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EFA vs. EFO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EFA and EFO is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.7

Performance

EFA vs. EFO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI EAFE ETF (EFA) and ProShares Ultra MSCI EAFE (EFO). The values are adjusted to include any dividend payments, if applicable.

100.00%120.00%140.00%160.00%180.00%NovemberDecember2025FebruaryMarchApril
182.30%
170.68%
EFA
EFO

Key characteristics

Sharpe Ratio

EFA:

0.65

EFO:

0.36

Sortino Ratio

EFA:

1.03

EFO:

0.73

Omega Ratio

EFA:

1.14

EFO:

1.10

Calmar Ratio

EFA:

0.81

EFO:

0.41

Martin Ratio

EFA:

2.44

EFO:

1.24

Ulcer Index

EFA:

4.69%

EFO:

9.94%

Daily Std Dev

EFA:

17.61%

EFO:

34.76%

Max Drawdown

EFA:

-61.04%

EFO:

-63.53%

Current Drawdown

EFA:

-0.91%

EFO:

-8.20%

Returns By Period

In the year-to-date period, EFA achieves a 11.26% return, which is significantly lower than EFO's 19.47% return. Over the past 10 years, EFA has outperformed EFO with an annualized return of 5.19%, while EFO has yielded a comparatively lower 2.66% annualized return.


EFA

YTD

11.26%

1M

1.32%

6M

6.74%

1Y

12.17%

5Y*

12.00%

10Y*

5.19%

EFO

YTD

19.47%

1M

0.44%

6M

7.92%

1Y

14.06%

5Y*

15.57%

10Y*

2.66%

*Annualized

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EFA vs. EFO - Expense Ratio Comparison

EFA has a 0.32% expense ratio, which is lower than EFO's 0.95% expense ratio.


Expense ratio chart for EFO: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EFO: 0.95%
Expense ratio chart for EFA: current value is 0.32%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EFA: 0.32%

Risk-Adjusted Performance

EFA vs. EFO — Risk-Adjusted Performance Rank

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

EFA
The Risk-Adjusted Performance Rank of EFA is 6868
Overall Rank
The Sharpe Ratio Rank of EFA is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of EFA is 6666
Sortino Ratio Rank
The Omega Ratio Rank of EFA is 6565
Omega Ratio Rank
The Calmar Ratio Rank of EFA is 7777
Calmar Ratio Rank
The Martin Ratio Rank of EFA is 6565
Martin Ratio Rank

EFO
The Risk-Adjusted Performance Rank of EFO is 5050
Overall Rank
The Sharpe Ratio Rank of EFO is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of EFO is 5252
Sortino Ratio Rank
The Omega Ratio Rank of EFO is 5050
Omega Ratio Rank
The Calmar Ratio Rank of EFO is 5454
Calmar Ratio Rank
The Martin Ratio Rank of EFO is 4646
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EFA vs. EFO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE ETF (EFA) and ProShares Ultra MSCI EAFE (EFO). 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.


The chart of Sharpe ratio for EFA, currently valued at 0.65, compared to the broader market-1.000.001.002.003.004.00
EFA: 0.65
EFO: 0.36
The chart of Sortino ratio for EFA, currently valued at 1.03, compared to the broader market-2.000.002.004.006.008.00
EFA: 1.03
EFO: 0.73
The chart of Omega ratio for EFA, currently valued at 1.14, compared to the broader market0.501.001.502.00
EFA: 1.14
EFO: 1.10
The chart of Calmar ratio for EFA, currently valued at 0.81, compared to the broader market0.002.004.006.008.0010.0012.00
EFA: 0.81
EFO: 0.41
The chart of Martin ratio for EFA, currently valued at 2.44, compared to the broader market0.0020.0040.0060.00
EFA: 2.44
EFO: 1.24

The current EFA Sharpe Ratio is 0.65, which is higher than the EFO Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of EFA and EFO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.65
0.36
EFA
EFO

Dividends

EFA vs. EFO - Dividend Comparison

EFA's dividend yield for the trailing twelve months is around 2.91%, more than EFO's 1.83% yield.


TTM20242023202220212020201920182017201620152014
EFA
iShares MSCI EAFE ETF
2.91%3.24%2.98%2.69%3.33%2.13%3.10%3.39%2.57%3.07%2.76%3.72%
EFO
ProShares Ultra MSCI EAFE
1.83%2.24%1.93%0.00%0.00%0.00%0.37%0.11%0.00%0.00%0.00%0.00%

Drawdowns

EFA vs. EFO - Drawdown Comparison

The maximum EFA drawdown since its inception was -61.04%, roughly equal to the maximum EFO drawdown of -63.53%. Use the drawdown chart below to compare losses from any high point for EFA and EFO. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.91%
-8.20%
EFA
EFO

Volatility

EFA vs. EFO - Volatility Comparison

The current volatility for iShares MSCI EAFE ETF (EFA) is 11.86%, while ProShares Ultra MSCI EAFE (EFO) has a volatility of 23.14%. This indicates that EFA experiences smaller price fluctuations and is considered to be less risky than EFO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
11.86%
23.14%
EFA
EFO