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EFZ vs. TSLQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EFZ vs. TSLQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short MSCI EAFE (EFZ) and AXS TSLA Bear Daily ETF (TSLQ). The values are adjusted to include any dividend payments, if applicable.

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EFZ vs. TSLQ - Yearly Performance Comparison


2026 (YTD)2025202420232022
EFZ
ProShares Short MSCI EAFE
-0.56%-20.92%2.90%-10.38%-8.69%
TSLQ
AXS TSLA Bear Daily ETF
35.41%-74.67%-83.21%-59.97%63.52%

Returns By Period

In the year-to-date period, EFZ achieves a -0.56% return, which is significantly lower than TSLQ's 35.41% 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%

TSLQ

1D
-9.13%
1M
13.74%
YTD
35.41%
6M
14.08%
1Y
-79.94%
3Y*
-64.97%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EFZ vs. TSLQ - Expense Ratio Comparison

EFZ has a 0.95% expense ratio, which is lower than TSLQ's 1.15% expense ratio.


Return for Risk

EFZ vs. TSLQ — 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

TSLQ
TSLQ Risk / Return Rank: 22
Overall Rank
TSLQ Sharpe Ratio Rank: 22
Sharpe Ratio Rank
TSLQ Sortino Ratio Rank: 11
Sortino Ratio Rank
TSLQ Omega Ratio Rank: 11
Omega Ratio Rank
TSLQ Calmar Ratio Rank: 11
Calmar Ratio Rank
TSLQ Martin Ratio Rank: 44
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. TSLQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short MSCI EAFE (EFZ) and AXS TSLA Bear Daily ETF (TSLQ). 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.


EFZTSLQDifference

Sharpe ratio

Return per unit of total volatility

-0.87

-0.72

-0.15

Sortino ratio

Return per unit of downside risk

-1.19

-1.13

-0.06

Omega ratio

Gain probability vs. loss probability

0.85

0.86

-0.01

Calmar ratio

Return relative to maximum drawdown

-0.50

-0.88

+0.38

Martin ratio

Return relative to average drawdown

-0.72

-1.02

+0.30

EFZ vs. TSLQ - Sharpe Ratio Comparison

The current EFZ Sharpe Ratio is -0.87, which is comparable to the TSLQ Sharpe Ratio of -0.72. The chart below compares the historical Sharpe Ratios of EFZ and TSLQ, 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


EFZTSLQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.87

-0.72

-0.15

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

-0.62

+0.29

Correlation

The correlation between EFZ and TSLQ is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

EFZ vs. TSLQ - Dividend Comparison

EFZ's dividend yield for the trailing twelve months is around 3.78%, less than TSLQ's 7.80% 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%
TSLQ
AXS TSLA Bear Daily ETF
7.80%10.56%4.95%13.35%2.56%0.00%0.00%0.00%0.00%

Drawdowns

EFZ vs. TSLQ - Drawdown Comparison

The maximum EFZ drawdown since its inception was -88.08%, smaller than the maximum TSLQ drawdown of -98.73%. Use the drawdown chart below to compare losses from any high point for EFZ and TSLQ.


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Drawdown Indicators


EFZTSLQDifference

Max Drawdown

Largest peak-to-trough decline

-88.08%

-98.73%

+10.65%

Max Drawdown (1Y)

Largest decline over 1 year

-30.95%

-90.23%

+59.28%

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%

-97.98%

+11.00%

Average Drawdown

Average peak-to-trough decline

-66.89%

-65.72%

-1.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.44%

77.62%

-56.18%

Volatility

EFZ vs. TSLQ - Volatility Comparison

The current volatility for ProShares Short MSCI EAFE (EFZ) is 8.44%, while AXS TSLA Bear Daily ETF (TSLQ) has a volatility of 22.57%. This indicates that EFZ experiences smaller price fluctuations and is considered to be less risky than TSLQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EFZTSLQDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.44%

22.57%

-14.13%

Volatility (6M)

Calculated over the trailing 6-month period

12.30%

59.42%

-47.12%

Volatility (1Y)

Calculated over the trailing 1-year period

18.50%

110.66%

-92.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.54%

94.61%

-78.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.31%

94.61%

-77.30%