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EFO vs. UVXY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EFO vs. UVXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra MSCI EAFE (EFO) and ProShares Ultra VIX Short-Term Futures ETF (UVXY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EFO achieves a 13.39% return, which is significantly higher than UVXY's -32.31% return. Over the past 10 years, EFO has outperformed UVXY with an annualized return of 10.61%, while UVXY has yielded a comparatively lower -72.05% annualized return.


EFO

1D
-1.93%
1M
-1.03%
6M
5.97%
YTD
13.39%
1Y
32.06%
3Y*
21.35%
5Y*
7.89%
10Y*
10.61%

UVXY

1D
4.92%
1M
-15.35%
6M
-29.18%
YTD
-32.31%
1Y
-71.44%
3Y*
-61.73%
5Y*
-67.56%
10Y*
-72.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EFO vs. UVXY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EFO
ProShares Ultra MSCI EAFE
13.39%58.51%-2.15%25.77%-33.62%19.38%2.29%40.93%-30.91%51.78%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
-32.31%-65.32%-50.90%-87.70%-44.81%-88.33%-17.38%-84.23%60.10%-94.17%

Correlation

The correlation between EFO and UVXY is -0.60, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.60

Correlation (3Y)
Calculated over the trailing 3-year period

-0.59

Correlation (5Y)
Calculated over the trailing 5-year period

-0.63

Correlation (10Y)
Calculated over the trailing 10-year period

-0.61

Correlation (All Time)
Calculated using the full available price history since Oct 4, 2011

-0.56

The correlation between EFO and UVXY has been stable across timeframes, ranging from -0.63 to -0.56 - a consistent structural relationship.

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Return for Risk

EFO vs. UVXY — Risk / Return Rank

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

EFO
EFO Risk / Return Rank: 3636
Overall Rank
EFO Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
EFO Sortino Ratio Rank: 3636
Sortino Ratio Rank
EFO Omega Ratio Rank: 3535
Omega Ratio Rank
EFO Calmar Ratio Rank: 3636
Calmar Ratio Rank
EFO Martin Ratio Rank: 3939
Martin Ratio Rank

UVXY
UVXY Risk / Return Rank: 22
Overall Rank
UVXY Sharpe Ratio Rank: 33
Sharpe Ratio Rank
UVXY Sortino Ratio Rank: 22
Sortino Ratio Rank
UVXY Omega Ratio Rank: 22
Omega Ratio Rank
UVXY Calmar Ratio Rank: 00
Calmar Ratio Rank
UVXY Martin Ratio Rank: 11
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. UVXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra MSCI EAFE (EFO) and ProShares Ultra VIX Short-Term Futures ETF (UVXY). 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.


EFOUVXYDifference
Sharpe ratioReturn per unit of total volatility

+1.85

Sortino ratioReturn per unit of downside risk

+3.05

Omega ratioGain probability vs. loss probability

1.19

0.83

+0.36

Calmar ratioReturn relative to maximum drawdown

1.45

-0.98

+2.43

Martin ratioReturn relative to average drawdown

4.91

-1.46

+6.37

EFO vs. UVXY - Sharpe Ratio Comparison

The current EFO Sharpe Ratio is 1.02, which is higher than the UVXY Sharpe Ratio of -0.84. The chart below compares the historical Sharpe Ratios of EFO and UVXY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EFO vs. UVXY - Drawdown Comparison

The maximum EFO drawdown since its inception was -63.52%, smaller than the maximum UVXY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for EFO and UVXY.


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Drawdown Indicators


EFOUVXYDifference

Max Drawdown

Largest peak-to-trough decline

-63.52%

-100.00%

+36.48%

Max Drawdown (1Y)

Largest decline over 1 year

-22.18%

-73.42%

+51.24%

Max Drawdown (3Y)

Largest decline over 3 years

-26.85%

-95.32%

+68.47%

Max Drawdown (5Y)

Largest decline over 5 years

-53.95%

-99.74%

+45.79%

Max Drawdown (10Y)

Largest decline over 10 years

-63.52%

-100.00%

+36.48%

Current Drawdown

Current decline from peak

-5.11%

-100.00%

+94.89%

Average Drawdown

Average peak-to-trough decline

-18.58%

-98.75%

+80.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.55%

48.91%

-42.36%

Volatility

EFO vs. UVXY - Volatility Comparison

The current volatility for ProShares Ultra MSCI EAFE (EFO) is 9.64%, while ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a volatility of 21.23%. This indicates that EFO experiences smaller price fluctuations and is considered to be less risky than UVXY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EFOUVXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.64%

21.23%

-11.59%

Volatility (6M)

Calculated over the trailing 6-month period

27.19%

66.69%

-39.50%

Volatility (1Y)

Calculated over the trailing 1-year period

31.79%

85.49%

-53.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.20%

103.84%

-70.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.52%

112.03%

-78.51%

EFO vs. UVXY - Expense Ratio Comparison

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


Dividends

EFO vs. UVXY - Dividend Comparison

EFO's dividend yield for the trailing twelve months is around 1.64%, while UVXY has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
EFO
ProShares Ultra MSCI EAFE
1.64%1.65%2.24%1.93%0.00%0.00%0.00%0.37%0.11%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EFO and UVXY have a correlation of -0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UVXY has higher volatility (21.23%) compared to EFO (9.64%). In terms of maximum drawdown, EFO dropped -63.52% vs UVXY's -100.00%.

On 10-year performance, EFO leads with 10.61% vs -72.05% for UVXY. Both ETFs have the same 0.95% expense ratio. On volatility, EFO has been the lower-risk option at 9.64%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, EFO has performed better with a 10.61% return vs -72.05%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EFO and UVXY have the same expense ratio: 0.95% per year.

EFO has the higher dividend yield at 1.64%, compared with 0.00% for UVXY.

EFO is categorized as Leveraged Equities, while UVXY is Volatility. EFO tracks MSCI EAFE Index (200%), while UVXY tracks S&P 500 VIX SHORT-TERM FUTURES TR (150%).

EFO currently has the higher Sharpe Ratio (1.02 vs -0.84), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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