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EET vs. UPRO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EET vs. UPRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra MSCI Emerging Markets (EET) and ProShares UltraPro S&P 500 (UPRO). The values are adjusted to include any dividend payments, if applicable.

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EET vs. UPRO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EET
ProShares Ultra MSCI Emerging Markets
4.32%63.14%2.88%7.06%-43.07%-10.93%18.92%31.87%-33.84%82.41%
UPRO
ProShares UltraPro S&P 500
-16.03%31.88%63.57%68.53%-56.84%98.64%10.09%102.30%-25.11%71.37%

Returns By Period

In the year-to-date period, EET achieves a 4.32% return, which is significantly higher than UPRO's -16.03% return. Over the past 10 years, EET has underperformed UPRO with an annualized return of 6.49%, while UPRO has yielded a comparatively higher 25.25% annualized return.


EET

1D
7.49%
1M
-18.78%
YTD
4.32%
6M
10.24%
1Y
59.33%
3Y*
21.28%
5Y*
-2.38%
10Y*
6.49%

UPRO

1D
8.61%
1M
-15.71%
YTD
-16.03%
6M
-12.57%
1Y
32.51%
3Y*
37.29%
5Y*
16.63%
10Y*
25.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EET vs. UPRO - Expense Ratio Comparison

EET has a 0.95% expense ratio, which is higher than UPRO's 0.92% expense ratio.


Return for Risk

EET vs. UPRO — Risk / Return Rank

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

EET
EET Risk / Return Rank: 7979
Overall Rank
EET Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
EET Sortino Ratio Rank: 7979
Sortino Ratio Rank
EET Omega Ratio Rank: 7777
Omega Ratio Rank
EET Calmar Ratio Rank: 8181
Calmar Ratio Rank
EET Martin Ratio Rank: 7979
Martin Ratio Rank

UPRO
UPRO Risk / Return Rank: 4545
Overall Rank
UPRO Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
UPRO Sortino Ratio Rank: 4646
Sortino Ratio Rank
UPRO Omega Ratio Rank: 4949
Omega Ratio Rank
UPRO Calmar Ratio Rank: 4545
Calmar Ratio Rank
UPRO Martin Ratio Rank: 4747
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. UPRO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra MSCI Emerging Markets (EET) and ProShares UltraPro S&P 500 (UPRO). 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.


EETUPRODifference

Sharpe ratio

Return per unit of total volatility

1.48

0.60

+0.88

Sortino ratio

Return per unit of downside risk

1.99

1.18

+0.81

Omega ratio

Gain probability vs. loss probability

1.29

1.18

+0.11

Calmar ratio

Return relative to maximum drawdown

2.23

1.04

+1.19

Martin ratio

Return relative to average drawdown

8.31

4.18

+4.13

EET vs. UPRO - Sharpe Ratio Comparison

The current EET Sharpe Ratio is 1.48, which is higher than the UPRO Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of EET and UPRO, 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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Sharpe Ratios by Period


EETUPRODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

0.60

+0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

0.33

-0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

0.47

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.59

-0.53

Correlation

The correlation between EET and UPRO is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

EET vs. UPRO - Dividend Comparison

EET's dividend yield for the trailing twelve months is around 1.81%, more than UPRO's 1.04% yield.


TTM20252024202320222021202020192018201720162015
EET
ProShares Ultra MSCI Emerging Markets
1.81%1.82%3.85%2.14%0.00%0.00%0.01%1.40%0.16%0.00%0.00%0.00%
UPRO
ProShares UltraPro S&P 500
1.04%0.84%0.93%0.74%0.52%0.06%0.11%0.41%0.63%0.00%0.12%0.34%

Drawdowns

EET vs. UPRO - Drawdown Comparison

The maximum EET drawdown since its inception was -71.66%, smaller than the maximum UPRO drawdown of -76.82%. Use the drawdown chart below to compare losses from any high point for EET and UPRO.


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Drawdown Indicators


EETUPRODifference

Max Drawdown

Largest peak-to-trough decline

-71.66%

-76.82%

+5.16%

Max Drawdown (1Y)

Largest decline over 1 year

-26.38%

-33.38%

+7.00%

Max Drawdown (5Y)

Largest decline over 5 years

-64.98%

-63.94%

-1.04%

Max Drawdown (10Y)

Largest decline over 10 years

-69.07%

-76.82%

+7.75%

Current Drawdown

Current decline from peak

-24.01%

-20.48%

-3.53%

Average Drawdown

Average peak-to-trough decline

-37.58%

-14.53%

-23.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.08%

8.33%

-1.25%

Volatility

EET vs. UPRO - Volatility Comparison

ProShares Ultra MSCI Emerging Markets (EET) has a higher volatility of 21.60% compared to ProShares UltraPro S&P 500 (UPRO) at 15.89%. This indicates that EET's price experiences larger fluctuations and is considered to be riskier than UPRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EETUPRODifference

Volatility (1M)

Calculated over the trailing 1-month period

21.60%

15.89%

+5.71%

Volatility (6M)

Calculated over the trailing 6-month period

30.38%

28.41%

+1.97%

Volatility (1Y)

Calculated over the trailing 1-year period

40.28%

54.34%

-14.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.90%

50.34%

-13.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.27%

53.70%

-13.43%