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EFO vs. SPXL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EFO vs. SPXL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra MSCI EAFE (EFO) and Direxion Daily S&P 500 Bull 3X Shares (SPXL). The values are adjusted to include any dividend payments, if applicable.

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EFO vs. SPXL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EFO
ProShares Ultra MSCI EAFE
-0.08%58.51%-2.15%25.77%-33.62%19.38%2.29%40.93%-30.91%51.78%
SPXL
Direxion Daily S&P 500 Bull 3X Shares
-15.99%31.94%63.61%69.49%-56.55%98.75%9.64%102.80%-25.11%71.03%

Returns By Period

In the year-to-date period, EFO achieves a -0.08% return, which is significantly higher than SPXL's -15.99% return. Over the past 10 years, EFO has underperformed SPXL with an annualized return of 9.59%, while SPXL has yielded a comparatively higher 25.32% annualized return.


EFO

1D
6.60%
1M
-16.14%
YTD
-0.08%
6M
7.57%
1Y
37.55%
3Y*
19.30%
5Y*
7.06%
10Y*
9.59%

SPXL

1D
8.63%
1M
-15.66%
YTD
-15.99%
6M
-12.47%
1Y
32.76%
3Y*
37.47%
5Y*
16.98%
10Y*
25.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EFO vs. SPXL - Expense Ratio Comparison

EFO has a 0.95% expense ratio, which is lower than SPXL's 1.02% expense ratio.


Return for Risk

EFO vs. SPXL — Risk / Return Rank

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

EFO
EFO Risk / Return Rank: 6363
Overall Rank
EFO Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
EFO Sortino Ratio Rank: 6464
Sortino Ratio Rank
EFO Omega Ratio Rank: 6262
Omega Ratio Rank
EFO Calmar Ratio Rank: 6464
Calmar Ratio Rank
EFO Martin Ratio Rank: 6161
Martin Ratio Rank

SPXL
SPXL Risk / Return Rank: 4545
Overall Rank
SPXL Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
SPXL Sortino Ratio Rank: 4646
Sortino Ratio Rank
SPXL Omega Ratio Rank: 5050
Omega Ratio Rank
SPXL Calmar Ratio Rank: 4646
Calmar Ratio Rank
SPXL Martin Ratio Rank: 4848
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EFO vs. SPXL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra MSCI EAFE (EFO) and Direxion Daily S&P 500 Bull 3X Shares (SPXL). 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.


EFOSPXLDifference

Sharpe ratio

Return per unit of total volatility

1.08

0.61

+0.47

Sortino ratio

Return per unit of downside risk

1.60

1.18

+0.42

Omega ratio

Gain probability vs. loss probability

1.22

1.18

+0.04

Calmar ratio

Return relative to maximum drawdown

1.59

1.05

+0.54

Martin ratio

Return relative to average drawdown

5.90

4.21

+1.68

EFO vs. SPXL - Sharpe Ratio Comparison

The current EFO Sharpe Ratio is 1.08, which is higher than the SPXL Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of EFO and SPXL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EFOSPXLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

0.61

+0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.34

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.48

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.47

-0.26

Correlation

The correlation between EFO and SPXL 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.


Dividends

EFO vs. SPXL - Dividend Comparison

EFO's dividend yield for the trailing twelve months is around 1.73%, more than SPXL's 0.80% yield.


TTM202520242023202220212020201920182017
EFO
ProShares Ultra MSCI EAFE
1.73%1.65%2.24%1.93%0.00%0.00%0.00%0.37%0.11%0.00%
SPXL
Direxion Daily S&P 500 Bull 3X Shares
0.80%0.69%0.74%0.98%0.32%0.11%0.22%0.84%1.02%3.88%

Drawdowns

EFO vs. SPXL - Drawdown Comparison

The maximum EFO drawdown since its inception was -63.52%, smaller than the maximum SPXL drawdown of -76.86%. Use the drawdown chart below to compare losses from any high point for EFO and SPXL.


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Drawdown Indicators


EFOSPXLDifference

Max Drawdown

Largest peak-to-trough decline

-63.52%

-76.86%

+13.34%

Max Drawdown (1Y)

Largest decline over 1 year

-22.18%

-33.42%

+11.24%

Max Drawdown (5Y)

Largest decline over 5 years

-53.95%

-63.80%

+9.85%

Max Drawdown (10Y)

Largest decline over 10 years

-63.52%

-76.86%

+13.34%

Current Drawdown

Current decline from peak

-16.38%

-20.45%

+4.07%

Average Drawdown

Average peak-to-trough decline

-18.78%

-15.85%

-2.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.00%

8.34%

-2.34%

Volatility

EFO vs. SPXL - Volatility Comparison

ProShares Ultra MSCI EAFE (EFO) and Direxion Daily S&P 500 Bull 3X Shares (SPXL) have volatilities of 15.10% and 15.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EFOSPXLDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.10%

15.89%

-0.79%

Volatility (6M)

Calculated over the trailing 6-month period

21.89%

28.45%

-6.56%

Volatility (1Y)

Calculated over the trailing 1-year period

35.11%

54.30%

-19.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.58%

50.27%

-17.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.87%

53.37%

-19.50%