EFO vs. XTJL
Compare and contrast key facts about ProShares Ultra MSCI EAFE (EFO) and Innovator U.S. Equity Accelerated Plus ETF - July (XTJL).
EFO and XTJL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EFO is a passively managed fund by ProShares that tracks the performance of the MSCI EAFE Index (200%). It was launched on Jun 2, 2009. XTJL is an actively managed fund by Innovator. It was launched on Jul 1, 2021.
Performance
EFO vs. XTJL - Performance Comparison
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EFO vs. XTJL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
EFO ProShares Ultra MSCI EAFE | -0.08% | 58.51% | -2.15% | 25.77% | -33.62% | 1.83% |
XTJL Innovator U.S. Equity Accelerated Plus ETF - July | -1.36% | 15.42% | 14.43% | 25.72% | -15.66% | 7.28% |
Returns By Period
In the year-to-date period, EFO achieves a -0.08% return, which is significantly higher than XTJL's -1.36% 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%
XTJL
- 1D
- 2.47%
- 1M
- -2.34%
- YTD
- -1.36%
- 6M
- 1.27%
- 1Y
- 15.57%
- 3Y*
- 14.33%
- 5Y*
- —
- 10Y*
- —
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EFO vs. XTJL - Expense Ratio Comparison
EFO has a 0.95% expense ratio, which is higher than XTJL's 0.79% expense ratio.
Return for Risk
EFO vs. XTJL — Risk / Return Rank
EFO
XTJL
EFO vs. XTJL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra MSCI EAFE (EFO) and Innovator U.S. Equity Accelerated Plus ETF - July (XTJL). 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 | XTJL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 0.86 | +0.22 |
Sortino ratioReturn per unit of downside risk | 1.60 | 1.38 | +0.22 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.28 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.59 | 1.18 | +0.42 |
Martin ratioReturn relative to average drawdown | 5.90 | 7.42 | -1.52 |
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 | XTJL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 0.86 | +0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.28 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.56 | -0.35 |
Correlation
The correlation between EFO and XTJL is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
EFO vs. XTJL - Dividend Comparison
EFO's dividend yield for the trailing twelve months is around 1.73%, while XTJL has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EFO ProShares Ultra MSCI EAFE | 1.73% | 1.65% | 2.24% | 1.93% | 0.00% | 0.00% | 0.00% | 0.37% | 0.11% |
XTJL Innovator U.S. Equity Accelerated Plus ETF - July | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
EFO vs. XTJL - Drawdown Comparison
The maximum EFO drawdown since its inception was -63.52%, which is greater than XTJL's maximum drawdown of -23.24%. Use the drawdown chart below to compare losses from any high point for EFO and XTJL.
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Drawdown Indicators
| EFO | XTJL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.52% | -23.24% | -40.28% |
Max Drawdown (1Y)Largest decline over 1 year | -22.18% | -13.81% | -8.37% |
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 | -16.38% | -2.77% | -13.61% |
Average DrawdownAverage peak-to-trough decline | -18.78% | -4.18% | -14.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.00% | 2.19% | +3.81% |
Volatility
EFO vs. XTJL - Volatility Comparison
ProShares Ultra MSCI EAFE (EFO) has a higher volatility of 15.10% compared to Innovator U.S. Equity Accelerated Plus ETF - July (XTJL) at 4.44%. This indicates that EFO's price experiences larger fluctuations and is considered to be riskier than XTJL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EFO | XTJL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.10% | 4.44% | +10.66% |
Volatility (6M)Calculated over the trailing 6-month period | 21.89% | 6.27% | +15.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.11% | 18.18% | +16.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.58% | 15.46% | +17.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.87% | 15.46% | +18.41% |