PortfoliosLab logoPortfoliosLab logo
EFZ vs. SH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EFZ vs. SH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short MSCI EAFE (EFZ) and ProShares Short S&P500 (SH). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

EFZ vs. SH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EFZ
ProShares Short MSCI EAFE
-0.56%-20.92%2.90%-10.38%13.15%-12.75%-16.02%-16.56%16.26%-20.18%
SH
ProShares Short S&P500
5.77%-11.35%-13.52%-14.80%18.98%-24.21%-25.09%-22.12%4.93%-17.36%

Returns By Period

In the year-to-date period, EFZ achieves a -0.56% return, which is significantly lower than SH's 5.77% return. Over the past 10 years, EFZ has outperformed SH with an annualized return of -8.06%, while SH has yielded a comparatively lower -11.84% annualized 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%

SH

1D
-2.82%
1M
5.57%
YTD
5.77%
6M
4.49%
1Y
-11.46%
3Y*
-9.86%
5Y*
-7.57%
10Y*
-11.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


EFZ vs. SH - Expense Ratio Comparison

EFZ has a 0.95% expense ratio, which is higher than SH's 0.90% expense ratio.


Return for Risk

EFZ vs. SH — 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

SH
SH Risk / Return Rank: 44
Overall Rank
SH Sharpe Ratio Rank: 33
Sharpe Ratio Rank
SH Sortino Ratio Rank: 33
Sortino Ratio Rank
SH Omega Ratio Rank: 22
Omega Ratio Rank
SH Calmar Ratio Rank: 55
Calmar Ratio Rank
SH Martin Ratio Rank: 88
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. SH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short MSCI EAFE (EFZ) and ProShares Short S&P500 (SH). 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.


EFZSHDifference

Sharpe ratio

Return per unit of total volatility

-0.87

-0.63

-0.24

Sortino ratio

Return per unit of downside risk

-1.19

-0.79

-0.41

Omega ratio

Gain probability vs. loss probability

0.85

0.89

-0.03

Calmar ratio

Return relative to maximum drawdown

-0.50

-0.45

-0.05

Martin ratio

Return relative to average drawdown

-0.72

-0.55

-0.17

EFZ vs. SH - Sharpe Ratio Comparison

The current EFZ Sharpe Ratio is -0.87, which is lower than the SH Sharpe Ratio of -0.63. The chart below compares the historical Sharpe Ratios of EFZ and SH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


EFZSHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.87

-0.63

-0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.33

-0.45

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.47

-0.66

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.33

-0.56

+0.23

Correlation

The correlation between EFZ and SH is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

EFZ vs. SH - Dividend Comparison

EFZ's dividend yield for the trailing twelve months is around 3.78%, less than SH's 3.92% yield.


TTM202520242023202220212020201920182017
EFZ
ProShares Short MSCI EAFE
3.78%4.55%5.29%4.66%0.57%0.00%0.04%1.56%0.34%0.00%
SH
ProShares Short S&P500
3.92%4.49%6.20%5.37%1.08%0.00%0.16%1.76%1.01%0.06%

Drawdowns

EFZ vs. SH - Drawdown Comparison

The maximum EFZ drawdown since its inception was -88.08%, smaller than the maximum SH drawdown of -94.26%. Use the drawdown chart below to compare losses from any high point for EFZ and SH.


Loading graphics...

Drawdown Indicators


EFZSHDifference

Max Drawdown

Largest peak-to-trough decline

-88.08%

-94.26%

+6.18%

Max Drawdown (1Y)

Largest decline over 1 year

-30.95%

-26.61%

-4.34%

Max Drawdown (5Y)

Largest decline over 5 years

-43.77%

-40.35%

-3.42%

Max Drawdown (10Y)

Largest decline over 10 years

-61.88%

-74.31%

+12.43%

Current Drawdown

Current decline from peak

-86.98%

-93.82%

+6.84%

Average Drawdown

Average peak-to-trough decline

-66.89%

-67.49%

+0.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.44%

21.81%

-0.37%

Volatility

EFZ vs. SH - Volatility Comparison

ProShares Short MSCI EAFE (EFZ) has a higher volatility of 8.44% compared to ProShares Short S&P500 (SH) at 5.30%. This indicates that EFZ's price experiences larger fluctuations and is considered to be riskier than SH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


EFZSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.44%

5.30%

+3.14%

Volatility (6M)

Calculated over the trailing 6-month period

12.30%

9.43%

+2.87%

Volatility (1Y)

Calculated over the trailing 1-year period

18.50%

18.17%

+0.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.54%

16.87%

-0.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.31%

17.99%

-0.68%