EPV vs. UPV
Compare and contrast key facts about ProShares UltraShort FTSE Europe (EPV) and ProShares Ultra Europe (UPV).
EPV and UPV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EPV is a passively managed fund by ProShares that tracks the performance of the FTSE All Cap Developed Europe (-200%). It was launched on Jun 16, 2009. UPV is a passively managed fund by ProShares that tracks the performance of the MSCI Europe Index (200%). It was launched on Apr 30, 2010. Both EPV and UPV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EPV or UPV.
Performance
EPV vs. UPV - Performance Comparison
Returns By Period
In the year-to-date period, EPV achieves a -0.66% return, which is significantly higher than UPV's -1.75% return. Over the past 10 years, EPV has underperformed UPV with an annualized return of -17.46%, while UPV has yielded a comparatively higher 3.08% annualized return.
EPV
-0.66%
15.76%
16.77%
-12.29%
-20.77%
-17.46%
UPV
-1.75%
-12.32%
-15.20%
13.66%
2.74%
3.08%
Key characteristics
| EPV | UPV | |
|---|---|---|
| Sharpe Ratio | -0.53 | 0.80 |
| Sortino Ratio | -0.64 | 1.23 |
| Omega Ratio | 0.93 | 1.15 |
| Calmar Ratio | -0.15 | 0.62 |
| Martin Ratio | -0.69 | 3.64 |
| Ulcer Index | 20.44% | 5.88% |
| Daily Std Dev | 26.45% | 26.43% |
| Max Drawdown | -97.30% | -67.25% |
| Current Drawdown | -96.66% | -21.37% |
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EPV vs. UPV - Expense Ratio Comparison
Both EPV and UPV have an expense ratio of 0.95%.
Correlation
The correlation between EPV and UPV is -0.91. 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.
Risk-Adjusted Performance
EPV vs. UPV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort FTSE Europe (EPV) and ProShares Ultra Europe (UPV). 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.
Dividends
EPV vs. UPV - Dividend Comparison
EPV's dividend yield for the trailing twelve months is around 5.00%, more than UPV's 2.32% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
EPV ProShares UltraShort FTSE Europe | 5.00% | 3.17% | 0.33% | 0.01% | 0.09% | 1.10% | 0.19% |
UPV ProShares Ultra Europe | 2.32% | 1.56% | 0.00% | 0.00% | 0.00% | 0.64% | 3.79% |
Drawdowns
EPV vs. UPV - Drawdown Comparison
The maximum EPV drawdown since its inception was -97.30%, which is greater than UPV's maximum drawdown of -67.25%. Use the drawdown chart below to compare losses from any high point for EPV and UPV. For additional features, visit the drawdowns tool.
Volatility
EPV vs. UPV - Volatility Comparison
ProShares UltraShort FTSE Europe (EPV) and ProShares Ultra Europe (UPV) have volatilities of 9.27% and 8.94%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.