU is 11
Combined Rank
The Sharpe Ratio Rank of EFU is 00Sharpe Ratio Rank
The Sortino Ratio Rank of EFU is 11Sortino Ratio Rank
The Omega Ratio Rank of EFU is 11Omega Ratio Rank
The Calmar Ratio Rank of EFU is 22Calmar Ratio Rank
The Martin Ratio Rank of EFU is 22Martin 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 UltraShort MSCI EAFE (EFU) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


EFU
Sharpe ratio
The chart of Sharpe ratio for EFU, currently valued at -1.18, compared to the broader market0.002.004.006.00-1.18
Sortino ratio
The chart of Sortino ratio for EFU, currently valued at -1.74, compared to the broader market-2.000.002.004.006.008.0010.0012.00-1.74
Omega ratio
The chart of Omega ratio for EFU, currently valued at 0.81, compared to the broader market1.001.502.002.503.000.81
Calmar ratio
The chart of Calmar ratio for EFU, currently valued at -0.31, compared to the broader market0.005.0010.0015.00-0.31
Martin ratio
The chart of Martin ratio for EFU, currently valued at -1.06, compared to the broader market0.0020.0040.0060.0080.00100.00-1.06
^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 market-2.000.002.004.006.008.0010.0012.003.70
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 UltraShort MSCI EAFE Sharpe ratio is -1.18. 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 UltraShort 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 Ratio-1.000.001.002.003.00MayJuneJulyAugustSeptemberOctober
-1.18
2.78
EFU (ProShares UltraShort MSCI EAFE)
Benchmark (^GSPC)

Dividends

Dividend History

ProShares UltraShort MSCI EAFE granted a 4.61% dividend yield in the last twelve months. The annual payout for that period amounted to $0.32 per share.


PeriodTTM202320222021202020192018
Dividend$0.32$0.54$0.01$0.00$0.01$0.19$0.05

Dividend yield

4.61%6.40%0.09%0.00%0.06%0.95%0.17%

Monthly Dividends

The table displays the monthly dividend distributions for ProShares UltraShort 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$0.06$0.00$0.00$0.05$0.00$0.00$0.08$0.00$0.19
2023$0.00$0.00$0.17$0.00$0.00$0.08$0.00$0.00$0.18$0.00$0.00$0.12$0.54
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.01$0.01
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$0.01$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.01
2019$0.00$0.00$0.04$0.00$0.00$0.06$0.00$0.00$0.06$0.00$0.00$0.02$0.19
2018$0.01$0.00$0.00$0.04$0.05

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.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%MayJuneJulyAugustSeptemberOctober
-98.89%
0
EFU (ProShares UltraShort MSCI EAFE)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the ProShares UltraShort 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 UltraShort MSCI EAFE was 98.94%, occurring on Sep 26, 2024. The portfolio has not yet recovered.

The current ProShares UltraShort MSCI EAFE drawdown is 98.89%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-98.94%Oct 28, 20083823Sep 26, 2024
-32.47%Oct 13, 20081Oct 13, 200810Oct 27, 200811
-25.66%Feb 11, 200868May 16, 200838Jul 11, 2008106
-21.07%Sep 18, 20082Sep 19, 20086Sep 29, 20088
-12.41%Nov 20, 200714Dec 10, 20075Dec 17, 200719

Volatility

Volatility Chart

The current ProShares UltraShort MSCI EAFE volatility is 7.55%, 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
7.55%
2.86%
EFU (ProShares UltraShort MSCI EAFE)
Benchmark (^GSPC)