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EFU vs. EEV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EFU and EEV is -0.75. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.7

Performance

EFU vs. EEV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort MSCI EAFE (EFU) and ProShares UltraShort MSCI Emerging Markets (EEV). The values are adjusted to include any dividend payments, if applicable.

-99.00%-98.00%-97.00%-96.00%NovemberDecember2025FebruaryMarchApril
-96.81%
-99.00%
EFU
EEV

Key characteristics

Sharpe Ratio

EFU:

-0.49

EEV:

-0.43

Sortino Ratio

EFU:

-0.50

EEV:

-0.39

Omega Ratio

EFU:

0.94

EEV:

0.95

Calmar Ratio

EFU:

-0.18

EEV:

-0.17

Martin Ratio

EFU:

-1.47

EEV:

-1.17

Ulcer Index

EFU:

11.83%

EEV:

14.23%

Daily Std Dev

EFU:

35.57%

EEV:

38.54%

Max Drawdown

EFU:

-98.98%

EEV:

-99.71%

Current Drawdown

EFU:

-98.98%

EEV:

-99.64%

Returns By Period

In the year-to-date period, EFU achieves a -21.00% return, which is significantly lower than EEV's -8.76% return. Over the past 10 years, EFU has underperformed EEV with an annualized return of -15.91%, while EEV has yielded a comparatively higher -13.68% annualized return.


EFU

YTD

-21.00%

1M

-5.63%

6M

-13.39%

1Y

-18.49%

5Y*

-23.28%

10Y*

-15.91%

EEV

YTD

-8.76%

1M

1.47%

6M

2.94%

1Y

-15.91%

5Y*

-17.16%

10Y*

-13.68%

*Annualized

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EFU vs. EEV - Expense Ratio Comparison

Both EFU and EEV have an expense ratio of 0.95%.


Expense ratio chart for EFU: 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%
EFU: 0.95%
Expense ratio chart for EEV: 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%
EEV: 0.95%

Risk-Adjusted Performance

EFU vs. EEV — Risk-Adjusted Performance Rank

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

EFU
The Risk-Adjusted Performance Rank of EFU is 55
Overall Rank
The Sharpe Ratio Rank of EFU is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of EFU is 55
Sortino Ratio Rank
The Omega Ratio Rank of EFU is 55
Omega Ratio Rank
The Calmar Ratio Rank of EFU is 1010
Calmar Ratio Rank
The Martin Ratio Rank of EFU is 22
Martin Ratio Rank

EEV
The Risk-Adjusted Performance Rank of EEV is 77
Overall Rank
The Sharpe Ratio Rank of EEV is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of EEV is 77
Sortino Ratio Rank
The Omega Ratio Rank of EEV is 77
Omega Ratio Rank
The Calmar Ratio Rank of EEV is 1010
Calmar Ratio Rank
The Martin Ratio Rank of EEV is 44
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.

EFU vs. EEV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort MSCI EAFE (EFU) and ProShares UltraShort MSCI Emerging Markets (EEV). 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 EFU, currently valued at -0.49, compared to the broader market-1.000.001.002.003.004.00
EFU: -0.49
EEV: -0.43
The chart of Sortino ratio for EFU, currently valued at -0.50, compared to the broader market-2.000.002.004.006.008.00
EFU: -0.50
EEV: -0.39
The chart of Omega ratio for EFU, currently valued at 0.94, compared to the broader market0.501.001.502.002.50
EFU: 0.94
EEV: 0.95
The chart of Calmar ratio for EFU, currently valued at -0.18, compared to the broader market0.002.004.006.008.0010.0012.00
EFU: -0.18
EEV: -0.17
The chart of Martin ratio for EFU, currently valued at -1.47, compared to the broader market0.0020.0040.0060.00
EFU: -1.47
EEV: -1.17

The current EFU Sharpe Ratio is -0.49, which is comparable to the EEV Sharpe Ratio of -0.43. The chart below compares the historical Sharpe Ratios of EFU and EEV, 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-1.00-0.500.000.50NovemberDecember2025FebruaryMarchApril
-0.49
-0.43
EFU
EEV

Dividends

EFU vs. EEV - Dividend Comparison

EFU's dividend yield for the trailing twelve months is around 5.01%, more than EEV's 4.74% yield.


TTM2024202320222021202020192018
EFU
ProShares UltraShort MSCI EAFE
5.01%3.88%6.40%0.09%0.00%0.06%0.95%0.17%
EEV
ProShares UltraShort MSCI Emerging Markets
4.74%4.45%3.45%0.27%0.00%0.14%1.34%0.38%

Drawdowns

EFU vs. EEV - Drawdown Comparison

The maximum EFU drawdown since its inception was -98.98%, roughly equal to the maximum EEV drawdown of -99.71%. Use the drawdown chart below to compare losses from any high point for EFU and EEV. For additional features, visit the drawdowns tool.


-99.60%-99.40%-99.20%-99.00%-98.80%-98.60%NovemberDecember2025FebruaryMarchApril
-98.98%
-99.64%
EFU
EEV

Volatility

EFU vs. EEV - Volatility Comparison

ProShares UltraShort MSCI EAFE (EFU) has a higher volatility of 24.37% compared to ProShares UltraShort MSCI Emerging Markets (EEV) at 22.62%. This indicates that EFU's price experiences larger fluctuations and is considered to be riskier than EEV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
24.37%
22.62%
EFU
EEV