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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 -9.46% return, which is significantly higher than OILD's -64.92% return.


EFZ

1D
-0.25%
1M
-1.24%
6M
-5.50%
YTD
-9.46%
1Y
-17.52%
3Y*
-9.95%
5Y*
-6.08%
10Y*
-8.43%
ALL TIME*
-7.52%

OILD

1D
-3.75%
1M
-31.76%
6M
-47.49%
YTD
-64.92%
1Y
-72.17%
3Y*
-43.79%
5Y*
10Y*
ALL TIME*
-59.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$154.74K$246.78K$380.96K
$2.56M$2.79M$3.90M

EFZ vs. OILD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EFZ
ProShares Short MSCI EAFE
-9.46%-20.92%2.90%-10.38%13.15%1.37%
OILD
MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs
-64.92%-41.67%-14.58%-19.58%-90.32%3.83%

Correlation

The correlation between EFZ and OILD is -0.11, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.11

Correlation (3Y)
Balances recent behavior with more history.

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 -0.11 (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 historical risk-adjusted metric ranks 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

OILD
OILD Risk / Return Rank: 11
Overall Rank
OILD Sharpe Ratio Rank: 11
Sharpe Ratio Rank
OILD Sortino Ratio Rank: 00
Sortino Ratio Rank
OILD Omega Ratio Rank: 11
Omega Ratio Rank
OILD Calmar Ratio Rank: 11
Calmar Ratio Rank
OILD Martin Ratio Rank: 11
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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

+0.06

Sortino ratioReturn per unit of downside risk

+0.74

Omega ratioGain probability vs. loss probability

0.83

0.78

+0.06

Calmar ratioReturn relative to maximum drawdown

-1.00

-0.95

-0.05

Martin ratioReturn relative to average drawdown

-1.55

-1.42

-0.13

EFZ vs. OILD - Sharpe Ratio Comparison

The current EFZ Sharpe Ratio is -1.06, which is comparable to the OILD Sharpe Ratio of -1.11. 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

-17.58%

-74.53%

+56.95%

Max Drawdown (3Y)

Largest decline over 3 years

-35.82%

-85.42%

+49.60%

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

-88.14%

-98.86%

+10.72%

Average Drawdown

Average peak-to-trough decline

-67.25%

-88.90%

+21.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.35%

49.58%

-38.23%

Volatility

EFZ vs. OILD - Volatility Comparison

The current volatility for ProShares Short MSCI EAFE (EFZ) is 4.14%, while MicroSectorsTM Oil & Gas Exploration & Production -3X Inverse Leveraged ETNs (OILD) has a volatility of 19.24%. 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

4.14%

19.24%

-15.10%

Volatility (6M)

Calculated over the trailing 6-month period

14.10%

50.43%

-36.33%

Volatility (1Y)

Calculated over the trailing 1-year period

16.71%

63.51%

-46.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.83%

79.08%

-62.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.11%

79.08%

-61.97%

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 4.04%, while OILD has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
EFZ
ProShares Short MSCI EAFE
4.04%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 -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OILD has higher volatility (19.24%) compared to EFZ (4.14%). In terms of maximum drawdown, EFZ dropped -88.15% vs OILD's -98.90%.

On 3-year performance, EFZ leads with -9.95% vs -43.79% for OILD. Both ETFs have the same 0.95% expense ratio. On volatility, EFZ has been the lower-risk option at 4.14%. 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 -9.95% return vs -43.79%. 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 4.04%, 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 (-1.06 vs -1.11), 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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