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EEV vs. TSYX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EEV vs. TSYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort MSCI Emerging Markets (EEV) and TSPY Lift ETF (TSYX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


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%

TSYX

1D
-0.16%
1M
6.87%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EEV vs. TSYX - Yearly Performance Comparison


Correlation

The correlation between EEV and TSYX is -0.77, 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 Jan 8, 2026

-0.77

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Return for Risk

EEV vs. TSYX — Risk / Return Rank

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

EEV
EEV Risk / Return Rank: 00
Overall Rank
EEV Sharpe Ratio Rank: 00
Sharpe Ratio Rank
EEV Sortino Ratio Rank: 00
Sortino Ratio Rank
EEV Omega Ratio Rank: 00
Omega Ratio Rank
EEV Calmar Ratio Rank: 00
Calmar Ratio Rank
EEV Martin Ratio Rank: 00
Martin Ratio Rank

TSYX
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.

EEV vs. TSYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort MSCI Emerging Markets (EEV) and TSPY Lift ETF (TSYX). 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.


EEVTSYXDifference
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

EEV vs. TSYX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


EEVTSYXDifference

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

1.28

-1.75

Drawdowns

EEV vs. TSYX - Drawdown Comparison

The maximum EEV drawdown since its inception was -99.87%, which is greater than TSYX's maximum drawdown of -13.39%. Use the drawdown chart below to compare losses from any high point for EEV and TSYX.


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Drawdown Indicators


EEVTSYXDifference

Max Drawdown

Largest peak-to-trough decline

-99.87%

-13.39%

-86.48%

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 Drawdown

Current decline from peak

-99.87%

-0.16%

-99.71%

Average Drawdown

Average peak-to-trough decline

-93.00%

-2.97%

-90.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

34.15%

Volatility

EEV vs. TSYX - Volatility Comparison


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Volatility by Period


EEVTSYXDifference

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%

18.21%

+22.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.25%

18.21%

+20.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.13%

18.21%

+22.92%

EEV vs. TSYX - Expense Ratio Comparison

EEV has a 0.95% expense ratio, which is lower than TSYX's 0.98% expense ratio.


Dividends

EEV vs. TSYX - Dividend Comparison

EEV's dividend yield for the trailing twelve months is around 7.46%, more than TSYX's 6.17% yield.


PositionTTM20252024202320222021202020192018
EEV
ProShares UltraShort MSCI Emerging Markets
7.46%5.40%4.45%3.45%0.27%0.00%0.14%1.34%0.38%
TSYX
TSPY Lift ETF
6.17%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EEV and TSYX have a correlation of -0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EEV is cheaper at 0.95% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EEV is cheaper with a 0.95% expense ratio, compared with 0.98% for TSYX.

EEV has the higher dividend yield at 7.46%, compared with 6.17% for TSYX.

They also come from different issuers: ProShares and TappAlpha. Their fees differ too: 0.95% for EEV and 0.98% for TSYX.

Portfolio Optimizer

Find the right allocation for EEV and TSYX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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