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EFZ vs. OILD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EFZ vs. OILD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short MSCI EAFE (EFZ) and MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs (OILD). 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 -7.54% return, which is significantly higher than OILD's -58.56% return.


EFZ

1D
0.61%
1M
0.11%
6M
-4.41%
YTD
-7.54%
1Y
-13.80%
3Y*
-9.08%
5Y*
-5.66%
10Y*
-8.31%

OILD

1D
-8.84%
1M
0.76%
6M
-53.66%
YTD
-58.56%
1Y
-63.34%
3Y*
-44.77%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EFZ vs. OILD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EFZ
ProShares Short MSCI EAFE
-7.54%-20.92%2.90%-10.38%13.15%1.37%
OILD
MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs
-58.56%-41.67%-14.58%-19.58%-90.32%3.83%

Correlation

The correlation between EFZ and OILD is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.08

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

0.13

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2021

0.27

The correlation between EFZ and OILD shifts across timeframes, from -0.08 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

EFZ vs. OILD — 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: 33
Sharpe Ratio Rank
EFZ Sortino Ratio Rank: 33
Sortino Ratio Rank
EFZ Omega Ratio Rank: 33
Omega Ratio Rank
EFZ Calmar Ratio Rank: 33
Calmar Ratio Rank
EFZ Martin Ratio Rank: 33
Martin Ratio Rank

OILD
OILD Risk / Return Rank: 22
Overall Rank
OILD Sharpe Ratio Rank: 22
Sharpe Ratio Rank
OILD Sortino Ratio Rank: 11
Sortino Ratio Rank
OILD Omega Ratio Rank: 11
Omega Ratio Rank
OILD Calmar Ratio Rank: 22
Calmar Ratio Rank
OILD Martin Ratio Rank: 22
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. OILD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short MSCI EAFE (EFZ) and MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs (OILD). 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.


EFZOILDDifference
Sharpe ratioReturn per unit of total volatility

+0.18

Sortino ratioReturn per unit of downside risk

+0.67

Omega ratioGain probability vs. loss probability

0.87

0.82

+0.06

Calmar ratioReturn relative to maximum drawdown

-0.79

-0.85

+0.06

Martin ratioReturn relative to average drawdown

-1.29

-1.36

+0.07

EFZ vs. OILD - Sharpe Ratio Comparison

The current EFZ Sharpe Ratio is -0.82, which is comparable to the OILD Sharpe Ratio of -1.00. The chart below compares the historical Sharpe Ratios of EFZ and OILD, 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. OILD - Drawdown Comparison

The maximum EFZ drawdown since its inception was -88.15%, smaller than the maximum OILD drawdown of -98.90%. Use the drawdown chart below to compare losses from any high point for EFZ and OILD.


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Drawdown Indicators


EFZOILDDifference

Max Drawdown

Largest peak-to-trough decline

-88.15%

-98.90%

+10.75%

Max Drawdown (1Y)

Largest decline over 1 year

-17.60%

-74.53%

+56.93%

Max Drawdown (3Y)

Largest decline over 3 years

-35.82%

-86.29%

+50.47%

Max Drawdown (5Y)

Largest decline over 5 years

-44.12%

Max Drawdown (10Y)

Largest decline over 10 years

-61.58%

Current Drawdown

Current decline from peak

-87.89%

-98.65%

+10.76%

Average Drawdown

Average peak-to-trough decline

-67.18%

-88.78%

+21.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.71%

46.68%

-35.97%

Volatility

EFZ vs. OILD - Volatility Comparison

The current volatility for ProShares Short MSCI EAFE (EFZ) is 4.97%, while MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs (OILD) has a volatility of 23.04%. This indicates that EFZ experiences smaller price fluctuations and is considered to be less risky than OILD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EFZOILDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.97%

23.04%

-18.07%

Volatility (6M)

Calculated over the trailing 6-month period

14.26%

50.04%

-35.78%

Volatility (1Y)

Calculated over the trailing 1-year period

16.89%

63.35%

-46.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.84%

79.31%

-62.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.11%

79.31%

-62.20%

EFZ vs. OILD - Expense Ratio Comparison

Both EFZ and OILD have an expense ratio of 0.95%.


Dividends

EFZ vs. OILD - Dividend Comparison

EFZ's dividend yield for the trailing twelve months is around 3.96%, while OILD has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
EFZ
ProShares Short MSCI EAFE
3.96%4.55%5.29%4.66%0.57%0.00%0.04%1.56%0.34%
OILD
MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EFZ and OILD have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OILD has higher volatility (23.04%) compared to EFZ (4.97%). In terms of maximum drawdown, EFZ dropped -88.15% vs OILD's -98.90%.

On 3-year performance, EFZ leads with -9.08% vs -44.77% for OILD. Both ETFs have the same 0.95% expense ratio. On volatility, EFZ has been the lower-risk option at 4.97%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, EFZ has performed better with a -9.08% return vs -44.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EFZ and OILD have the same expense ratio: 0.95% per year.

EFZ has the higher dividend yield at 3.96%, compared with 0.00% for OILD.

EFZ tracks MSCI EAFE Index (-100%), while OILD tracks Solactive MicroSectors Oil & Gas Exploration & Production Index (-300%). They also come from different issuers: ProShares and REX.

EFZ currently has the higher Sharpe Ratio (-0.82 vs -1.00), 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 OILD

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