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EFZ vs. SPDN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EFZ vs. SPDN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short MSCI EAFE (EFZ) and Direxion Daily S&P 500 Bear 1x Shares (SPDN). 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 lower than SPDN's -6.42% return. Over the past 10 years, EFZ has outperformed SPDN with an annualized return of -8.43%, while SPDN has yielded a comparatively lower -12.18% annualized 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%

SPDN

1D
-0.80%
1M
0.00%
6M
-5.52%
YTD
-6.42%
1Y
-12.79%
3Y*
-10.75%
5Y*
-7.84%
10Y*
-12.18%
ALL TIME*
-12.21%
*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
$433.42M$387.95M$422.31M

EFZ vs. SPDN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EFZ
ProShares Short MSCI EAFE
-9.46%-20.92%2.90%-10.38%13.15%-12.75%-16.02%-16.56%16.26%-20.18%
SPDN
Direxion Daily S&P 500 Bear 1x Shares
-6.42%-11.09%-12.88%-15.04%18.63%-23.72%-24.56%-21.94%5.41%-17.16%

Correlation

The correlation between EFZ and SPDN is 0.73, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


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

0.73

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

0.71

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.75

Correlation (10Y)
Provides a long-term view across more market conditions.

0.77

Correlation (All Time)
Calculated using the full available price history since Jun 8, 2016

0.77

The correlation between EFZ and SPDN has been stable across timeframes, ranging from 0.71 to 0.77 - a consistent structural relationship.

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Return for Risk

EFZ vs. SPDN — 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

SPDN
SPDN Risk / Return Rank: 33
Overall Rank
SPDN Sharpe Ratio Rank: 22
Sharpe Ratio Rank
SPDN Sortino Ratio Rank: 33
Sortino Ratio Rank
SPDN Omega Ratio Rank: 33
Omega Ratio Rank
SPDN Calmar Ratio Rank: 33
Calmar Ratio Rank
SPDN Martin Ratio Rank: 22
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. SPDN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short MSCI EAFE (EFZ) and Direxion Daily S&P 500 Bear 1x Shares (SPDN). 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.


EFZSPDNDifference
Sharpe ratioReturn per unit of total volatility

-0.18

Sortino ratioReturn per unit of downside risk

-0.26

Omega ratioGain probability vs. loss probability

0.83

0.87

-0.03

Calmar ratioReturn relative to maximum drawdown

-1.00

-0.71

-0.29

Martin ratioReturn relative to average drawdown

-1.55

-1.27

-0.28

EFZ vs. SPDN - Sharpe Ratio Comparison

The current EFZ Sharpe Ratio is -1.06, which is comparable to the SPDN Sharpe Ratio of -0.88. The chart below compares the historical Sharpe Ratios of EFZ and SPDN, 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. SPDN - Drawdown Comparison

The maximum EFZ drawdown since its inception was -88.15%, which is greater than SPDN's maximum drawdown of -75.31%. Use the drawdown chart below to compare losses from any high point for EFZ and SPDN.


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Drawdown Indicators


EFZSPDNDifference

Max Drawdown

Largest peak-to-trough decline

-88.15%

-75.31%

-12.84%

Max Drawdown (1Y)

Largest decline over 1 year

-17.58%

-15.93%

-1.65%

Max Drawdown (3Y)

Largest decline over 3 years

-35.82%

-38.24%

+2.42%

Max Drawdown (5Y)

Largest decline over 5 years

-44.12%

-43.85%

-0.27%

Max Drawdown (10Y)

Largest decline over 10 years

-61.58%

-73.97%

+12.39%

Current Drawdown

Current decline from peak

-88.14%

-74.80%

-13.34%

Average Drawdown

Average peak-to-trough decline

-67.25%

-48.93%

-18.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.35%

8.90%

+2.45%

Volatility

EFZ vs. SPDN - Volatility Comparison

ProShares Short MSCI EAFE (EFZ) has a higher volatility of 4.14% compared to Direxion Daily S&P 500 Bear 1x Shares (SPDN) at 3.55%. This indicates that EFZ's price experiences larger fluctuations and is considered to be riskier than SPDN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EFZSPDNDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.14%

3.55%

+0.59%

Volatility (6M)

Calculated over the trailing 6-month period

14.10%

10.15%

+3.95%

Volatility (1Y)

Calculated over the trailing 1-year period

16.71%

12.98%

+3.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.83%

16.97%

-0.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.11%

18.03%

-0.92%

EFZ vs. SPDN - Expense Ratio Comparison

EFZ has a 0.95% expense ratio, which is higher than SPDN's 0.50% expense ratio.


Dividends

EFZ vs. SPDN - Dividend Comparison

EFZ's dividend yield for the trailing twelve months is around 4.04%, more than SPDN's 3.32% yield.


PositionTTM202520242023202220212020201920182017
EFZ
ProShares Short MSCI EAFE
4.04%4.55%5.29%4.66%0.57%0.00%0.04%1.56%0.34%0.00%
SPDN
Direxion Daily S&P 500 Bear 1x Shares
3.32%4.06%5.32%5.84%0.96%0.00%0.10%1.89%1.24%0.42%

Frequently Asked Questions


EFZ and SPDN have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EFZ has higher volatility (4.14%) compared to SPDN (3.55%). In terms of maximum drawdown, EFZ dropped -88.15% vs SPDN's -75.31%.

On 10-year performance, EFZ leads with -8.43% vs -12.18% for SPDN. On fees, SPDN is cheaper at 0.50% per year. On volatility, SPDN has been the lower-risk option at 3.55%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, EFZ has performed better with a -8.43% return vs -12.18%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPDN is cheaper with a 0.50% expense ratio, compared with 0.95% for EFZ.

EFZ has the higher dividend yield at 4.04%, compared with 3.32% for SPDN.

EFZ tracks MSCI EAFE Index (-100%), while SPDN tracks S&P 500 Index. They also come from different issuers: ProShares and Direxion. Their fees differ too: 0.95% for EFZ and 0.50% for SPDN.

SPDN currently has the higher Sharpe Ratio (-0.88 vs -1.06), 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 SPDN

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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