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

Correlation

The correlation between EET and EFO is 0.69, 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.


Performance

EET vs. EFO - Performance Comparison

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

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Key characteristics

Sharpe Ratio

EET:

0.19

EFO:

0.36

Sortino Ratio

EET:

0.47

EFO:

0.74

Omega Ratio

EET:

1.06

EFO:

1.10

Calmar Ratio

EET:

0.08

EFO:

0.42

Martin Ratio

EET:

0.37

EFO:

1.26

Ulcer Index

EET:

13.52%

EFO:

9.94%

Daily Std Dev

EET:

38.62%

EFO:

34.75%

Max Drawdown

EET:

-71.66%

EFO:

-63.53%

Current Drawdown

EET:

-47.96%

EFO:

-0.74%

Returns By Period

In the year-to-date period, EET achieves a 16.53% return, which is significantly lower than EFO's 30.42% return. Over the past 10 years, EET has underperformed EFO with an annualized return of -2.07%, while EFO has yielded a comparatively higher 3.48% annualized return.


EET

YTD

16.53%

1M

20.66%

6M

11.21%

1Y

7.35%

3Y*

2.09%

5Y*

5.54%

10Y*

-2.07%

EFO

YTD

30.42%

1M

18.44%

6M

26.74%

1Y

12.48%

3Y*

13.93%

5Y*

16.20%

10Y*

3.48%

*Annualized

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ProShares Ultra MSCI EAFE

EET vs. EFO - Expense Ratio Comparison

Both EET and EFO have an expense ratio of 0.95%.


Risk-Adjusted Performance

EET vs. EFO — 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 2525
Overall Rank
The Sharpe Ratio Rank of EET is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of EET is 2828
Sortino Ratio Rank
The Omega Ratio Rank of EET is 2727
Omega Ratio Rank
The Calmar Ratio Rank of EET is 2121
Calmar Ratio Rank
The Martin Ratio Rank of EET is 2222
Martin Ratio Rank

EFO
The Risk-Adjusted Performance Rank of EFO is 4343
Overall Rank
The Sharpe Ratio Rank of EFO is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of EFO is 4444
Sortino Ratio Rank
The Omega Ratio Rank of EFO is 4242
Omega Ratio Rank
The Calmar Ratio Rank of EFO is 4949
Calmar Ratio Rank
The Martin Ratio Rank of EFO is 4141
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. EFO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra MSCI Emerging Markets (EET) and ProShares Ultra MSCI EAFE (EFO). 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 current EET Sharpe Ratio is 0.19, which is lower than the EFO Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of EET and EFO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

EET vs. EFO - Dividend Comparison

EET's dividend yield for the trailing twelve months is around 3.29%, more than EFO's 1.68% yield.


TTM2024202320222021202020192018
EET
ProShares Ultra MSCI Emerging Markets
3.29%3.85%2.14%0.00%0.00%0.01%1.40%0.16%
EFO
ProShares Ultra MSCI EAFE
1.68%2.24%1.93%0.00%0.00%0.00%0.37%0.11%

Drawdowns

EET vs. EFO - Drawdown Comparison

The maximum EET drawdown since its inception was -71.66%, which is greater than EFO's maximum drawdown of -63.53%. Use the drawdown chart below to compare losses from any high point for EET and EFO. For additional features, visit the drawdowns tool.


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Volatility

EET vs. EFO - Volatility Comparison

ProShares Ultra MSCI Emerging Markets (EET) has a higher volatility of 7.96% compared to ProShares Ultra MSCI EAFE (EFO) at 6.04%. This indicates that EET's price experiences larger fluctuations and is considered to be riskier than EFO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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