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

Correlation

The correlation between EET and EEMA is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

EET vs. EEMA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra MSCI Emerging Markets (EET) and iShares MSCI Emerging Markets Asia ETF (EEMA). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%60.00%80.00%NovemberDecember2025FebruaryMarchApril
-32.15%
70.74%
EET
EEMA

Key characteristics

Sharpe Ratio

EET:

0.18

EEMA:

0.40

Sortino Ratio

EET:

0.53

EEMA:

0.73

Omega Ratio

EET:

1.07

EEMA:

1.09

Calmar Ratio

EET:

0.11

EEMA:

0.29

Martin Ratio

EET:

0.52

EEMA:

1.18

Ulcer Index

EET:

13.30%

EEMA:

7.40%

Daily Std Dev

EET:

38.41%

EEMA:

21.87%

Max Drawdown

EET:

-71.66%

EEMA:

-44.18%

Current Drawdown

EET:

-53.03%

EEMA:

-20.14%

Returns By Period

In the year-to-date period, EET achieves a 5.18% return, which is significantly higher than EEMA's 2.61% return. Over the past 10 years, EET has underperformed EEMA with an annualized return of -3.37%, while EEMA has yielded a comparatively higher 3.12% annualized return.


EET

YTD

5.18%

1M

-1.52%

6M

-6.32%

1Y

7.85%

5Y*

4.54%

10Y*

-3.37%

EEMA

YTD

2.61%

1M

-0.74%

6M

-2.09%

1Y

9.18%

5Y*

6.37%

10Y*

3.12%

*Annualized

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EET vs. EEMA - Expense Ratio Comparison

EET has a 0.95% expense ratio, which is higher than EEMA's 0.50% expense ratio.


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

Risk-Adjusted Performance

EET vs. EEMA — Risk-Adjusted Performance Rank

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

EET
The Risk-Adjusted Performance Rank of EET is 3434
Overall Rank
The Sharpe Ratio Rank of EET is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of EET is 4040
Sortino Ratio Rank
The Omega Ratio Rank of EET is 3838
Omega Ratio Rank
The Calmar Ratio Rank of EET is 2929
Calmar Ratio Rank
The Martin Ratio Rank of EET is 3131
Martin Ratio Rank

EEMA
The Risk-Adjusted Performance Rank of EEMA is 4747
Overall Rank
The Sharpe Ratio Rank of EEMA is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of EEMA is 5151
Sortino Ratio Rank
The Omega Ratio Rank of EEMA is 4747
Omega Ratio Rank
The Calmar Ratio Rank of EEMA is 4444
Calmar Ratio Rank
The Martin Ratio Rank of EEMA is 4444
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.

EET vs. EEMA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra MSCI Emerging Markets (EET) and iShares MSCI Emerging Markets Asia ETF (EEMA). 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 EET, currently valued at 0.18, compared to the broader market-1.000.001.002.003.004.00
EET: 0.18
EEMA: 0.40
The chart of Sortino ratio for EET, currently valued at 0.53, compared to the broader market-2.000.002.004.006.008.00
EET: 0.53
EEMA: 0.73
The chart of Omega ratio for EET, currently valued at 1.07, compared to the broader market0.501.001.502.002.50
EET: 1.07
EEMA: 1.09
The chart of Calmar ratio for EET, currently valued at 0.11, compared to the broader market0.002.004.006.008.0010.0012.00
EET: 0.11
EEMA: 0.29
The chart of Martin ratio for EET, currently valued at 0.52, compared to the broader market0.0020.0040.0060.00
EET: 0.52
EEMA: 1.18

The current EET Sharpe Ratio is 0.18, which is lower than the EEMA Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of EET and EEMA, 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 Ratio-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
0.18
0.40
EET
EEMA

Dividends

EET vs. EEMA - Dividend Comparison

EET's dividend yield for the trailing twelve months is around 3.65%, more than EEMA's 1.70% yield.


TTM20242023202220212020201920182017201620152014
EET
ProShares Ultra MSCI Emerging Markets
3.65%3.85%2.14%0.00%0.00%0.01%1.40%0.16%0.00%0.00%0.00%0.00%
EEMA
iShares MSCI Emerging Markets Asia ETF
1.70%1.74%2.25%1.78%2.19%1.15%1.86%2.17%1.73%1.74%2.44%1.33%

Drawdowns

EET vs. EEMA - Drawdown Comparison

The maximum EET drawdown since its inception was -71.66%, which is greater than EEMA's maximum drawdown of -44.18%. Use the drawdown chart below to compare losses from any high point for EET and EEMA. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%NovemberDecember2025FebruaryMarchApril
-53.03%
-20.14%
EET
EEMA

Volatility

EET vs. EEMA - Volatility Comparison

ProShares Ultra MSCI Emerging Markets (EET) has a higher volatility of 21.90% compared to iShares MSCI Emerging Markets Asia ETF (EEMA) at 12.18%. This indicates that EET's price experiences larger fluctuations and is considered to be riskier than EEMA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
21.90%
12.18%
EET
EEMA