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EFZ vs. EFA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EFZ vs. EFA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short MSCI EAFE (EFZ) and iShares MSCI EAFE ETF (EFA). The values are adjusted to include any dividend payments, if applicable.

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EFZ vs. EFA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EFZ
ProShares Short MSCI EAFE
-0.56%-20.92%2.90%-10.38%13.15%-12.75%-16.02%-16.56%16.26%-20.18%
EFA
iShares MSCI EAFE ETF
1.15%31.55%3.49%18.36%-14.39%11.45%7.60%22.04%-13.82%25.07%

Returns By Period

In the year-to-date period, EFZ achieves a -0.56% return, which is significantly lower than EFA's 1.15% return. Over the past 10 years, EFZ has underperformed EFA with an annualized return of -8.06%, while EFA has yielded a comparatively higher 8.77% annualized return.


EFZ

1D
-3.23%
1M
8.61%
YTD
-0.56%
6M
-4.15%
1Y
-16.07%
3Y*
-7.87%
5Y*
-5.38%
10Y*
-8.06%

EFA

1D
3.25%
1M
-7.83%
YTD
1.15%
6M
5.91%
1Y
23.09%
3Y*
14.36%
5Y*
8.10%
10Y*
8.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EFZ vs. EFA - Expense Ratio Comparison

EFZ has a 0.95% expense ratio, which is higher than EFA's 0.32% expense ratio.


Return for Risk

EFZ vs. EFA — Risk / Return Rank

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

EFZ
EFZ Risk / Return Rank: 33
Overall Rank
EFZ Sharpe Ratio Rank: 11
Sharpe Ratio Rank
EFZ Sortino Ratio Rank: 11
Sortino Ratio Rank
EFZ Omega Ratio Rank: 11
Omega Ratio Rank
EFZ Calmar Ratio Rank: 44
Calmar Ratio Rank
EFZ Martin Ratio Rank: 66
Martin Ratio Rank

EFA
EFA Risk / Return Rank: 7676
Overall Rank
EFA Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
EFA Sortino Ratio Rank: 7777
Sortino Ratio Rank
EFA Omega Ratio Rank: 7676
Omega Ratio Rank
EFA Calmar Ratio Rank: 7777
Calmar Ratio Rank
EFA Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EFZ vs. EFA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short MSCI EAFE (EFZ) and iShares MSCI EAFE ETF (EFA). 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.


EFZEFADifference

Sharpe ratio

Return per unit of total volatility

-0.87

1.31

-2.18

Sortino ratio

Return per unit of downside risk

-1.19

1.87

-3.07

Omega ratio

Gain probability vs. loss probability

0.85

1.27

-0.42

Calmar ratio

Return relative to maximum drawdown

-0.50

1.93

-2.42

Martin ratio

Return relative to average drawdown

-0.72

7.39

-8.10

EFZ vs. EFA - Sharpe Ratio Comparison

The current EFZ Sharpe Ratio is -0.87, which is lower than the EFA Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of EFZ and EFA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EFZEFADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.87

1.31

-2.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.33

0.50

-0.83

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.47

0.51

-0.98

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.33

0.30

-0.63

Correlation

The correlation between EFZ and EFA is -0.98. 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.


Dividends

EFZ vs. EFA - Dividend Comparison

EFZ's dividend yield for the trailing twelve months is around 3.78%, more than EFA's 3.34% yield.


TTM20252024202320222021202020192018201720162015
EFZ
ProShares Short MSCI EAFE
3.78%4.55%5.29%4.66%0.57%0.00%0.04%1.56%0.34%0.00%0.00%0.00%
EFA
iShares MSCI EAFE ETF
3.34%3.38%3.24%2.98%2.69%3.33%2.13%3.10%3.39%2.57%3.07%2.76%

Drawdowns

EFZ vs. EFA - Drawdown Comparison

The maximum EFZ drawdown since its inception was -88.08%, which is greater than EFA's maximum drawdown of -61.04%. Use the drawdown chart below to compare losses from any high point for EFZ and EFA.


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Drawdown Indicators


EFZEFADifference

Max Drawdown

Largest peak-to-trough decline

-88.08%

-61.04%

-27.04%

Max Drawdown (1Y)

Largest decline over 1 year

-30.95%

-11.42%

-19.53%

Max Drawdown (5Y)

Largest decline over 5 years

-43.77%

-29.53%

-14.24%

Max Drawdown (10Y)

Largest decline over 10 years

-61.88%

-34.19%

-27.69%

Current Drawdown

Current decline from peak

-86.98%

-8.07%

-78.91%

Average Drawdown

Average peak-to-trough decline

-66.89%

-12.00%

-54.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.44%

2.98%

+18.46%

Volatility

EFZ vs. EFA - Volatility Comparison

ProShares Short MSCI EAFE (EFZ) has a higher volatility of 8.44% compared to iShares MSCI EAFE ETF (EFA) at 7.92%. This indicates that EFZ's price experiences larger fluctuations and is considered to be riskier than EFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EFZEFADifference

Volatility (1M)

Calculated over the trailing 1-month period

8.44%

7.92%

+0.52%

Volatility (6M)

Calculated over the trailing 6-month period

12.30%

11.12%

+1.18%

Volatility (1Y)

Calculated over the trailing 1-year period

18.50%

17.71%

+0.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.54%

16.31%

+0.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.31%

17.20%

+0.11%