EFU vs. WTIU
EFU (ProShares UltraShort MSCI EAFE) and WTIU (MicroSectors Energy 3X Leveraged ETN) are both Leveraged Equities funds - EFU tracks the MSCI EAFE Index (-200%) while WTIU tracks the Solactive MicroSectors Energy Index - Benchmark TR Gross (--300%). Both are passively managed. Over the past 3 years, EFU returned -24.51%/yr vs 5.95%/yr for WTIU. At a correlation of -0.17, they often move in opposite directions. Both charge a 0.95% expense ratio.
Performance
EFU vs. WTIU - Performance Comparison
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Returns By Period
In the year-to-date period, EFU achieves a -17.12% return, which is significantly lower than WTIU's 87.83% return.
EFU
- 1D
- -1.19%
- 1M
- -5.46%
- YTD
- -17.12%
- 6M
- -20.10%
- 1Y
- -30.37%
- 3Y*
- -24.51%
- 5Y*
- -15.28%
- 10Y*
- -19.70%
WTIU
- 1D
- -1.95%
- 1M
- -8.81%
- YTD
- 87.83%
- 6M
- 63.25%
- 1Y
- 112.38%
- 3Y*
- 5.95%
- 5Y*
- —
- 10Y*
- —
EFU vs. WTIU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
EFU ProShares UltraShort MSCI EAFE | -17.12% | -41.07% | -1.04% | -12.78% |
WTIU MicroSectors Energy 3X Leveraged ETN | 87.83% | -17.13% | -29.63% | -28.42% |
Correlation
The correlation between EFU and WTIU is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.11 |
Correlation (All Time) Calculated using the full available price history since Feb 16, 2023 | -0.17 |
The correlation between EFU and WTIU shifts across timeframes, from -0.17 (all time) to 0.13 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
EFU vs. WTIU — Risk / Return Rank
EFU
WTIU
EFU vs. WTIU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort MSCI EAFE (EFU) and MicroSectors Energy 3X Leveraged ETN (WTIU). 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.
| EFU | WTIU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.67 | ||
| Sortino ratioReturn per unit of downside risk | -3.47 | ||
| Omega ratioGain probability vs. loss probability | 0.84 | 1.26 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.89 | 2.89 | -3.78 |
| Martin ratioReturn relative to average drawdown | -1.50 | 7.08 | -8.59 |
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
| EFU | WTIU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.99 | 1.68 | -2.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.46 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.58 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.44 | -0.10 | -0.34 |
Drawdowns
EFU vs. WTIU - Drawdown Comparison
The maximum EFU drawdown since its inception was -99.36%, which is greater than WTIU's maximum drawdown of -75.73%. Use the drawdown chart below to compare losses from any high point for EFU and WTIU.
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Drawdown Indicators
| EFU | WTIU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.36% | -75.73% | -23.63% |
Max Drawdown (1Y)Largest decline over 1 year | -34.19% | -39.11% | +4.92% |
Max Drawdown (3Y)Largest decline over 3 years | -64.29% | -75.73% | +11.44% |
Max Drawdown (5Y)Largest decline over 5 years | -75.42% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -90.41% | — | — |
Current DrawdownCurrent decline from peak | -99.35% | -33.42% | -65.93% |
Average DrawdownAverage peak-to-trough decline | -87.13% | -39.18% | -47.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.24% | 15.92% | +4.32% |
Volatility
EFU vs. WTIU - Volatility Comparison
The current volatility for ProShares UltraShort MSCI EAFE (EFU) is 9.80%, while MicroSectors Energy 3X Leveraged ETN (WTIU) has a volatility of 27.11%. This indicates that EFU experiences smaller price fluctuations and is considered to be less risky than WTIU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EFU | WTIU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.80% | 27.11% | -17.31% |
Volatility (6M)Calculated over the trailing 6-month period | 26.08% | 54.96% | -28.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.88% | 67.43% | -36.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.33% | 70.58% | -37.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.19% | 70.58% | -36.39% |
EFU vs. WTIU - Expense Ratio Comparison
Both EFU and WTIU have an expense ratio of 0.95%.
Dividends
EFU vs. WTIU - Dividend Comparison
EFU's dividend yield for the trailing twelve months is around 5.45%, while WTIU has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
EFU ProShares UltraShort MSCI EAFE | 5.45% | 5.57% | 3.87% | 6.41% | 1.47% | 0.00% | 0.06% | 0.95% | 0.17% |
WTIU MicroSectors Energy 3X Leveraged ETN | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EFU and WTIU have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WTIU has higher volatility (27.11%) compared to EFU (9.80%). In terms of maximum drawdown, EFU dropped -99.36% vs WTIU's -75.73%.
On 3-year performance, WTIU leads with 5.95% vs -24.51% for EFU. Both ETFs have the same 0.95% expense ratio. On volatility, EFU has been the lower-risk option at 9.80%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, WTIU has performed better with a 5.95% return vs -24.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EFU and WTIU have the same expense ratio: 0.95% per year.
EFU has the higher dividend yield at 5.45%, compared with 0.00% for WTIU.
EFU tracks MSCI EAFE Index (-200%), while WTIU tracks Solactive MicroSectors Energy Index - Benchmark TR Gross (--300%). They also come from different issuers: ProShares and REX.
WTIU currently has the higher Sharpe Ratio (1.68 vs -0.99), 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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