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EET vs. USOY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EET vs. USOY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra MSCI Emerging Markets (EET) and Defiance Oil Enhanced Options Income ETF (USOY). 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 54.14% return, which is significantly lower than USOY's 62.18% return.


EET

1D
-2.52%
1M
17.51%
YTD
54.14%
6M
60.18%
1Y
118.88%
3Y*
38.53%
5Y*
4.07%
10Y*
11.03%

USOY

1D
1.45%
1M
-3.43%
YTD
62.18%
6M
59.35%
1Y
57.29%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EET vs. USOY - Yearly Performance Comparison


2026 (YTD)20252024
EET
ProShares Ultra MSCI Emerging Markets
54.14%63.14%-4.38%
USOY
Defiance Oil Enhanced Options Income ETF
62.18%-7.93%7.27%

Correlation

The correlation between EET and USOY is -0.30, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.30

Correlation (All Time)
Calculated using the full available price history since May 13, 2024

-0.03

Over the past year, the inverse relationship between EET and USOY has strengthened: their correlation has moved from -0.03 to -0.30, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

EET vs. USOY — Risk / Return Rank

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

EET
EET Risk / Return Rank: 8181
Overall Rank
EET Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
EET Sortino Ratio Rank: 7373
Sortino Ratio Rank
EET Omega Ratio Rank: 7777
Omega Ratio Rank
EET Calmar Ratio Rank: 8484
Calmar Ratio Rank
EET Martin Ratio Rank: 8282
Martin Ratio Rank

USOY
USOY Risk / Return Rank: 5656
Overall Rank
USOY Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
USOY Sortino Ratio Rank: 4646
Sortino Ratio Rank
USOY Omega Ratio Rank: 5555
Omega Ratio Rank
USOY Calmar Ratio Rank: 7878
Calmar Ratio Rank
USOY Martin Ratio Rank: 4646
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. USOY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra MSCI Emerging Markets (EET) and Defiance Oil Enhanced Options Income ETF (USOY). 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.


EETUSOYDifference
Sharpe ratioReturn per unit of total volatility

+1.12

Sortino ratioReturn per unit of downside risk

+1.03

Omega ratioGain probability vs. loss probability

1.46

1.35

+0.12

Calmar ratioReturn relative to maximum drawdown

4.53

4.03

+0.50

Martin ratioReturn relative to average drawdown

16.64

7.74

+8.89

EET vs. USOY - Sharpe Ratio Comparison

The current EET Sharpe Ratio is 3.02, which is higher than the USOY Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of EET and USOY, 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


EETUSOYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.02

1.89

+1.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.99

-0.87

Drawdowns

EET vs. USOY - Drawdown Comparison

The maximum EET drawdown since its inception was -71.66%, which is greater than USOY's maximum drawdown of -17.46%. Use the drawdown chart below to compare losses from any high point for EET and USOY.


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Drawdown Indicators


EETUSOYDifference

Max Drawdown

Largest peak-to-trough decline

-71.66%

-17.46%

-54.20%

Max Drawdown (1Y)

Largest decline over 1 year

-26.38%

-14.29%

-12.09%

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 Drawdown

Current decline from peak

-2.52%

-5.11%

+2.59%

Average Drawdown

Average peak-to-trough decline

-37.27%

-6.47%

-30.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.17%

7.42%

-0.25%

Volatility

EET vs. USOY - Volatility Comparison

ProShares Ultra MSCI Emerging Markets (EET) has a higher volatility of 17.46% compared to Defiance Oil Enhanced Options Income ETF (USOY) at 11.62%. This indicates that EET's price experiences larger fluctuations and is considered to be riskier than USOY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EETUSOYDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.46%

11.62%

+5.84%

Volatility (6M)

Calculated over the trailing 6-month period

34.52%

27.18%

+7.34%

Volatility (1Y)

Calculated over the trailing 1-year period

39.66%

30.44%

+9.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.78%

26.13%

+11.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.60%

26.13%

+14.47%

EET vs. USOY - Expense Ratio Comparison

EET has a 0.95% expense ratio, which is lower than USOY's 1.22% expense ratio.


Dividends

EET vs. USOY - Dividend Comparison

EET's dividend yield for the trailing twelve months is around 1.23%, less than USOY's 54.16% yield.


PositionTTM20252024202320222021202020192018
EET
ProShares Ultra MSCI Emerging Markets
1.23%1.82%3.85%2.14%0.00%0.00%0.01%1.40%0.16%
USOY
Defiance Oil Enhanced Options Income ETF
54.16%104.32%48.60%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EET and USOY have a correlation of -0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EET has higher volatility (17.46%) compared to USOY (11.62%). In terms of maximum drawdown, EET dropped -71.66% vs USOY's -17.46%.

On 1-year performance, EET leads with 118.88% vs 57.29% for USOY. On fees, EET is cheaper at 0.95% per year. On volatility, USOY has been the lower-risk option at 11.62%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, EET has performed better with a 118.88% return vs 57.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EET is cheaper with a 0.95% expense ratio, compared with 1.22% for USOY.

USOY has the higher dividend yield at 54.16%, compared with 1.23% for EET.

EET is categorized as Leveraged Equities, while USOY is Derivative Income. They also come from different issuers: ProShares and Defiance. Their fees differ too: 0.95% for EET and 1.22% for USOY.

EET currently has the higher Sharpe Ratio (3.02 vs 1.89), 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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