EFU vs. INTF
EFU (ProShares UltraShort MSCI EAFE) and INTF (iShares MSCI Intl Multifactor ETF) are both exchange-traded funds - EFU is a Leveraged Equities fund tracking the MSCI EAFE Index (-200%), while INTF is a Foreign Large Cap Equities fund tracking the MSCI World ex USA Diversified Multi-Factor. Both are passively managed. Over the past 10 years, EFU returned -20.43%/yr vs 9.84%/yr for INTF. At a correlation of -0.89, they often move in opposite directions. EFU charges 0.95%/yr vs 0.30%/yr for INTF.
Performance
EFU vs. INTF - Performance Comparison
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Returns By Period
In the year-to-date period, EFU achieves a -16.41% return, which is significantly lower than INTF's 8.95% return. Over the past 10 years, EFU has underperformed INTF with an annualized return of -20.43%, while INTF has yielded a comparatively higher 9.84% annualized return.
EFU
- 1D
- -0.54%
- 1M
- -0.67%
- YTD
- -16.41%
- 6M
- -15.54%
- 1Y
- -29.84%
- 3Y*
- -24.30%
- 5Y*
- -15.33%
- 10Y*
- -20.43%
INTF
- 1D
- -0.42%
- 1M
- -0.49%
- YTD
- 8.95%
- 6M
- 8.52%
- 1Y
- 24.08%
- 3Y*
- 19.47%
- 5Y*
- 9.68%
- 10Y*
- 9.84%
EFU vs. INTF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EFU ProShares UltraShort MSCI EAFE | -16.41% | -41.07% | -1.04% | -25.36% | 24.26% | -24.58% | -35.54% | -32.71% | 32.32% | -36.87% |
INTF iShares MSCI Intl Multifactor ETF | 8.95% | 35.50% | 5.99% | 18.25% | -12.31% | 11.70% | 2.83% | 18.46% | -15.87% | 28.46% |
Correlation
The correlation between EFU and INTF is -0.96, 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 | -0.96 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.96 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.92 |
Correlation (All Time) Calculated using the full available price history since May 4, 2015 | -0.89 |
The correlation between EFU and INTF has been stable across timeframes, ranging from -0.96 to -0.89 - a consistent structural relationship.
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Return for Risk
EFU vs. INTF — Risk / Return Rank
EFU
INTF
EFU vs. INTF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort MSCI EAFE (EFU) and iShares MSCI Intl Multifactor ETF (INTF). 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 | INTF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.55 | ||
| Sortino ratioReturn per unit of downside risk | -3.55 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 1.29 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | -0.89 | 2.37 | -3.26 |
| Martin ratioReturn relative to average drawdown | -1.46 | 9.37 | -10.83 |
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Drawdowns
EFU vs. INTF - Drawdown Comparison
The maximum EFU drawdown since its inception was -99.37%, which is greater than INTF's maximum drawdown of -40.39%. Use the drawdown chart below to compare losses from any high point for EFU and INTF.
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Drawdown Indicators
| EFU | INTF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.37% | -40.39% | -58.98% |
Max Drawdown (1Y)Largest decline over 1 year | -33.76% | -10.20% | -23.56% |
Max Drawdown (3Y)Largest decline over 3 years | -64.63% | -13.64% | -50.99% |
Max Drawdown (5Y)Largest decline over 5 years | -75.65% | -29.26% | -46.39% |
Max Drawdown (10Y)Largest decline over 10 years | -90.50% | -40.39% | -50.11% |
Current DrawdownCurrent decline from peak | -99.35% | -2.39% | -96.96% |
Average DrawdownAverage peak-to-trough decline | -87.15% | -7.66% | -79.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.43% | 2.58% | +17.85% |
Volatility
EFU vs. INTF - Volatility Comparison
ProShares UltraShort MSCI EAFE (EFU) has a higher volatility of 11.57% compared to iShares MSCI Intl Multifactor ETF (INTF) at 4.65%. This indicates that EFU's price experiences larger fluctuations and is considered to be riskier than INTF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EFU | INTF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.57% | 4.65% | +6.92% |
Volatility (6M)Calculated over the trailing 6-month period | 27.95% | 12.58% | +15.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.33% | 14.98% | +17.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.59% | 16.21% | +17.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.65% | 17.11% | +16.54% |
EFU vs. INTF - Expense Ratio Comparison
EFU has a 0.95% expense ratio, which is higher than INTF's 0.30% expense ratio.
Dividends
EFU vs. INTF - Dividend Comparison
EFU's dividend yield for the trailing twelve months is around 5.40%, more than INTF's 3.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFU ProShares UltraShort MSCI EAFE | 5.40% | 5.57% | 3.87% | 6.41% | 1.47% | 0.00% | 0.06% | 0.95% | 0.17% | 0.00% | 0.00% | 0.00% |
INTF iShares MSCI Intl Multifactor ETF | 3.08% | 2.87% | 3.53% | 3.59% | 2.81% | 5.38% | 2.06% | 3.65% | 2.62% | 3.26% | 1.66% | 0.85% |
Frequently Asked Questions
EFU and INTF have a correlation of -0.96, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EFU has higher volatility (11.57%) compared to INTF (4.65%). In terms of maximum drawdown, EFU dropped -99.37% vs INTF's -40.39%.
On 10-year performance, INTF leads with 9.84% vs -20.43% for EFU. On fees, INTF is cheaper at 0.30% per year. On volatility, INTF has been the lower-risk option at 4.65%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, INTF has performed better with a 9.84% return vs -20.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
INTF is cheaper with a 0.30% expense ratio, compared with 0.95% for EFU.
EFU has the higher dividend yield at 5.40%, compared with 3.08% for INTF.
EFU is categorized as Leveraged Equities, while INTF is Foreign Large Cap Equities. EFU tracks MSCI EAFE Index (-200%), while INTF tracks MSCI World ex USA Diversified Multi-Factor. They also come from different issuers: ProShares and iShares. Their fees differ too: 0.95% for EFU and 0.30% for INTF.
INTF currently has the higher Sharpe Ratio (1.62 vs -0.93), 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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