EFO vs. AVDV
Compare and contrast key facts about ProShares Ultra MSCI EAFE (EFO) and Avantis International Small Cap Value ETF (AVDV).
EFO and AVDV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EFO is a passively managed fund by ProShares that tracks the performance of the MSCI EAFE Index (200%). It was launched on Jun 2, 2009. AVDV is an actively managed fund by Avantis. It was launched on Sep 24, 2019.
Performance
EFO vs. AVDV - Performance Comparison
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EFO vs. AVDV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EFO ProShares Ultra MSCI EAFE | 2.62% | 58.51% | -2.15% | 25.77% | -33.62% | 19.38% | 2.29% | 14.97% |
AVDV Avantis International Small Cap Value ETF | 8.40% | 49.37% | 8.67% | 16.85% | -11.47% | 15.80% | 5.01% | 12.05% |
Returns By Period
In the year-to-date period, EFO achieves a 2.62% return, which is significantly lower than AVDV's 8.40% return.
EFO
- 1D
- 2.70%
- 1M
- -10.01%
- YTD
- 2.62%
- 6M
- 8.73%
- 1Y
- 40.94%
- 3Y*
- 20.37%
- 5Y*
- 7.63%
- 10Y*
- 9.88%
AVDV
- 1D
- 1.88%
- 1M
- -6.55%
- YTD
- 8.40%
- 6M
- 16.24%
- 1Y
- 51.07%
- 3Y*
- 24.85%
- 5Y*
- 13.80%
- 10Y*
- —
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EFO vs. AVDV - Expense Ratio Comparison
EFO has a 0.95% expense ratio, which is higher than AVDV's 0.36% expense ratio.
Return for Risk
EFO vs. AVDV — Risk / Return Rank
EFO
AVDV
EFO vs. AVDV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra MSCI EAFE (EFO) and Avantis International Small Cap Value ETF (AVDV). 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.
| EFO | AVDV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.17 | 2.78 | -1.61 |
Sortino ratioReturn per unit of downside risk | 1.70 | 3.48 | -1.78 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.57 | -0.34 |
Calmar ratioReturn relative to maximum drawdown | 1.86 | 3.87 | -2.01 |
Martin ratioReturn relative to average drawdown | 6.81 | 16.10 | -9.29 |
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
| EFO | AVDV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.17 | 2.78 | -1.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.81 | -0.57 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.29 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.76 | -0.54 |
Correlation
The correlation between EFO and AVDV is 0.90, 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
EFO vs. AVDV - Dividend Comparison
EFO's dividend yield for the trailing twelve months is around 1.69%, less than AVDV's 2.94% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EFO ProShares Ultra MSCI EAFE | 1.69% | 1.65% | 2.24% | 1.93% | 0.00% | 0.00% | 0.00% | 0.37% | 0.11% |
AVDV Avantis International Small Cap Value ETF | 2.94% | 3.05% | 4.31% | 3.29% | 3.17% | 2.39% | 1.67% | 0.36% | 0.00% |
Drawdowns
EFO vs. AVDV - Drawdown Comparison
The maximum EFO drawdown since its inception was -63.52%, which is greater than AVDV's maximum drawdown of -43.01%. Use the drawdown chart below to compare losses from any high point for EFO and AVDV.
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Drawdown Indicators
| EFO | AVDV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.52% | -43.01% | -20.51% |
Max Drawdown (1Y)Largest decline over 1 year | -22.18% | -13.19% | -8.99% |
Max Drawdown (5Y)Largest decline over 5 years | -53.95% | -28.08% | -25.87% |
Max Drawdown (10Y)Largest decline over 10 years | -63.52% | — | — |
Current DrawdownCurrent decline from peak | -14.12% | -7.48% | -6.64% |
Average DrawdownAverage peak-to-trough decline | -18.78% | -6.88% | -11.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.06% | 3.17% | +2.89% |
Volatility
EFO vs. AVDV - Volatility Comparison
ProShares Ultra MSCI EAFE (EFO) has a higher volatility of 14.52% compared to Avantis International Small Cap Value ETF (AVDV) at 7.50%. This indicates that EFO's price experiences larger fluctuations and is considered to be riskier than AVDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EFO | AVDV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.52% | 7.50% | +7.02% |
Volatility (6M)Calculated over the trailing 6-month period | 22.02% | 12.20% | +9.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.16% | 18.44% | +16.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.57% | 17.15% | +15.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.88% | 19.76% | +14.12% |