EET vs. FUTG
EET (ProShares Ultra MSCI Emerging Markets) and FUTG (Leverage Shares 2X Long FUTU Daily ETF) are both Leveraged Equities funds. EET is passively managed, while FUTG is actively managed. A 0.55 correlation means they provide meaningful diversification when combined. EET charges 0.95%/yr vs 0.75%/yr for FUTG.
Performance
EET vs. FUTG - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EET achieves a 50.58% return, which is significantly higher than FUTG's -75.53% return.
EET
- 1D
- -2.31%
- 1M
- 9.26%
- YTD
- 50.58%
- 6M
- 56.34%
- 1Y
- 108.31%
- 3Y*
- 37.59%
- 5Y*
- 3.59%
- 10Y*
- 10.52%
FUTG
- 1D
- -11.10%
- 1M
- -70.24%
- YTD
- -75.53%
- 6M
- -77.00%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EET vs. FUTG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
EET ProShares Ultra MSCI Emerging Markets | 50.58% | 8.14% |
FUTG Leverage Shares 2X Long FUTU Daily ETF | -75.53% | -0.80% |
Correlation
The correlation between EET and FUTG is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 15, 2025 | 0.55 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EET vs. FUTG — Risk / Return Rank
EET
FUTG
EET vs. FUTG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra MSCI Emerging Markets (EET) and Leverage Shares 2X Long FUTU Daily ETF (FUTG). 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.
| EET | FUTG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.43 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 4.13 | — | — |
| Martin ratioReturn relative to average drawdown | 15.14 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| EET | FUTG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.75 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.26 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | -0.66 | +0.78 |
Drawdowns
EET vs. FUTG - Drawdown Comparison
The maximum EET drawdown since its inception was -71.66%, smaller than the maximum FUTG drawdown of -86.19%. Use the drawdown chart below to compare losses from any high point for EET and FUTG.
Loading charts...
Drawdown Indicators
| EET | FUTG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.66% | -86.19% | +14.53% |
Max Drawdown (1Y)Largest decline over 1 year | -26.38% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -34.89% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -64.88% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -69.07% | — | — |
Current DrawdownCurrent decline from peak | -4.77% | -84.29% | +79.52% |
Average DrawdownAverage peak-to-trough decline | -37.26% | -40.35% | +3.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.18% | — | — |
Volatility
EET vs. FUTG - Volatility Comparison
Loading charts...
Volatility by Period
| EET | FUTG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.15% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 34.62% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 39.74% | 136.01% | -96.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.79% | 136.01% | -98.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.60% | 136.01% | -95.41% |
EET vs. FUTG - Expense Ratio Comparison
EET has a 0.95% expense ratio, which is higher than FUTG's 0.75% expense ratio.
Dividends
EET vs. FUTG - Dividend Comparison
EET's dividend yield for the trailing twelve months is around 1.26%, while FUTG has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
EET ProShares Ultra MSCI Emerging Markets | 1.26% | 1.82% | 3.85% | 2.14% | 0.00% | 0.00% | 0.01% | 1.40% | 0.16% |
FUTG Leverage Shares 2X Long FUTU Daily ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EET and FUTG 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.
On fees, FUTG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FUTG is cheaper with a 0.75% expense ratio, compared with 0.95% for EET.
EET has the higher dividend yield at 1.26%, compared with 0.00% for FUTG.
They also come from different issuers: ProShares and Leverage Shares. Their fees differ too: 0.95% for EET and 0.75% for FUTG.
Find the right allocation for EET and FUTG
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer