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

Correlation

The correlation between EFO and SCHC is 0.69, 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

EFO vs. SCHC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra MSCI EAFE (EFO) and Schwab International Small-Cap Equity ETF (SCHC). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%120.00%NovemberDecember2025FebruaryMarchApril
81.11%
119.85%
EFO
SCHC

Key characteristics

Sharpe Ratio

EFO:

0.36

SCHC:

0.66

Sortino Ratio

EFO:

0.73

SCHC:

1.03

Omega Ratio

EFO:

1.10

SCHC:

1.14

Calmar Ratio

EFO:

0.41

SCHC:

0.64

Martin Ratio

EFO:

1.24

SCHC:

2.42

Ulcer Index

EFO:

9.94%

SCHC:

4.76%

Daily Std Dev

EFO:

34.76%

SCHC:

17.58%

Max Drawdown

EFO:

-63.53%

SCHC:

-43.94%

Current Drawdown

EFO:

-8.20%

SCHC:

-5.26%

Returns By Period

In the year-to-date period, EFO achieves a 19.47% return, which is significantly higher than SCHC's 9.06% return. Over the past 10 years, EFO has underperformed SCHC with an annualized return of 2.66%, while SCHC has yielded a comparatively higher 4.25% annualized return.


EFO

YTD

19.47%

1M

0.44%

6M

7.92%

1Y

14.06%

5Y*

15.57%

10Y*

2.66%

SCHC

YTD

9.06%

1M

2.30%

6M

5.03%

1Y

12.40%

5Y*

10.35%

10Y*

4.25%

*Annualized

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EFO vs. SCHC - Expense Ratio Comparison

EFO has a 0.95% expense ratio, which is higher than SCHC's 0.11% 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 SCHC: current value is 0.11%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHC: 0.11%

Risk-Adjusted Performance

EFO vs. SCHC — 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

SCHC
The Risk-Adjusted Performance Rank of SCHC is 6666
Overall Rank
The Sharpe Ratio Rank of SCHC is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHC is 6767
Sortino Ratio Rank
The Omega Ratio Rank of SCHC is 6464
Omega Ratio Rank
The Calmar Ratio Rank of SCHC is 7070
Calmar Ratio Rank
The Martin Ratio Rank of SCHC is 6565
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. SCHC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra MSCI EAFE (EFO) and Schwab International Small-Cap Equity ETF (SCHC). 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
SCHC: 0.66
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
SCHC: 1.03
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
SCHC: 1.14
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
SCHC: 0.64
The chart of Martin ratio for EFO, currently valued at 1.24, compared to the broader market0.0020.0040.0060.00
EFO: 1.24
SCHC: 2.42

The current EFO Sharpe Ratio is 0.36, which is lower than the SCHC Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of EFO and SCHC, 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
0.36
0.66
EFO
SCHC

Dividends

EFO vs. SCHC - Dividend Comparison

EFO's dividend yield for the trailing twelve months is around 1.83%, less than SCHC's 3.42% yield.


TTM20242023202220212020201920182017201620152014
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%
SCHC
Schwab International Small-Cap Equity ETF
3.42%3.73%2.94%1.78%3.02%1.62%3.23%2.51%2.72%2.01%2.34%2.59%

Drawdowns

EFO vs. SCHC - Drawdown Comparison

The maximum EFO drawdown since its inception was -63.53%, which is greater than SCHC's maximum drawdown of -43.94%. Use the drawdown chart below to compare losses from any high point for EFO and SCHC. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-8.20%
-5.26%
EFO
SCHC

Volatility

EFO vs. SCHC - Volatility Comparison

ProShares Ultra MSCI EAFE (EFO) has a higher volatility of 23.14% compared to Schwab International Small-Cap Equity ETF (SCHC) at 11.00%. This indicates that EFO's price experiences larger fluctuations and is considered to be riskier than SCHC 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
23.14%
11.00%
EFO
SCHC