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EFZ vs. UVXY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EFZ vs. UVXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short MSCI EAFE (EFZ) and ProShares Ultra VIX Short-Term Futures ETF (UVXY). 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 -7.64% return, which is significantly higher than UVXY's -23.07% return. Over the past 10 years, EFZ has outperformed UVXY with an annualized return of -8.30%, while UVXY has yielded a comparatively lower -72.73% annualized return.


EFZ

1D
-0.71%
1M
-2.63%
YTD
-7.64%
6M
-9.27%
1Y
-14.29%
3Y*
-10.18%
5Y*
-5.52%
10Y*
-8.30%

UVXY

1D
-4.95%
1M
-26.21%
YTD
-23.07%
6M
-39.47%
1Y
-74.10%
3Y*
-64.78%
5Y*
-68.23%
10Y*
-72.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EFZ vs. UVXY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EFZ
ProShares Short MSCI EAFE
-7.64%-20.92%2.90%-10.38%13.15%-12.75%-16.02%-16.56%16.26%-20.18%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
-23.07%-65.32%-50.90%-87.70%-44.81%-88.33%-17.38%-84.23%60.10%-94.17%

Correlation

The correlation between EFZ and UVXY is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.55

Correlation (3Y)
Calculated over the trailing 3-year period

0.57

Correlation (5Y)
Calculated over the trailing 5-year period

0.62

Correlation (10Y)
Calculated over the trailing 10-year period

0.64

Correlation (All Time)
Calculated using the full available price history since Oct 5, 2011

0.66

The correlation between EFZ and UVXY shifts across timeframes, from 0.55 (1 year) to 0.66 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

EFZ vs. UVXY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EFZ
EFZ Risk / Return Rank: 22
Overall Rank
EFZ Sharpe Ratio Rank: 22
Sharpe Ratio Rank
EFZ Sortino Ratio Rank: 33
Sortino Ratio Rank
EFZ Omega Ratio Rank: 33
Omega Ratio Rank
EFZ Calmar Ratio Rank: 22
Calmar Ratio Rank
EFZ Martin Ratio Rank: 11
Martin Ratio Rank

UVXY
UVXY Risk / Return Rank: 11
Overall Rank
UVXY Sharpe Ratio Rank: 22
Sharpe Ratio Rank
UVXY Sortino Ratio Rank: 11
Sortino Ratio Rank
UVXY Omega Ratio Rank: 11
Omega Ratio Rank
UVXY Calmar Ratio Rank: 00
Calmar Ratio Rank
UVXY Martin Ratio Rank: 22
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. UVXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short MSCI EAFE (EFZ) and ProShares Ultra VIX Short-Term Futures ETF (UVXY). 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.


EFZUVXYDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

+0.48

Omega ratioGain probability vs. loss probability

0.86

0.81

+0.05

Calmar ratioReturn relative to maximum drawdown

-0.83

-0.97

+0.15

Martin ratioReturn relative to average drawdown

-1.47

-1.33

-0.14

EFZ vs. UVXY - Sharpe Ratio Comparison

The current EFZ Sharpe Ratio is -0.88, which is comparable to the UVXY Sharpe Ratio of -0.88. The chart below compares the historical Sharpe Ratios of EFZ and UVXY, 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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Sharpe Ratios by Period


EFZUVXYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.88

-0.88

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.33

-0.66

+0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.48

-0.64

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.34

-0.68

+0.34

Drawdowns

EFZ vs. UVXY - Drawdown Comparison

The maximum EFZ drawdown since its inception was -88.08%, smaller than the maximum UVXY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for EFZ and UVXY.


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Drawdown Indicators


EFZUVXYDifference

Max Drawdown

Largest peak-to-trough decline

-88.08%

-100.00%

+11.92%

Max Drawdown (1Y)

Largest decline over 1 year

-17.36%

-76.19%

+58.83%

Max Drawdown (3Y)

Largest decline over 3 years

-35.42%

-95.25%

+59.83%

Max Drawdown (5Y)

Largest decline over 5 years

-43.77%

-99.69%

+55.92%

Max Drawdown (10Y)

Largest decline over 10 years

-61.88%

-100.00%

+38.12%

Current Drawdown

Current decline from peak

-87.91%

-100.00%

+12.09%

Average Drawdown

Average peak-to-trough decline

-67.09%

-98.55%

+31.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.77%

55.83%

-46.06%

Volatility

EFZ vs. UVXY - Volatility Comparison

The current volatility for ProShares Short MSCI EAFE (EFZ) is 5.08%, while ProShares Ultra VIX Short-Term Futures ETF (UVXY) has a volatility of 12.26%. This indicates that EFZ experiences smaller price fluctuations and is considered to be less risky than UVXY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EFZUVXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.08%

12.26%

-7.18%

Volatility (6M)

Calculated over the trailing 6-month period

13.47%

62.79%

-49.32%

Volatility (1Y)

Calculated over the trailing 1-year period

16.34%

84.51%

-68.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.72%

103.82%

-87.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.38%

113.81%

-96.43%

EFZ vs. UVXY - Expense Ratio Comparison

Both EFZ and UVXY have an expense ratio of 0.95%.


Dividends

EFZ vs. UVXY - Dividend Comparison

EFZ's dividend yield for the trailing twelve months is around 4.07%, while UVXY has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
EFZ
ProShares Short MSCI EAFE
4.07%4.55%5.29%4.66%0.57%0.00%0.04%1.56%0.34%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EFZ and UVXY have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UVXY has higher volatility (12.26%) compared to EFZ (5.08%). In terms of maximum drawdown, EFZ dropped -88.08% vs UVXY's -100.00%.

On 10-year performance, EFZ leads with -8.30% vs -72.73% for UVXY. Both ETFs have the same 0.95% expense ratio. On volatility, EFZ has been the lower-risk option at 5.08%. 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 -8.30% return vs -72.73%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EFZ and UVXY have the same expense ratio: 0.95% per year.

EFZ has the higher dividend yield at 4.07%, compared with 0.00% for UVXY.

EFZ is categorized as Inverse Equities, while UVXY is Volatility. EFZ tracks MSCI EAFE Index (-100%), while UVXY tracks S&P 500 VIX SHORT-TERM FUTURES TR (150%).

EFZ currently has the higher Sharpe Ratio (-0.88 vs -0.88), 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.

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