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EET vs. TIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EET vs. TIP - Performance Comparison

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

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Returns By Period

In the year-to-date period, EET achieves a 31.08% return, which is significantly higher than TIP's 1.03% return. Over the past 10 years, EET has outperformed TIP with an annualized return of 9.47%, while TIP has yielded a comparatively lower 2.45% annualized return.


EET

1D
-3.33%
1M
-10.92%
YTD
31.08%
6M
32.45%
1Y
73.61%
3Y*
30.02%
5Y*
1.12%
10Y*
9.47%

TIP

1D
-0.10%
1M
-0.75%
YTD
1.03%
6M
0.84%
1Y
4.70%
3Y*
3.72%
5Y*
0.84%
10Y*
2.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EET vs. TIP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EET
ProShares Ultra MSCI Emerging Markets
31.08%63.14%2.88%7.06%-43.07%-10.93%18.92%31.87%-33.84%82.41%
TIP
iShares TIPS Bond ETF
1.03%6.77%1.65%3.80%-12.26%5.68%10.84%8.35%-1.42%2.92%

Correlation

The correlation between EET and TIP is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.20

Correlation (5Y)
Calculated over the trailing 5-year period

0.14

Correlation (10Y)
Calculated over the trailing 10-year period

0.09

Correlation (All Time)
Calculated using the full available price history since Jun 4, 2009

-0.01

The correlation between EET and TIP shifts across timeframes, from -0.01 (all time) to 0.23 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

EET vs. TIP — Risk / Return Rank

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

EET
EET Risk / Return Rank: 6161
Overall Rank
EET Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
EET Sortino Ratio Rank: 5353
Sortino Ratio Rank
EET Omega Ratio Rank: 6161
Omega Ratio Rank
EET Calmar Ratio Rank: 6666
Calmar Ratio Rank
EET Martin Ratio Rank: 6464
Martin Ratio Rank

TIP
TIP Risk / Return Rank: 4949
Overall Rank
TIP Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
TIP Sortino Ratio Rank: 5050
Sortino Ratio Rank
TIP Omega Ratio Rank: 4444
Omega Ratio Rank
TIP Calmar Ratio Rank: 5555
Calmar Ratio Rank
TIP Martin Ratio Rank: 4949
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.

EET vs. TIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra MSCI Emerging Markets (EET) and iShares TIPS Bond ETF (TIP). 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.


EETTIPDifference
Sharpe ratioReturn per unit of total volatility

+0.36

Sortino ratioReturn per unit of downside risk

+0.03

Omega ratioGain probability vs. loss probability

1.31

1.25

+0.07

Calmar ratioReturn relative to maximum drawdown

2.80

2.39

+0.42

Martin ratioReturn relative to average drawdown

9.91

7.15

+2.76

EET vs. TIP - Sharpe Ratio Comparison

The current EET Sharpe Ratio is 1.75, which is comparable to the TIP Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of EET and TIP, 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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Sharpe Ratios by Period


EETTIPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.75

1.40

+0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.14

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

0.43

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

0.57

-0.47

Drawdowns

EET vs. TIP - Drawdown Comparison

The maximum EET drawdown since its inception was -71.66%, which is greater than TIP's maximum drawdown of -14.57%. Use the drawdown chart below to compare losses from any high point for EET and TIP.


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Drawdown Indicators


EETTIPDifference

Max Drawdown

Largest peak-to-trough decline

-71.66%

-14.57%

-57.09%

Max Drawdown (1Y)

Largest decline over 1 year

-26.38%

-1.98%

-24.40%

Max Drawdown (3Y)

Largest decline over 3 years

-34.89%

-4.54%

-30.35%

Max Drawdown (5Y)

Largest decline over 5 years

-64.51%

-14.51%

-50.00%

Max Drawdown (10Y)

Largest decline over 10 years

-69.07%

-14.51%

-54.56%

Current Drawdown

Current decline from peak

-17.10%

-0.83%

-16.27%

Average Drawdown

Average peak-to-trough decline

-37.23%

-3.43%

-33.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.45%

0.66%

+6.79%

Volatility

EET vs. TIP - Volatility Comparison

ProShares Ultra MSCI Emerging Markets (EET) has a higher volatility of 21.77% compared to iShares TIPS Bond ETF (TIP) at 0.96%. This indicates that EET's price experiences larger fluctuations and is considered to be riskier than TIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EETTIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.77%

0.96%

+20.81%

Volatility (6M)

Calculated over the trailing 6-month period

37.86%

2.32%

+35.54%

Volatility (1Y)

Calculated over the trailing 1-year period

42.20%

3.38%

+38.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.31%

6.21%

+32.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.80%

5.74%

+35.06%

EET vs. TIP - Expense Ratio Comparison

EET has a 0.95% expense ratio, which is higher than TIP's 0.18% expense ratio.


Dividends

EET vs. TIP - Dividend Comparison

EET's dividend yield for the trailing twelve months is around 1.44%, less than TIP's 3.78% yield.


PositionTTM20252024202320222021202020192018201720162015
EET
ProShares Ultra MSCI Emerging Markets
1.44%1.82%3.85%2.14%0.00%0.00%0.01%1.40%0.16%0.00%0.00%0.00%
TIP
iShares TIPS Bond ETF
3.78%3.46%2.52%2.73%6.96%4.28%1.17%1.75%2.71%2.07%1.48%0.34%

Frequently Asked Questions


EET and TIP have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EET has higher volatility (21.77%) compared to TIP (0.96%). In terms of maximum drawdown, EET dropped -71.66% vs TIP's -14.57%.

On 10-year performance, EET leads with 9.47% vs 2.45% for TIP. On fees, TIP is cheaper at 0.18% per year. On volatility, TIP has been the lower-risk option at 0.96%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, EET has performed better with a 9.47% return vs 2.45%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TIP is cheaper with a 0.18% expense ratio, compared with 0.95% for EET.

TIP has the higher dividend yield at 3.78%, compared with 1.44% for EET.

EET is categorized as Leveraged Equities, while TIP is Inflation-Protected Bonds. EET tracks MSCI Emerging Markets Index (200%), while TIP tracks ICE U.S. Treasury Inflation Linked Bond Index. They also come from different issuers: ProShares and iShares. Their fees differ too: 0.95% for EET and 0.18% for TIP.

EET currently has the higher Sharpe Ratio (1.75 vs 1.40), 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.

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