ProShares Short MSCI EAFE (EFZ)
EFZ is a passive ETF by ProShares tracking the investment results of the MSCI EAFE Index (-100%). EFZ launched on Oct 23, 2007 and has a 0.95% expense ratio.
ETF Info
| ISIN | US74347R3701 |
|---|---|
| CUSIP | 74347R370 |
| Issuer | ProShares |
| Inception Date | Oct 23, 2007 |
| Region | Developed Markets (EAFE) |
| Category | Inverse Equities |
| Leveraged | 1x |
| Index Tracked | MSCI EAFE Index (-100%) |
| Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Blend |
Expense Ratio
EFZ has a high expense ratio of 0.95%, indicating higher-than-average management fees.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ProShares Short 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 Short MSCI EAFE had a return of -5.62% year-to-date (YTD) and -14.23% in the last 12 months. Over the past 10 years, ProShares Short MSCI EAFE had an annualized return of -6.85%, while the S&P 500 had an annualized return of 12.04%, indicating that ProShares Short MSCI EAFE did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | -5.62% | 22.85% |
| 1 month | -0.77% | 4.16% |
| 6 months | -5.34% | 15.77% |
| 1 year | -14.23% | 35.40% |
| 5 years (annualized) | -7.90% | 14.46% |
| 10 years (annualized) | -6.85% | 12.04% |
Monthly Returns
The table below presents the monthly returns of EFZ, 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 | 1.08% | -2.44% | -2.73% | 3.85% | -4.13% | 2.46% | -2.12% | -2.86% | -0.05% | -5.62% | |||
| 2023 | -8.00% | 3.59% | -2.70% | -2.17% | 4.69% | -3.82% | -2.09% | 4.59% | 4.44% | 3.55% | -7.07% | -4.67% | -10.38% |
| 2022 | 3.51% | 3.19% | -1.37% | 7.05% | -2.59% | 9.11% | -4.93% | 6.42% | 9.79% | -5.66% | -11.82% | 2.16% | 13.15% |
| 2021 | 0.49% | -2.32% | -2.60% | -2.92% | -3.87% | 1.00% | -1.03% | -1.66% | 3.23% | -3.35% | 4.49% | -4.57% | -12.75% |
| 2020 | 2.87% | 8.08% | 10.37% | -6.65% | -5.61% | -4.30% | -1.92% | -4.87% | 1.75% | 3.46% | -12.95% | -5.05% | -16.01% |
| 2019 | -6.20% | -2.20% | -0.76% | -2.61% | 5.48% | -5.33% | 1.93% | 2.12% | -2.79% | -3.19% | -1.09% | -2.75% | -16.58% |
| 2018 | -4.87% | 4.83% | 0.63% | -1.25% | 1.86% | 1.67% | -2.52% | 2.31% | -0.82% | 8.71% | -0.28% | 5.66% | 16.26% |
| 2017 | -3.26% | -1.16% | -3.25% | -2.40% | -3.61% | -0.22% | -2.67% | 0.07% | -2.26% | -1.63% | -0.73% | -1.13% | -20.18% |
| 2016 | 5.56% | 3.06% | -6.70% | -2.21% | -0.16% | 1.31% | -3.96% | -0.59% | -1.59% | 2.25% | 1.70% | -2.77% | -4.63% |
| 2015 | -0.87% | -6.34% | 1.19% | -3.58% | -0.51% | 2.89% | -2.31% | 7.49% | 4.02% | -6.61% | 0.79% | 1.74% | -3.01% |
| 2014 | 5.24% | -6.06% | 0.17% | -1.79% | -1.67% | -1.10% | 2.61% | -0.37% | 3.86% | -0.15% | -0.24% | 3.91% | 3.95% |
| 2013 | -3.64% | 1.10% | -1.38% | -5.29% | 2.88% | 2.22% | -5.24% | 1.78% | -7.52% | -3.44% | -0.66% | -2.31% | -20.02% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of EFZ is 2, indicating that it is in the bottom 2% 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 Short MSCI EAFE (EFZ) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
ProShares Short MSCI EAFE granted a 6.21% dividend yield in the last twelve months. The annual payout for that period amounted to $0.96 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|
| Dividend | $0.96 | $0.80 | $0.11 | $0.00 | $0.01 | $0.38 | $0.10 |
Dividend yield | 6.21% | 4.66% | 0.57% | 0.00% | 0.04% | 1.56% | 0.34% |
Monthly Dividends
The table displays the monthly dividend distributions for ProShares Short 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 | $0.14 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.31 | $0.00 | $0.68 | ||
| 2023 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.28 | $0.80 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.11 | $0.11 |
| 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 | $0.08 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.11 | $0.38 |
| 2018 | $0.02 | $0.00 | $0.00 | $0.08 | $0.10 |
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 Short 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 Short MSCI EAFE was 85.19%, occurring on Sep 26, 2024. The portfolio has not yet recovered.
The current ProShares Short MSCI EAFE drawdown is 84.81%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -85.19% | Mar 10, 2009 | 3915 | Sep 26, 2024 | — | — | — |
| -25.67% | Oct 28, 2008 | 46 | Jan 2, 2009 | 44 | Mar 9, 2009 | 90 |
| -16.09% | Oct 13, 2008 | 1 | Oct 13, 2008 | 10 | Oct 27, 2008 | 11 |
| -12.93% | Feb 11, 2008 | 67 | May 16, 2008 | 31 | Jul 2, 2008 | 98 |
| -11.25% | Sep 18, 2008 | 2 | Sep 19, 2008 | 6 | Sep 29, 2008 | 8 |
Volatility
Volatility Chart
The current ProShares Short MSCI EAFE volatility is 3.90%, 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.