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EFZ vs. HDGE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EFZ vs. HDGE - Performance Comparison

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

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Returns By Period

In the year-to-date period, EFZ achieves a -6.98% return, which is significantly lower than HDGE's 6.12% return. Over the past 10 years, EFZ has outperformed HDGE with an annualized return of -8.83%, while HDGE has yielded a comparatively lower -15.19% annualized return.


EFZ

1D
1.95%
1M
-0.04%
YTD
-6.98%
6M
-6.74%
1Y
-15.21%
3Y*
-10.01%
5Y*
-5.55%
10Y*
-8.83%

HDGE

1D
-0.47%
1M
0.12%
YTD
6.12%
6M
6.85%
1Y
2.56%
3Y*
-4.06%
5Y*
-1.94%
10Y*
-15.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EFZ vs. HDGE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EFZ
ProShares Short MSCI EAFE
-6.98%-20.92%2.90%-10.38%13.15%-12.75%-16.02%-16.56%16.26%-20.18%
HDGE
AdvisorShares Ranger Equity Bear ETF
6.12%1.50%-8.01%-26.98%16.59%-18.61%-43.47%-36.27%7.53%-15.24%

Correlation

The correlation between EFZ and HDGE is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.50

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

0.59

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

0.64

Correlation (10Y)
Calculated over the trailing 10-year period

0.64

Correlation (All Time)
Calculated using the full available price history since Jan 27, 2011

0.68

The correlation between EFZ and HDGE shifts across timeframes, from 0.50 (1 year) to 0.68 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

EFZ vs. HDGE — 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: 22
Sortino Ratio Rank
EFZ Omega Ratio Rank: 22
Omega Ratio Rank
EFZ Calmar Ratio Rank: 11
Calmar Ratio Rank
EFZ Martin Ratio Rank: 11
Martin Ratio Rank

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

This table presents a comparison of risk-adjusted performance metrics for ProShares Short MSCI EAFE (EFZ) and AdvisorShares Ranger Equity Bear ETF (HDGE). 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.


EFZHDGEDifference
Sharpe ratioReturn per unit of total volatility

-1.05

Sortino ratioReturn per unit of downside risk

-1.57

Omega ratioGain probability vs. loss probability

0.86

1.04

-0.18

Calmar ratioReturn relative to maximum drawdown

-0.89

0.21

-1.10

Martin ratioReturn relative to average drawdown

-1.51

0.43

-1.94

EFZ vs. HDGE - Sharpe Ratio Comparison

The current EFZ Sharpe Ratio is -0.91, which is lower than the HDGE Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of EFZ and HDGE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EFZ vs. HDGE - Drawdown Comparison

The maximum EFZ drawdown since its inception was -88.08%, smaller than the maximum HDGE drawdown of -93.88%. Use the drawdown chart below to compare losses from any high point for EFZ and HDGE.


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Drawdown Indicators


EFZHDGEDifference

Max Drawdown

Largest peak-to-trough decline

-88.08%

-93.88%

+5.80%

Max Drawdown (1Y)

Largest decline over 1 year

-17.09%

-12.26%

-4.83%

Max Drawdown (3Y)

Largest decline over 3 years

-35.42%

-29.46%

-5.96%

Max Drawdown (5Y)

Largest decline over 5 years

-43.77%

-42.97%

-0.80%

Max Drawdown (10Y)

Largest decline over 10 years

-61.88%

-83.69%

+21.81%

Current Drawdown

Current decline from peak

-87.82%

-93.03%

+5.21%

Average Drawdown

Average peak-to-trough decline

-67.13%

-70.17%

+3.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.10%

5.97%

+4.13%

Volatility

EFZ vs. HDGE - Volatility Comparison

The current volatility for ProShares Short MSCI EAFE (EFZ) is 5.39%, while AdvisorShares Ranger Equity Bear ETF (HDGE) has a volatility of 5.85%. This indicates that EFZ experiences smaller price fluctuations and is considered to be less risky than HDGE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EFZHDGEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.39%

5.85%

-0.46%

Volatility (6M)

Calculated over the trailing 6-month period

14.12%

12.98%

+1.14%

Volatility (1Y)

Calculated over the trailing 1-year period

16.82%

18.33%

-1.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.84%

24.19%

-7.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.16%

23.50%

-6.34%

EFZ vs. HDGE - Expense Ratio Comparison

EFZ has a 0.95% expense ratio, which is lower than HDGE's 3.36% expense ratio.


Dividends

EFZ vs. HDGE - Dividend Comparison

EFZ's dividend yield for the trailing twelve months is around 4.04%, more than HDGE's 3.29% yield.


PositionTTM20252024202320222021202020192018
EFZ
ProShares Short MSCI EAFE
4.04%4.55%5.29%4.66%0.57%0.00%0.04%1.56%0.34%
HDGE
AdvisorShares Ranger Equity Bear ETF
3.29%3.50%7.83%9.58%0.00%0.00%0.00%0.22%0.00%

Frequently Asked Questions


EFZ and HDGE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HDGE has higher volatility (5.85%) compared to EFZ (5.39%). In terms of maximum drawdown, EFZ dropped -88.08% vs HDGE's -93.88%.

On 10-year performance, EFZ leads with -8.83% vs -15.19% for HDGE. On fees, EFZ is cheaper at 0.95% per year. On volatility, EFZ has been the lower-risk option at 5.39%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, EFZ has performed better with a -8.83% return vs -15.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EFZ is cheaper with a 0.95% expense ratio, compared with 3.36% for HDGE.

EFZ has the higher dividend yield at 4.04%, compared with 3.29% for HDGE.

They also come from different issuers: ProShares and AdvisorShares. Their fees differ too: 0.95% for EFZ and 3.36% for HDGE.

HDGE currently has the higher Sharpe Ratio (0.14 vs -0.91), 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

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