EEV vs. RTXG
EEV (ProShares UltraShort MSCI Emerging Markets) and RTXG (Leverage Shares 2X Long RTX Daily ETF) are both Leveraged Equities funds. EEV is passively managed, while RTXG is actively managed. At a correlation of -0.19, they often move in opposite directions. EEV charges 0.95%/yr vs 0.75%/yr for RTXG.
Performance
EEV vs. RTXG - Performance Comparison
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Returns By Period
In the year-to-date period, EEV achieves a -42.06% return, which is significantly lower than RTXG's -16.61% return.
EEV
- 1D
- 2.35%
- 1M
- -17.39%
- YTD
- -42.06%
- 6M
- -44.23%
- 1Y
- -60.04%
- 3Y*
- -34.25%
- 5Y*
- -15.62%
- 10Y*
- -24.13%
RTXG
- 1D
- -1.55%
- 1M
- -0.77%
- YTD
- -16.61%
- 6M
- -2.02%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EEV vs. RTXG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
EEV ProShares UltraShort MSCI Emerging Markets | -42.06% | -28.12% |
RTXG Leverage Shares 2X Long RTX Daily ETF | -16.61% | 60.90% |
Correlation
The correlation between EEV and RTXG is -0.19, 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 (All Time) Calculated using the full available price history since Jun 9, 2025 | -0.19 |
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Return for Risk
EEV vs. RTXG — Risk / Return Rank
EEV
RTXG
EEV vs. RTXG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort MSCI Emerging Markets (EEV) and Leverage Shares 2X Long RTX Daily ETF (RTXG). 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.
| EEV | RTXG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.69 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -1.01 | — | — |
| Martin ratioReturn relative to average drawdown | -1.85 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EEV | RTXG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.49 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.41 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.59 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.48 | 0.72 | -1.19 |
Drawdowns
EEV vs. RTXG - Drawdown Comparison
The maximum EEV drawdown since its inception was -99.87%, which is greater than RTXG's maximum drawdown of -37.49%. Use the drawdown chart below to compare losses from any high point for EEV and RTXG.
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Drawdown Indicators
| EEV | RTXG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.87% | -37.49% | -62.38% |
Max Drawdown (1Y)Largest decline over 1 year | -59.83% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -76.45% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -80.25% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -94.21% | — | — |
Current DrawdownCurrent decline from peak | -99.87% | -36.25% | -63.62% |
Average DrawdownAverage peak-to-trough decline | -93.00% | -8.66% | -84.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.15% | — | — |
Volatility
EEV vs. RTXG - Volatility Comparison
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Volatility by Period
| EEV | RTXG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.59% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 35.59% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 40.37% | 48.66% | -8.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.25% | 48.66% | -10.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.13% | 48.66% | -7.53% |
EEV vs. RTXG - Expense Ratio Comparison
EEV has a 0.95% expense ratio, which is higher than RTXG's 0.75% expense ratio.
Dividends
EEV vs. RTXG - Dividend Comparison
EEV's dividend yield for the trailing twelve months is around 7.46%, less than RTXG's 7.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
EEV ProShares UltraShort MSCI Emerging Markets | 7.46% | 5.40% | 4.45% | 3.45% | 0.27% | 0.00% | 0.14% | 1.34% | 0.38% |
RTXG Leverage Shares 2X Long RTX Daily ETF | 7.63% | 6.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EEV and RTXG have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, RTXG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.
RTXG is cheaper with a 0.75% expense ratio, compared with 0.95% for EEV.
RTXG has the higher dividend yield at 7.63%, compared with 7.46% for EEV.
They also come from different issuers: ProShares and Leverage Shares. Their fees differ too: 0.95% for EEV and 0.75% for RTXG.
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