PortfoliosLab logoPortfoliosLab logo
EFZ vs. EMTY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EFZ vs. EMTY - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, EFZ achieves a -7.64% return, which is significantly lower than EMTY's 1.98% return.


EFZ

1D
-0.71%
1M
-2.63%
YTD
-7.64%
6M
-9.27%
1Y
-14.29%
3Y*
-10.18%
5Y*
-5.52%
10Y*
-8.30%

EMTY

1D
0.88%
1M
2.56%
YTD
1.98%
6M
4.57%
1Y
1.97%
3Y*
-4.87%
5Y*
-2.70%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EFZ vs. EMTY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EFZ
ProShares Short MSCI EAFE
-7.64%-20.92%2.90%-10.38%13.15%-12.75%-16.02%-16.56%16.26%-2.49%
EMTY
ProShares Decline of the Retail Store ETF
1.98%-1.76%-4.13%0.27%4.32%-37.39%-31.92%-8.65%11.16%-14.16%

Correlation

The correlation between EFZ and EMTY is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.45

Correlation (3Y)
Calculated over the trailing 3-year period

0.52

Correlation (5Y)
Calculated over the trailing 5-year period

0.57

Correlation (All Time)
Calculated using the full available price history since Nov 17, 2017

0.56

The correlation between EFZ and EMTY shifts across timeframes, from 0.45 (1 year) to 0.57 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

EFZ vs. EMTY — Risk / Return Rank

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

EFZ
EFZ Risk / Return Rank: 22
Overall Rank
EFZ Sharpe Ratio Rank: 22
Sharpe Ratio Rank
EFZ Sortino Ratio Rank: 33
Sortino Ratio Rank
EFZ Omega Ratio Rank: 33
Omega Ratio Rank
EFZ Calmar Ratio Rank: 22
Calmar Ratio Rank
EFZ Martin Ratio Rank: 11
Martin Ratio Rank

EMTY
EMTY Risk / Return Rank: 1111
Overall Rank
EMTY Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
EMTY Sortino Ratio Rank: 1010
Sortino Ratio Rank
EMTY Omega Ratio Rank: 1010
Omega Ratio Rank
EMTY Calmar Ratio Rank: 1111
Calmar Ratio Rank
EMTY Martin Ratio Rank: 1010
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. EMTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short MSCI EAFE (EFZ) and ProShares Decline of the Retail Store ETF (EMTY). 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.


EFZEMTYDifference
Sharpe ratioReturn per unit of total volatility

-0.99

Sortino ratioReturn per unit of downside risk

-1.46

Omega ratioGain probability vs. loss probability

0.86

1.03

-0.17

Calmar ratioReturn relative to maximum drawdown

-0.83

0.14

-0.97

Martin ratioReturn relative to average drawdown

-1.47

0.24

-1.71

EFZ vs. EMTY - Sharpe Ratio Comparison

The current EFZ Sharpe Ratio is -0.88, which is lower than the EMTY Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of EFZ and EMTY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


EFZEMTYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.88

0.11

-0.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.33

-0.12

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.34

-0.43

+0.08

Drawdowns

EFZ vs. EMTY - Drawdown Comparison

The maximum EFZ drawdown since its inception was -88.08%, which is greater than EMTY's maximum drawdown of -77.62%. Use the drawdown chart below to compare losses from any high point for EFZ and EMTY.


Loading charts...

Drawdown Indicators


EFZEMTYDifference

Max Drawdown

Largest peak-to-trough decline

-88.08%

-77.62%

-10.46%

Max Drawdown (1Y)

Largest decline over 1 year

-17.36%

-14.00%

-3.36%

Max Drawdown (3Y)

Largest decline over 3 years

-35.42%

-30.83%

-4.59%

Max Drawdown (5Y)

Largest decline over 5 years

-43.77%

-30.83%

-12.94%

Max Drawdown (10Y)

Largest decline over 10 years

-61.88%

Current Drawdown

Current decline from peak

-87.91%

-74.55%

-13.36%

Average Drawdown

Average peak-to-trough decline

-67.09%

-54.02%

-13.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.77%

8.11%

+1.66%

Volatility

EFZ vs. EMTY - Volatility Comparison

The current volatility for ProShares Short MSCI EAFE (EFZ) is 5.08%, while ProShares Decline of the Retail Store ETF (EMTY) has a volatility of 6.05%. This indicates that EFZ experiences smaller price fluctuations and is considered to be less risky than EMTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EFZEMTYDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.08%

6.05%

-0.97%

Volatility (6M)

Calculated over the trailing 6-month period

13.47%

12.41%

+1.06%

Volatility (1Y)

Calculated over the trailing 1-year period

16.34%

17.65%

-1.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.72%

22.36%

-5.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.38%

25.67%

-8.29%

EFZ vs. EMTY - Expense Ratio Comparison

EFZ has a 0.95% expense ratio, which is higher than EMTY's 0.66% expense ratio.


Dividends

EFZ vs. EMTY - Dividend Comparison

EFZ's dividend yield for the trailing twelve months is around 4.07%, more than EMTY's 3.42% yield.


PositionTTM202520242023202220212020201920182017
EFZ
ProShares Short MSCI EAFE
4.07%4.55%5.29%4.66%0.57%0.00%0.04%1.56%0.34%0.00%
EMTY
ProShares Decline of the Retail Store ETF
3.42%3.83%6.00%4.41%0.65%0.00%0.07%0.82%0.62%0.03%

Frequently Asked Questions


EFZ and EMTY have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EMTY has higher volatility (6.05%) compared to EFZ (5.08%). In terms of maximum drawdown, EFZ dropped -88.08% vs EMTY's -77.62%.

On 5-year performance, EMTY leads with -2.70% vs -5.52% for EFZ. On fees, EMTY is cheaper at 0.66% per year. On volatility, EFZ has been the lower-risk option at 5.08%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, EMTY has performed better with a -2.70% return vs -5.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EMTY is cheaper with a 0.66% expense ratio, compared with 0.95% for EFZ.

EFZ has the higher dividend yield at 4.07%, compared with 3.42% for EMTY.

EFZ tracks MSCI EAFE Index (-100%), while EMTY tracks Solactive-ProShares Bricks and Mortar Retail Store Index (-100%). Their fees differ too: 0.95% for EFZ and 0.66% for EMTY.

EMTY currently has the higher Sharpe Ratio (0.11 vs -0.88), 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.

Portfolio Optimizer

Find the right allocation for EFZ and EMTY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer