EFO vs. FUTG
EFO (ProShares Ultra MSCI EAFE) and FUTG (Leverage Shares 2X Long FUTU Daily ETF) are both Leveraged Equities funds. EFO is passively managed, while FUTG is actively managed. At a 0.48 correlation, their price movements are largely independent. EFO charges 0.95%/yr vs 0.75%/yr for FUTG.
Performance
EFO vs. FUTG - Performance Comparison
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Returns By Period
In the year-to-date period, EFO achieves a 12.87% return, which is significantly higher than FUTG's -75.53% return.
EFO
- 1D
- -1.58%
- 1M
- 6.17%
- YTD
- 12.87%
- 6M
- 17.60%
- 1Y
- 34.57%
- 3Y*
- 23.50%
- 5Y*
- 7.18%
- 10Y*
- 10.16%
FUTG
- 1D
- -11.10%
- 1M
- -70.24%
- YTD
- -75.53%
- 6M
- -77.00%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EFO vs. FUTG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
EFO ProShares Ultra MSCI EAFE | 12.87% | 7.96% |
FUTG Leverage Shares 2X Long FUTU Daily ETF | -75.53% | -0.80% |
Correlation
The correlation between EFO and FUTG is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 15, 2025 | 0.48 |
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Return for Risk
EFO vs. FUTG — Risk / Return Rank
EFO
FUTG
EFO vs. FUTG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra MSCI EAFE (EFO) and Leverage Shares 2X Long FUTU Daily ETF (FUTG). 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 | FUTG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.21 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.57 | — | — |
| Martin ratioReturn relative to average drawdown | 5.42 | — | — |
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 | FUTG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.14 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.30 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | -0.66 | +0.89 |
Drawdowns
EFO vs. FUTG - Drawdown Comparison
The maximum EFO drawdown since its inception was -63.52%, smaller than the maximum FUTG drawdown of -86.19%. Use the drawdown chart below to compare losses from any high point for EFO and FUTG.
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Drawdown Indicators
| EFO | FUTG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.52% | -86.19% | +22.67% |
Max Drawdown (1Y)Largest decline over 1 year | -22.18% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -26.85% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -53.95% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -63.52% | — | — |
Current DrawdownCurrent decline from peak | -5.54% | -84.29% | +78.75% |
Average DrawdownAverage peak-to-trough decline | -18.67% | -40.35% | +21.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.39% | — | — |
Volatility
EFO vs. FUTG - Volatility Comparison
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Volatility by Period
| EFO | FUTG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.08% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 25.18% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 30.54% | 136.01% | -105.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.98% | 136.01% | -103.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.09% | 136.01% | -101.92% |
EFO vs. FUTG - Expense Ratio Comparison
EFO has a 0.95% expense ratio, which is higher than FUTG's 0.75% expense ratio.
Dividends
EFO vs. FUTG - Dividend Comparison
EFO's dividend yield for the trailing twelve months is around 1.54%, while FUTG has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
EFO ProShares Ultra MSCI EAFE | 1.54% | 1.65% | 2.24% | 1.93% | 0.00% | 0.00% | 0.00% | 0.37% | 0.11% |
FUTG Leverage Shares 2X Long FUTU Daily ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EFO and FUTG have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FUTG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FUTG is cheaper with a 0.75% expense ratio, compared with 0.95% for EFO.
EFO has the higher dividend yield at 1.54%, compared with 0.00% for FUTG.
They also come from different issuers: ProShares and Leverage Shares. Their fees differ too: 0.95% for EFO and 0.75% for FUTG.
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