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EFZ vs. INTF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EFZ vs. INTF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short MSCI EAFE (EFZ) and iShares MSCI Intl Multifactor ETF (INTF). 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 -8.77% return, which is significantly lower than INTF's 11.30% return. Over the past 10 years, EFZ has underperformed INTF with an annualized return of -9.00%, while INTF has yielded a comparatively higher 10.08% annualized return.


EFZ

1D
0.13%
1M
-1.95%
YTD
-8.77%
6M
-9.09%
1Y
-17.18%
3Y*
-10.58%
5Y*
-6.10%
10Y*
-9.00%

INTF

1D
0.17%
1M
1.66%
YTD
11.30%
6M
11.62%
1Y
29.09%
3Y*
20.32%
5Y*
10.44%
10Y*
10.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EFZ vs. INTF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EFZ
ProShares Short MSCI EAFE
-8.77%-20.92%2.90%-10.38%13.15%-12.75%-16.02%-16.56%16.26%-20.18%
INTF
iShares MSCI Intl Multifactor ETF
11.30%35.50%5.99%18.25%-12.31%11.70%2.83%18.46%-15.87%28.46%

Correlation

The correlation between EFZ and INTF is -0.93, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.93

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

-0.95

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

-0.96

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

-0.95

Correlation (All Time)
Calculated using the full available price history since May 4, 2015

-0.92

The correlation between EFZ and INTF has been stable across timeframes, ranging from -0.96 to -0.92 - a consistent structural relationship.

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Return for Risk

EFZ vs. INTF — Risk / Return Rank

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

EFZ
EFZ Risk / Return Rank: 11
Overall Rank
EFZ Sharpe Ratio Rank: 11
Sharpe Ratio Rank
EFZ Sortino Ratio Rank: 22
Sortino Ratio Rank
EFZ Omega Ratio Rank: 22
Omega Ratio Rank
EFZ Calmar Ratio Rank: 00
Calmar Ratio Rank
EFZ Martin Ratio Rank: 00
Martin Ratio Rank

INTF
INTF Risk / Return Rank: 6161
Overall Rank
INTF Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
INTF Sortino Ratio Rank: 5959
Sortino Ratio Rank
INTF Omega Ratio Rank: 5959
Omega Ratio Rank
INTF Calmar Ratio Rank: 6060
Calmar Ratio Rank
INTF Martin Ratio Rank: 6464
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. INTF - Risk-Adjusted Trends Comparison

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


EFZINTFDifference
Sharpe ratioReturn per unit of total volatility

-3.00

Sortino ratioReturn per unit of downside risk

-4.15

Omega ratioGain probability vs. loss probability

0.84

1.35

-0.51

Calmar ratioReturn relative to maximum drawdown

-1.01

2.86

-3.87

Martin ratioReturn relative to average drawdown

-1.71

11.35

-13.06

EFZ vs. INTF - Sharpe Ratio Comparison

The current EFZ Sharpe Ratio is -1.03, which is lower than the INTF Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of EFZ and INTF, 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. INTF - Drawdown Comparison

The maximum EFZ drawdown since its inception was -88.08%, which is greater than INTF's maximum drawdown of -40.39%. Use the drawdown chart below to compare losses from any high point for EFZ and INTF.


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Drawdown Indicators


EFZINTFDifference

Max Drawdown

Largest peak-to-trough decline

-88.08%

-40.39%

-47.69%

Max Drawdown (1Y)

Largest decline over 1 year

-17.09%

-10.20%

-6.89%

Max Drawdown (3Y)

Largest decline over 3 years

-35.42%

-13.64%

-21.78%

Max Drawdown (5Y)

Largest decline over 5 years

-43.77%

-29.26%

-14.51%

Max Drawdown (10Y)

Largest decline over 10 years

-61.88%

-40.39%

-21.49%

Current Drawdown

Current decline from peak

-88.05%

-0.29%

-87.76%

Average Drawdown

Average peak-to-trough decline

-67.12%

-7.67%

-59.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.31%

2.57%

+7.74%

Volatility

EFZ vs. INTF - Volatility Comparison

ProShares Short MSCI EAFE (EFZ) has a higher volatility of 5.00% compared to iShares MSCI Intl Multifactor ETF (INTF) at 4.31%. This indicates that EFZ's price experiences larger fluctuations and is considered to be riskier than INTF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EFZINTFDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.00%

4.31%

+0.69%

Volatility (6M)

Calculated over the trailing 6-month period

13.99%

12.46%

+1.53%

Volatility (1Y)

Calculated over the trailing 1-year period

16.73%

14.90%

+1.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.82%

16.20%

+0.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.36%

17.28%

+0.08%

EFZ vs. INTF - Expense Ratio Comparison

EFZ has a 0.95% expense ratio, which is higher than INTF's 0.30% expense ratio.


Dividends

EFZ vs. INTF - Dividend Comparison

EFZ's dividend yield for the trailing twelve months is around 4.12%, more than INTF's 3.01% yield.


PositionTTM20252024202320222021202020192018201720162015
EFZ
ProShares Short MSCI EAFE
4.12%4.55%5.29%4.66%0.57%0.00%0.04%1.56%0.34%0.00%0.00%0.00%
INTF
iShares MSCI Intl Multifactor ETF
3.01%2.87%3.53%3.59%2.81%5.38%2.06%3.65%2.62%3.26%1.66%0.85%

Frequently Asked Questions


EFZ and INTF have a correlation of -0.93, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EFZ has higher volatility (5.00%) compared to INTF (4.31%). In terms of maximum drawdown, EFZ dropped -88.08% vs INTF's -40.39%.

On 10-year performance, INTF leads with 10.08% vs -9.00% for EFZ. On fees, INTF is cheaper at 0.30% per year. On volatility, INTF has been the lower-risk option at 4.31%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, INTF has performed better with a 10.08% return vs -9.00%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

INTF is cheaper with a 0.30% expense ratio, compared with 0.95% for EFZ.

EFZ has the higher dividend yield at 4.12%, compared with 3.01% for INTF.

EFZ is categorized as Inverse Equities, while INTF is Foreign Large Cap Equities. EFZ tracks MSCI EAFE Index (-100%), while INTF tracks MSCI World ex USA Diversified Multi-Factor. They also come from different issuers: ProShares and iShares. Their fees differ too: 0.95% for EFZ and 0.30% for INTF.

INTF currently has the higher Sharpe Ratio (1.97 vs -1.03), 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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