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

Correlation

The correlation between EFO and EFU is -0.79. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.8

Performance

EFO vs. EFU - Performance Comparison

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

-100.00%-50.00%0.00%50.00%100.00%150.00%200.00%NovemberDecember2025FebruaryMarchApril
170.68%
-97.10%
EFO
EFU

Key characteristics

Sharpe Ratio

EFO:

0.36

EFU:

-0.52

Sortino Ratio

EFO:

0.73

EFU:

-0.56

Omega Ratio

EFO:

1.10

EFU:

0.93

Calmar Ratio

EFO:

0.41

EFU:

-0.19

Martin Ratio

EFO:

1.24

EFU:

-1.58

Ulcer Index

EFO:

9.94%

EFU:

11.71%

Daily Std Dev

EFO:

34.76%

EFU:

35.56%

Max Drawdown

EFO:

-63.53%

EFU:

-98.97%

Current Drawdown

EFO:

-8.20%

EFU:

-98.97%

Returns By Period

In the year-to-date period, EFO achieves a 19.47% return, which is significantly higher than EFU's -20.37% return. Over the past 10 years, EFO has outperformed EFU with an annualized return of 2.66%, while EFU has yielded a comparatively lower -15.85% annualized return.


EFO

YTD

19.47%

1M

0.44%

6M

7.92%

1Y

14.06%

5Y*

15.57%

10Y*

2.66%

EFU

YTD

-20.37%

1M

-2.48%

6M

-11.98%

1Y

-16.64%

5Y*

-23.18%

10Y*

-15.85%

*Annualized

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EFO vs. EFU - Expense Ratio Comparison

Both EFO and EFU have an expense ratio of 0.95%.


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 EFU: 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%
EFU: 0.95%

Risk-Adjusted Performance

EFO vs. EFU — Risk-Adjusted Performance Rank

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

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

EFU
The Risk-Adjusted Performance Rank of EFU is 55
Overall Rank
The Sharpe Ratio Rank of EFU is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of EFU is 55
Sortino Ratio Rank
The Omega Ratio Rank of EFU is 55
Omega Ratio Rank
The Calmar Ratio Rank of EFU is 1010
Calmar Ratio Rank
The Martin Ratio Rank of EFU is 11
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.

EFO vs. EFU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra MSCI EAFE (EFO) and ProShares UltraShort MSCI EAFE (EFU). 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 EFO, currently valued at 0.36, compared to the broader market-1.000.001.002.003.004.00
EFO: 0.36
EFU: -0.47
The chart of Sortino ratio for EFO, currently valued at 0.73, compared to the broader market-2.000.002.004.006.008.00
EFO: 0.73
EFU: -0.47
The chart of Omega ratio for EFO, currently valued at 1.10, compared to the broader market0.501.001.502.002.50
EFO: 1.10
EFU: 0.94
The chart of Calmar ratio for EFO, currently valued at 0.41, compared to the broader market0.002.004.006.008.0010.0012.00
EFO: 0.41
EFU: -0.17
The chart of Martin ratio for EFO, currently valued at 1.24, compared to the broader market0.0020.0040.0060.00
EFO: 1.24
EFU: -1.41

The current EFO Sharpe Ratio is 0.36, which is higher than the EFU Sharpe Ratio of -0.52. The chart below compares the historical Sharpe Ratios of EFO and EFU, 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-1.50-1.00-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.36
-0.47
EFO
EFU

Dividends

EFO vs. EFU - Dividend Comparison

EFO's dividend yield for the trailing twelve months is around 1.83%, less than EFU's 4.97% yield.


TTM2024202320222021202020192018
EFO
ProShares Ultra MSCI EAFE
1.83%2.24%1.93%0.00%0.00%0.00%0.37%0.11%
EFU
ProShares UltraShort MSCI EAFE
4.97%3.88%6.40%0.09%0.00%0.06%0.95%0.17%

Drawdowns

EFO vs. EFU - Drawdown Comparison

The maximum EFO drawdown since its inception was -63.53%, smaller than the maximum EFU drawdown of -98.97%. Use the drawdown chart below to compare losses from any high point for EFO and EFU. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.20%
-97.39%
EFO
EFU

Volatility

EFO vs. EFU - Volatility Comparison

The current volatility for ProShares Ultra MSCI EAFE (EFO) is 23.14%, while ProShares UltraShort MSCI EAFE (EFU) has a volatility of 24.36%. This indicates that EFO experiences smaller price fluctuations and is considered to be less risky than EFU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
23.14%
24.36%
EFO
EFU