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ProShares Ultra MSCI Japan (EZJ)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS74347X7084
CUSIP74347X708
IssuerProShares
Inception DateJun 2, 2009
RegionDeveloped Asia Pacific (Japan)
CategoryLeveraged Equities, Leveraged, Japan Equities
Leveraged2x
Index TrackedMSCI Japan Index (200%)
Home Pagewww.proshares.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

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


Expense ratio chart for EZJ: 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: EZJ vs. EWV, EZJ vs. ^N225, EZJ vs. FLJP, EZJ vs. SPXL, EZJ vs. EWJ, EZJ vs. YINN, EZJ vs. DXJ, EZJ vs. EWJV, EZJ vs. EW, EZJ vs. YCL

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ProShares Ultra MSCI Japan, 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
5.29%
16.01%
EZJ (ProShares Ultra MSCI Japan)
Benchmark (^GSPC)

Returns By Period

ProShares Ultra MSCI Japan had a return of 14.71% year-to-date (YTD) and 33.54% in the last 12 months. Over the past 10 years, ProShares Ultra MSCI Japan had an annualized return of 6.93%, while the S&P 500 had an annualized return of 12.04%, indicating that ProShares Ultra MSCI Japan did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date14.71%22.85%
1 month2.86%4.16%
6 months2.46%15.77%
1 year33.54%35.40%
5 years (annualized)3.57%14.46%
10 years (annualized)6.93%12.04%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20245.46%8.74%5.62%-11.67%3.59%-1.40%7.46%1.35%-2.17%14.71%
202315.15%-9.75%8.92%0.16%0.50%9.65%4.11%-6.47%-4.95%-5.30%11.67%6.96%30.78%
2022-9.53%-3.24%-4.54%-16.27%2.92%-15.15%12.69%-9.75%-18.18%4.10%23.41%-5.44%-38.23%
2021-2.17%3.62%0.52%-3.99%3.51%-2.06%-1.28%3.32%5.02%-5.83%-6.25%4.54%-1.96%
2020-5.53%-16.83%-15.91%8.76%14.22%0.39%-3.34%13.62%3.51%-3.27%22.26%10.34%22.21%
201913.27%3.16%-2.40%2.24%-9.93%8.59%-1.57%-2.71%10.90%6.46%2.35%1.35%33.75%
20189.52%-3.86%-4.26%-1.65%-2.63%-5.62%2.17%-1.68%7.22%-17.94%1.49%-15.55%-30.99%
20176.73%2.68%0.14%1.65%5.05%2.61%2.69%-0.11%2.83%11.84%3.96%1.11%49.10%
2016-13.25%-8.30%8.92%-1.43%6.81%-4.55%10.20%3.20%3.15%0.22%-0.85%-2.29%-0.82%
20154.35%14.92%2.71%5.12%2.62%-2.90%1.09%-12.36%-12.15%16.41%0.34%-2.39%14.46%
2014-12.94%3.79%-4.67%-4.69%8.70%9.56%-0.93%-3.47%-0.86%4.53%-7.47%-5.57%-15.33%
20133.86%5.28%10.88%16.94%-14.43%6.12%-0.47%-6.22%19.89%-0.74%2.56%2.34%50.10%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EZJ is 20, indicating that it is in the bottom 20% 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 EZJ is 2020
Combined Rank
The Sharpe Ratio Rank of EZJ is 1818Sharpe Ratio Rank
The Sortino Ratio Rank of EZJ is 1818Sortino Ratio Rank
The Omega Ratio Rank of EZJ is 1717Omega Ratio Rank
The Calmar Ratio Rank of EZJ is 2525Calmar Ratio Rank
The Martin Ratio Rank of EZJ is 2222Martin 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 Japan (EZJ) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


EZJ
Sharpe ratio
The chart of Sharpe ratio for EZJ, currently valued at 0.85, compared to the broader market0.002.004.000.85
Sortino ratio
The chart of Sortino ratio for EZJ, currently valued at 1.30, compared to the broader market0.005.0010.001.30
Omega ratio
The chart of Omega ratio for EZJ, currently valued at 1.16, compared to the broader market1.001.502.002.503.001.16
Calmar ratio
The chart of Calmar ratio for EZJ, currently valued at 0.64, compared to the broader market0.005.0010.0015.000.64
Martin ratio
The chart of Martin ratio for EZJ, currently valued at 3.75, compared to the broader market0.0020.0040.0060.0080.00100.003.75
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.78, compared to the broader market0.002.004.002.78
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 Japan Sharpe ratio is 0.85. 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 Japan 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
0.85
2.78
EZJ (ProShares Ultra MSCI Japan)
Benchmark (^GSPC)

Dividends

Dividend History

ProShares Ultra MSCI Japan granted a 1.71% dividend yield in the last twelve months. The annual payout for that period amounted to $0.71 per share.


PeriodTTM202320222021202020192018
Dividend$0.71$0.40$0.16$0.00$0.00$0.09$1.29

Dividend yield

1.71%1.11%0.56%0.00%0.00%0.24%4.49%

Monthly Dividends

The table displays the monthly dividend distributions for ProShares Ultra MSCI Japan. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.05$0.00$0.00$0.24$0.00$0.00$0.15$0.00$0.45
2023$0.00$0.00$0.00$0.00$0.00$0.02$0.00$0.00$0.13$0.00$0.00$0.26$0.40
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.16$0.16
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$0.05$0.00$0.00$0.03$0.00$0.00$0.01$0.00$0.00$0.00$0.09
2018$1.29$1.29

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.


-40.00%-30.00%-20.00%-10.00%0.00%MayJuneJulyAugustSeptemberOctober
-23.35%
0
EZJ (ProShares Ultra MSCI Japan)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the ProShares Ultra MSCI Japan. 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 Japan was 58.63%, occurring on Oct 20, 2022. The portfolio has not yet recovered.

The current ProShares Ultra MSCI Japan drawdown is 23.35%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-58.63%Sep 16, 2021277Oct 20, 2022
-57.65%Jan 29, 2018438Mar 16, 2020200Jan 8, 2021638
-47.07%Feb 18, 2011320Jun 1, 2012220May 8, 2013540
-41.4%Apr 29, 2015196Feb 11, 2016240Jun 2, 2017436
-27.34%Apr 16, 201036Jun 7, 2010123Dec 22, 2010159

Volatility

Volatility Chart

The current ProShares Ultra MSCI Japan volatility is 11.85%, 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.


0.00%5.00%10.00%15.00%20.00%MayJuneJulyAugustSeptemberOctober
11.85%
2.86%
EZJ (ProShares Ultra MSCI Japan)
Benchmark (^GSPC)