EFO vs. NTSD
EFO (ProShares Ultra MSCI EAFE) and NTSD (WisdomTree Efficient U.S. Plus International Equity Fund) are both Leveraged Equities funds. EFO is passively managed, while NTSD is actively managed. Their correlation of 0.92 suggests significant overlap in exposure. EFO charges 0.95%/yr vs 0.35%/yr for NTSD.
Performance
EFO vs. NTSD - Performance Comparison
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Returns By Period
EFO
- 1D
- -3.85%
- 1M
- -0.37%
- YTD
- 12.32%
- 6M
- 11.55%
- 1Y
- 36.54%
- 3Y*
- 23.94%
- 5Y*
- 7.59%
- 10Y*
- 11.79%
NTSD
- 1D
- -2.11%
- 1M
- -0.58%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EFO vs. NTSD - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
EFO ProShares Ultra MSCI EAFE | 12.18% |
NTSD WisdomTree Efficient U.S. Plus International Equity Fund | 15.69% |
Correlation
The correlation between EFO and NTSD is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Mar 19, 2026 | 0.92 |
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Return for Risk
EFO vs. NTSD — Risk / Return Rank
EFO
NTSD
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
EFO vs. NTSD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra MSCI EAFE (EFO) and WisdomTree Efficient U.S. Plus International Equity Fund (NTSD). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EFO | NTSD | 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 | 1.66 | — | — |
| Martin ratioReturn relative to average drawdown | 5.64 | — | — |
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Drawdowns
EFO vs. NTSD - Drawdown Comparison
The maximum EFO drawdown since its inception was -63.52%, which is greater than NTSD's maximum drawdown of -5.58%. Use the drawdown chart below to compare losses from any high point for EFO and NTSD.
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Drawdown Indicators
| EFO | NTSD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.52% | -5.58% | -57.94% |
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 | -6.00% | -2.97% | -3.03% |
Average DrawdownAverage peak-to-trough decline | -18.62% | -1.09% | -17.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.49% | — | — |
Volatility
EFO vs. NTSD - Volatility Comparison
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Volatility by Period
| EFO | NTSD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.89% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 26.85% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 31.71% | 25.11% | +6.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.20% | 25.11% | +8.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.65% | 25.11% | +8.54% |
EFO vs. NTSD - Expense Ratio Comparison
EFO has a 0.95% expense ratio, which is higher than NTSD's 0.35% expense ratio.
Dividends
EFO vs. NTSD - Dividend Comparison
EFO's dividend yield for the trailing twelve months is around 1.54%, while NTSD 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% |
NTSD WisdomTree Efficient U.S. Plus International Equity Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.92, EFO and NTSD move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, NTSD is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
NTSD is cheaper with a 0.35% expense ratio, compared with 0.95% for EFO.
EFO has the higher dividend yield at 1.54%, compared with 0.00% for NTSD.
They also come from different issuers: ProShares and WisdomTree. Their fees differ too: 0.95% for EFO and 0.35% for NTSD.
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