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CGV vs. EUO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CGV vs. EUO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Conductor Global Equity Value ETF (CGV) and ProShares UltraShort Euro (EUO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CGV achieves a 7.53% return, which is significantly lower than EUO's 9.04% return.


CGV

1D
-1.57%
1M
-3.07%
YTD
7.53%
6M
6.77%
1Y
21.28%
3Y*
11.34%
5Y*
10Y*

EUO

1D
0.82%
1M
4.61%
YTD
9.04%
6M
9.78%
1Y
8.88%
3Y*
1.93%
5Y*
5.59%
10Y*
2.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CGV vs. EUO - Yearly Performance Comparison


2026 (YTD)2025202420232022
CGV
Conductor Global Equity Value ETF
7.53%23.11%-3.34%5.72%3.64%
EUO
ProShares UltraShort Euro
9.04%-18.87%19.79%-1.02%-7.97%

Correlation

The correlation between CGV and EUO is -0.55, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.55

Correlation (3Y)
Calculated over the trailing 3-year period

-0.51

Correlation (All Time)
Calculated using the full available price history since Aug 1, 2022

-0.51

The correlation between CGV and EUO has been stable across timeframes, ranging from -0.55 to -0.51 - a consistent structural relationship.

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Return for Risk

CGV vs. EUO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CGV
CGV Risk / Return Rank: 4242
Overall Rank
CGV Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
CGV Sortino Ratio Rank: 4242
Sortino Ratio Rank
CGV Omega Ratio Rank: 4343
Omega Ratio Rank
CGV Calmar Ratio Rank: 3838
Calmar Ratio Rank
CGV Martin Ratio Rank: 4040
Martin Ratio Rank

EUO
EUO Risk / Return Rank: 2121
Overall Rank
EUO Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
EUO Sortino Ratio Rank: 2020
Sortino Ratio Rank
EUO Omega Ratio Rank: 2020
Omega Ratio Rank
EUO Calmar Ratio Rank: 2424
Calmar Ratio Rank
EUO Martin Ratio Rank: 2222
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CGV vs. EUO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Conductor Global Equity Value ETF (CGV) and ProShares UltraShort Euro (EUO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CGVEUODifference
Sharpe ratioReturn per unit of total volatility

+0.74

Sortino ratioReturn per unit of downside risk

+0.91

Omega ratioGain probability vs. loss probability

1.26

1.13

+0.13

Calmar ratioReturn relative to maximum drawdown

1.76

1.11

+0.65

Martin ratioReturn relative to average drawdown

5.96

2.59

+3.37

CGV vs. EUO - Sharpe Ratio Comparison

The current CGV Sharpe Ratio is 1.44, which is higher than the EUO Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of CGV and EUO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CGV vs. EUO - Drawdown Comparison

The maximum CGV drawdown since its inception was -16.64%, smaller than the maximum EUO drawdown of -38.58%. Use the drawdown chart below to compare losses from any high point for CGV and EUO.


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Drawdown Indicators


CGVEUODifference

Max Drawdown

Largest peak-to-trough decline

-16.64%

-38.58%

+21.94%

Max Drawdown (1Y)

Largest decline over 1 year

-12.13%

-8.05%

-4.08%

Max Drawdown (3Y)

Largest decline over 3 years

-16.64%

-24.46%

+7.82%

Max Drawdown (5Y)

Largest decline over 5 years

-25.28%

Max Drawdown (10Y)

Largest decline over 10 years

-29.61%

Current Drawdown

Current decline from peak

-7.59%

-14.93%

+7.34%

Average Drawdown

Average peak-to-trough decline

-3.67%

-18.50%

+14.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.58%

3.45%

+0.13%

Volatility

CGV vs. EUO - Volatility Comparison

Conductor Global Equity Value ETF (CGV) has a higher volatility of 5.95% compared to ProShares UltraShort Euro (EUO) at 3.28%. This indicates that CGV's price experiences larger fluctuations and is considered to be riskier than EUO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CGVEUODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.95%

3.28%

+2.67%

Volatility (6M)

Calculated over the trailing 6-month period

12.72%

9.09%

+3.63%

Volatility (1Y)

Calculated over the trailing 1-year period

14.84%

12.71%

+2.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.68%

15.56%

-1.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.68%

14.79%

-1.11%

CGV vs. EUO - Expense Ratio Comparison

CGV has a 1.25% expense ratio, which is higher than EUO's 0.99% expense ratio.


Dividends

CGV vs. EUO - Dividend Comparison

CGV's dividend yield for the trailing twelve months is around 5.10%, while EUO has not paid dividends to shareholders.


PositionTTM2025202420232022
CGV
Conductor Global Equity Value ETF
5.10%4.58%2.87%4.56%0.71%
EUO
ProShares UltraShort Euro
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CGV and EUO have a correlation of -0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CGV has higher volatility (5.95%) compared to EUO (3.28%). In terms of maximum drawdown, CGV dropped -16.64% vs EUO's -38.58%.

On 3-year performance, CGV leads with 11.34% vs 1.93% for EUO. On fees, EUO is cheaper at 0.99% per year. On volatility, EUO has been the lower-risk option at 3.28%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, CGV has performed better with a 11.34% return vs 1.93%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EUO is cheaper with a 0.99% expense ratio, compared with 1.25% for CGV.

CGV has the higher dividend yield at 5.10%, compared with 0.00% for EUO.

CGV is categorized as Foreign Small & Mid Cap Equities, while EUO is Leveraged Currency. They also come from different issuers: Conductor Fund and ProShares. Their fees differ too: 1.25% for CGV and 0.99% for EUO.

CGV currently has the higher Sharpe Ratio (1.44 vs 0.70), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for CGV and EUO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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