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EDC vs. EET
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EDC and EET is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

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Performance

EDC vs. EET - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Emerging Markets Bull 3X Shares (EDC) and ProShares Ultra MSCI Emerging Markets (EET). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%60.00%NovemberDecember2025FebruaryMarchApril
-26.62%
-4.30%
IBP
USLM

Key characteristics

Sharpe Ratio

EDC:

-0.35

EET:

-0.23

Sortino Ratio

EDC:

-0.18

EET:

-0.09

Omega Ratio

EDC:

0.98

EET:

0.99

Calmar Ratio

EDC:

-0.20

EET:

-0.14

Martin Ratio

EDC:

-1.02

EET:

-0.68

Ulcer Index

EDC:

18.06%

EET:

11.92%

Daily Std Dev

EDC:

52.06%

EET:

34.85%

Max Drawdown

EDC:

-92.54%

EET:

-71.66%

Current Drawdown

EDC:

-90.66%

EET:

-59.08%

Returns By Period

In the year-to-date period, EDC achieves a -14.36% return, which is significantly lower than EET's -8.36% return. Over the past 10 years, EDC has underperformed EET with an annualized return of -12.57%, while EET has yielded a comparatively higher -4.07% annualized return.


EDC

YTD

-14.36%

1M

-26.07%

6M

-39.08%

1Y

-17.39%

5Y*

-0.12%

10Y*

-12.57%

EET

YTD

-8.36%

1M

-17.79%

6M

-26.35%

1Y

-7.60%

5Y*

4.23%

10Y*

-4.07%

*Annualized

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EDC vs. EET - Expense Ratio Comparison

EDC has a 1.33% expense ratio, which is higher than EET's 0.95% expense ratio.


Expense ratio chart for EDC: current value is 1.33%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EDC: 1.33%
Expense ratio chart for EET: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EET: 0.95%

Risk-Adjusted Performance

EDC vs. EET — Risk-Adjusted Performance Rank

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

EDC
The Risk-Adjusted Performance Rank of EDC is 1717
Overall Rank
The Sharpe Ratio Rank of EDC is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of EDC is 1919
Sortino Ratio Rank
The Omega Ratio Rank of EDC is 1919
Omega Ratio Rank
The Calmar Ratio Rank of EDC is 1919
Calmar Ratio Rank
The Martin Ratio Rank of EDC is 1414
Martin Ratio Rank

EET
The Risk-Adjusted Performance Rank of EET is 2222
Overall Rank
The Sharpe Ratio Rank of EET is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of EET is 2323
Sortino Ratio Rank
The Omega Ratio Rank of EET is 2424
Omega Ratio Rank
The Calmar Ratio Rank of EET is 2424
Calmar Ratio Rank
The Martin Ratio Rank of EET is 2121
Martin 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.

EDC vs. EET - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Emerging Markets Bull 3X Shares (EDC) and ProShares Ultra MSCI Emerging Markets (EET). 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.


The chart of Sharpe ratio for IBP, currently valued at -0.66, compared to the broader market-1.000.001.002.003.004.005.00
IBP: -0.66
USLM: 1.25
The chart of Sortino ratio for IBP, currently valued at -0.77, compared to the broader market-2.000.002.004.006.008.0010.00
IBP: -0.77
USLM: 1.91
The chart of Omega ratio for IBP, currently valued at 0.91, compared to the broader market0.501.001.502.002.50
IBP: 0.91
USLM: 1.24
The chart of Calmar ratio for IBP, currently valued at -0.76, compared to the broader market0.005.0010.0015.00
IBP: -0.76
USLM: 1.18
The chart of Martin ratio for IBP, currently valued at -1.35, compared to the broader market0.0020.0040.0060.0080.00100.00
IBP: -1.35
USLM: 2.81

The current EDC Sharpe Ratio is -0.35, which is lower than the EET Sharpe Ratio of -0.23. The chart below compares the historical Sharpe Ratios of EDC and EET, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.002.004.006.00NovemberDecember2025FebruaryMarchApril
-0.66
1.25
IBP
USLM

Dividends

EDC vs. EET - Dividend Comparison

EDC's dividend yield for the trailing twelve months is around 4.53%, more than EET's 4.19% yield.


TTM20242023202220212020201920182017201620152014

Drawdowns

EDC vs. EET - Drawdown Comparison

The maximum EDC drawdown since its inception was -92.54%, which is greater than EET's maximum drawdown of -71.66%. Use the drawdown chart below to compare losses from any high point for EDC and EET. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-34.76%
-40.64%
IBP
USLM

Volatility

EDC vs. EET - Volatility Comparison

The current volatility for Direxion Daily Emerging Markets Bull 3X Shares (EDC) is NaN%, while ProShares Ultra MSCI Emerging Markets (EET) has a volatility of NaN%. This indicates that EDC experiences smaller price fluctuations and is considered to be less risky than EET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%20.00%NovemberDecember2025FebruaryMarchApril
16.71%
15.77%
IBP
USLM

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