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EFZ vs. SCHY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EFZ vs. SCHY - Performance Comparison

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

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EFZ vs. SCHY - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EFZ
ProShares Short MSCI EAFE
-0.56%-20.92%2.90%-10.38%13.15%-4.67%
SCHY
Schwab International Dividend Equity ETF
6.80%33.98%-1.79%14.27%-9.43%4.08%

Returns By Period

In the year-to-date period, EFZ achieves a -0.56% return, which is significantly lower than SCHY's 6.80% return.


EFZ

1D
-3.23%
1M
8.61%
YTD
-0.56%
6M
-4.15%
1Y
-16.07%
3Y*
-7.87%
5Y*
-5.38%
10Y*
-8.06%

SCHY

1D
1.93%
1M
-6.14%
YTD
6.80%
6M
15.22%
1Y
29.63%
3Y*
15.07%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EFZ vs. SCHY - Expense Ratio Comparison

EFZ has a 0.95% expense ratio, which is higher than SCHY's 0.14% expense ratio.


Return for Risk

EFZ vs. SCHY — 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: 11
Sharpe Ratio Rank
EFZ Sortino Ratio Rank: 11
Sortino Ratio Rank
EFZ Omega Ratio Rank: 11
Omega Ratio Rank
EFZ Calmar Ratio Rank: 44
Calmar Ratio Rank
EFZ Martin Ratio Rank: 66
Martin Ratio Rank

SCHY
SCHY Risk / Return Rank: 9393
Overall Rank
SCHY Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
SCHY Sortino Ratio Rank: 9494
Sortino Ratio Rank
SCHY Omega Ratio Rank: 9393
Omega Ratio Rank
SCHY Calmar Ratio Rank: 9292
Calmar Ratio Rank
SCHY Martin Ratio Rank: 9292
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. SCHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short MSCI EAFE (EFZ) and Schwab International Dividend Equity ETF (SCHY). 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.


EFZSCHYDifference

Sharpe ratio

Return per unit of total volatility

-0.87

2.13

-3.01

Sortino ratio

Return per unit of downside risk

-1.19

2.82

-4.01

Omega ratio

Gain probability vs. loss probability

0.85

1.40

-0.55

Calmar ratio

Return relative to maximum drawdown

-0.50

3.20

-3.70

Martin ratio

Return relative to average drawdown

-0.72

11.86

-12.58

EFZ vs. SCHY - Sharpe Ratio Comparison

The current EFZ Sharpe Ratio is -0.87, which is lower than the SCHY Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of EFZ and SCHY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EFZSCHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.87

2.13

-3.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.33

0.67

-0.99

Correlation

The correlation between EFZ and SCHY is -0.87. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

EFZ vs. SCHY - Dividend Comparison

EFZ's dividend yield for the trailing twelve months is around 3.78%, more than SCHY's 3.47% yield.


TTM20252024202320222021202020192018
EFZ
ProShares Short MSCI EAFE
3.78%4.55%5.29%4.66%0.57%0.00%0.04%1.56%0.34%
SCHY
Schwab International Dividend Equity ETF
3.47%3.55%4.64%3.97%3.67%1.73%0.00%0.00%0.00%

Drawdowns

EFZ vs. SCHY - Drawdown Comparison

The maximum EFZ drawdown since its inception was -88.08%, which is greater than SCHY's maximum drawdown of -24.04%. Use the drawdown chart below to compare losses from any high point for EFZ and SCHY.


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Drawdown Indicators


EFZSCHYDifference

Max Drawdown

Largest peak-to-trough decline

-88.08%

-24.04%

-64.04%

Max Drawdown (1Y)

Largest decline over 1 year

-30.95%

-9.11%

-21.84%

Max Drawdown (5Y)

Largest decline over 5 years

-43.77%

Max Drawdown (10Y)

Largest decline over 10 years

-61.88%

Current Drawdown

Current decline from peak

-86.98%

-6.14%

-80.84%

Average Drawdown

Average peak-to-trough decline

-66.89%

-5.00%

-61.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.44%

2.46%

+18.98%

Volatility

EFZ vs. SCHY - Volatility Comparison

ProShares Short MSCI EAFE (EFZ) has a higher volatility of 8.44% compared to Schwab International Dividend Equity ETF (SCHY) at 6.03%. This indicates that EFZ's price experiences larger fluctuations and is considered to be riskier than SCHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EFZSCHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.44%

6.03%

+2.41%

Volatility (6M)

Calculated over the trailing 6-month period

12.30%

9.04%

+3.26%

Volatility (1Y)

Calculated over the trailing 1-year period

18.50%

13.96%

+4.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.54%

13.24%

+3.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.31%

13.24%

+4.07%