EFU vs. BBIN
EFU (ProShares UltraShort MSCI EAFE) and BBIN (JPMorgan BetaBuilders International Equity ETF) are both exchange-traded funds - EFU is a Leveraged Equities fund tracking the MSCI EAFE Index (-200%), while BBIN is a Foreign Large Cap Equities fund tracking the Morningstar Developed Markets ex-North America Target Market Exposure Index. Both are passively managed. Over the past 5 years, EFU returned -16.16%/yr vs 9.27%/yr for BBIN. Their -0.98 correlation means they have often moved in opposite directions in the past. EFU charges 0.95%/yr vs 0.07%/yr for BBIN.
Performance
EFU vs. BBIN - Performance Comparison
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Returns By Period
In the year-to-date period, EFU achieves a -21.36% return, which is significantly lower than BBIN's 11.84% return.
EFU
- 1D
- -0.66%
- 1M
- -3.30%
- 6M
- -12.53%
- YTD
- -21.36%
- 1Y
- -35.56%
- 3Y*
- -25.18%
- 5Y*
- -16.16%
- 10Y*
- -19.65%
- ALL TIME*
- -19.09%
BBIN
- 1D
- 0.40%
- 1M
- 1.26%
- 6M
- 5.47%
- YTD
- 11.84%
- 1Y
- 25.51%
- 3Y*
- 17.33%
- 5Y*
- 9.27%
- 10Y*
- —
- ALL TIME*
- 10.38%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $21.58M | $13.94M | $10.75M | |
| $26.57K | $37.75K | $56.26K |
EFU vs. BBIN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EFU ProShares UltraShort MSCI EAFE | -21.36% | -41.07% | -1.04% | -25.36% | 24.26% | -24.58% | -35.54% | -6.10% |
BBIN JPMorgan BetaBuilders International Equity ETF | 11.84% | 31.86% | 3.65% | 18.54% | -14.29% | 11.74% | 7.91% | 3.13% |
Correlation
The correlation between EFU and BBIN is -0.97, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.97 |
Correlation (3Y) Balances recent behavior with more history. | -0.97 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.98 |
Correlation (All Time) Calculated using the full available price history since Dec 5, 2019 | -0.98 |
The correlation between EFU and BBIN has been stable across timeframes, ranging from -0.98 to -0.97 - a consistent structural relationship.
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Return for Risk
EFU vs. BBIN — Risk / Return Rank
EFU
BBIN
EFU vs. BBIN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort MSCI EAFE (EFU) and JPMorgan BetaBuilders International Equity ETF (BBIN). 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.
| EFU | BBIN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.70 | ||
| Sortino ratioReturn per unit of downside risk | -3.88 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 1.28 | -0.47 |
| Calmar ratioReturn relative to maximum drawdown | -1.04 | 2.22 | -3.26 |
| Martin ratioReturn relative to average drawdown | -1.67 | 8.28 | -9.94 |
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Drawdowns
EFU vs. BBIN - Drawdown Comparison
The maximum EFU drawdown since its inception was -99.39%, which is greater than BBIN's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for EFU and BBIN.
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Drawdown Indicators
| EFU | BBIN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.39% | -33.37% | -66.02% |
Max Drawdown (1Y)Largest decline over 1 year | -34.17% | -11.57% | -22.60% |
Max Drawdown (3Y)Largest decline over 3 years | -65.69% | -13.98% | -51.71% |
Max Drawdown (5Y)Largest decline over 5 years | -76.39% | -29.24% | -47.15% |
Max Drawdown (10Y)Largest decline over 10 years | -89.39% | — | — |
Current DrawdownCurrent decline from peak | -99.39% | -0.28% | -99.11% |
Average DrawdownAverage peak-to-trough decline | -87.22% | -6.18% | -81.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.06% | 3.09% | +19.97% |
Volatility
EFU vs. BBIN - Volatility Comparison
ProShares UltraShort MSCI EAFE (EFU) has a higher volatility of 9.16% compared to JPMorgan BetaBuilders International Equity ETF (BBIN) at 4.59%. This indicates that EFU's price experiences larger fluctuations and is considered to be riskier than BBIN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EFU | BBIN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.16% | 4.59% | +4.57% |
Volatility (6M)Calculated over the trailing 6-month period | 28.75% | 13.85% | +14.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.55% | 16.06% | +16.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.67% | 16.70% | +16.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.62% | 19.07% | +14.55% |
EFU vs. BBIN - Expense Ratio Comparison
EFU has a 0.95% expense ratio, which is higher than BBIN's 0.07% expense ratio.
Dividends
EFU vs. BBIN - Dividend Comparison
EFU's dividend yield for the trailing twelve months is around 5.21%, more than BBIN's 3.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
BBIN JPMorgan BetaBuilders International Equity ETF | 3.61% | 3.87% | 3.41% | 3.20% | 2.83% | 3.54% | 1.07% | 0.09% | 0.00% |
EFU ProShares UltraShort MSCI EAFE | 5.21% | 5.57% | 3.87% | 6.41% | 1.47% | 0.00% | 0.06% | 0.95% | 0.17% |
Frequently Asked Questions
EFU and BBIN have a correlation of -0.97, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EFU has higher volatility (9.16%) compared to BBIN (4.59%). In terms of maximum drawdown, EFU dropped -99.39% vs BBIN's -33.37%.
On 5-year performance, BBIN leads with 9.27% vs -16.16% for EFU. On fees, BBIN is cheaper at 0.07% per year. On volatility, BBIN has been the lower-risk option at 4.59%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, BBIN has performed better with a 9.27% return vs -16.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
BBIN is cheaper with a 0.07% expense ratio, compared with 0.95% for EFU.
EFU has the higher dividend yield at 5.21%, compared with 3.61% for BBIN.
EFU is categorized as Leveraged Equities, while BBIN is Foreign Large Cap Equities. EFU tracks MSCI EAFE Index (-200%), while BBIN tracks Morningstar Developed Markets ex-North America Target Market Exposure Index. They also come from different issuers: ProShares and JPMorgan. Their fees differ too: 0.95% for EFU and 0.07% for BBIN.
BBIN currently has the higher Sharpe Ratio (1.60 vs -1.10), 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.
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