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

Correlation

The correlation between EFU and VIXY is -0.79. 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: -0.8

Performance

EFU vs. VIXY - Performance Comparison

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

-100.00%-98.00%-96.00%-94.00%-92.00%-90.00%NovemberDecember2025FebruaryMarchApril
-93.37%
-99.99%
EFU
VIXY

Key characteristics

Sharpe Ratio

EFU:

-0.49

VIXY:

0.14

Sortino Ratio

EFU:

-0.50

VIXY:

1.06

Omega Ratio

EFU:

0.94

VIXY:

1.13

Calmar Ratio

EFU:

-0.18

VIXY:

0.14

Martin Ratio

EFU:

-1.47

VIXY:

0.35

Ulcer Index

EFU:

11.83%

VIXY:

39.45%

Daily Std Dev

EFU:

35.57%

VIXY:

96.69%

Max Drawdown

EFU:

-98.98%

VIXY:

-100.00%

Current Drawdown

EFU:

-98.98%

VIXY:

-99.99%

Returns By Period

In the year-to-date period, EFU achieves a -21.00% return, which is significantly lower than VIXY's 37.52% return. Over the past 10 years, EFU has outperformed VIXY with an annualized return of -15.91%, while VIXY has yielded a comparatively lower -44.51% annualized return.


EFU

YTD

-21.00%

1M

-5.63%

6M

-13.39%

1Y

-18.49%

5Y*

-23.28%

10Y*

-15.91%

VIXY

YTD

37.52%

1M

34.50%

6M

13.55%

1Y

12.16%

5Y*

-53.22%

10Y*

-44.51%

*Annualized

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EFU vs. VIXY - Expense Ratio Comparison

EFU has a 0.95% expense ratio, which is higher than VIXY's 0.85% expense ratio.


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 VIXY: current value is 0.85%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VIXY: 0.85%

Risk-Adjusted Performance

EFU vs. VIXY — 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

VIXY
The Risk-Adjusted Performance Rank of VIXY is 4343
Overall Rank
The Sharpe Ratio Rank of VIXY is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of VIXY is 6868
Sortino Ratio Rank
The Omega Ratio Rank of VIXY is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VIXY is 3131
Calmar Ratio Rank
The Martin Ratio Rank of VIXY is 2626
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. VIXY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort MSCI EAFE (EFU) and ProShares VIX Short-Term Futures ETF (VIXY). 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
VIXY: 0.14
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
VIXY: 1.06
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
VIXY: 1.13
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
VIXY: 0.14
The chart of Martin ratio for EFU, currently valued at -1.47, compared to the broader market0.0020.0040.0060.00
EFU: -1.47
VIXY: 0.35

The current EFU Sharpe Ratio is -0.49, which is lower than the VIXY Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of EFU and VIXY, 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
0.14
EFU
VIXY

Dividends

EFU vs. VIXY - Dividend Comparison

EFU's dividend yield for the trailing twelve months is around 5.01%, while VIXY has not paid dividends to shareholders.


TTM2024202320222021202020192018
EFU
ProShares UltraShort MSCI EAFE
5.01%3.88%6.40%0.09%0.00%0.06%0.95%0.17%
VIXY
ProShares VIX Short-Term Futures ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EFU vs. VIXY - Drawdown Comparison

The maximum EFU drawdown since its inception was -98.98%, roughly equal to the maximum VIXY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for EFU and VIXY. For additional features, visit the drawdowns tool.


-100.00%-98.00%-96.00%-94.00%-92.00%NovemberDecember2025FebruaryMarchApril
-94.71%
-99.99%
EFU
VIXY

Volatility

EFU vs. VIXY - Volatility Comparison

The current volatility for ProShares UltraShort MSCI EAFE (EFU) is 24.37%, while ProShares VIX Short-Term Futures ETF (VIXY) has a volatility of 48.02%. This indicates that EFU experiences smaller price fluctuations and is considered to be less risky than VIXY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
24.37%
48.02%
EFU
VIXY