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EUM vs. EFZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUM vs. EFZ - Performance Comparison

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

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Returns By Period

In the year-to-date period, EUM achieves a -24.55% return, which is significantly lower than EFZ's -8.77% return. Over the past 10 years, EUM has underperformed EFZ with an annualized return of -10.88%, while EFZ has yielded a comparatively higher -9.00% annualized return.


EUM

1D
-0.53%
1M
-8.49%
YTD
-24.55%
6M
-25.44%
1Y
-35.38%
3Y*
-17.17%
5Y*
-6.28%
10Y*
-10.88%

EFZ

1D
0.13%
1M
-1.95%
YTD
-8.77%
6M
-9.09%
1Y
-17.18%
3Y*
-10.58%
5Y*
-6.10%
10Y*
-9.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUM vs. EFZ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EUM
ProShares Short MSCI Emerging Markets
-24.55%-22.61%-0.83%-3.89%21.11%-1.32%-24.37%-15.27%14.60%-28.08%
EFZ
ProShares Short MSCI EAFE
-8.77%-20.92%2.90%-10.38%13.15%-12.75%-16.02%-16.56%16.26%-20.18%

Correlation

The correlation between EUM and EFZ is 0.75, 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

0.75

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

0.72

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

0.75

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

0.76

Correlation (All Time)
Calculated using the full available price history since Nov 1, 2007

0.80

The correlation between EUM and EFZ has been stable across timeframes, ranging from 0.72 to 0.80 - a consistent structural relationship.

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Return for Risk

EUM vs. EFZ — Risk / Return Rank

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

EUM
EUM Risk / Return Rank: 00
Overall Rank
EUM Sharpe Ratio Rank: 00
Sharpe Ratio Rank
EUM Sortino Ratio Rank: 00
Sortino Ratio Rank
EUM Omega Ratio Rank: 00
Omega Ratio Rank
EUM Calmar Ratio Rank: 00
Calmar Ratio Rank
EUM Martin Ratio Rank: 00
Martin Ratio Rank

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
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.

EUM vs. EFZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short MSCI Emerging Markets (EUM) and ProShares Short MSCI EAFE (EFZ). 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.


EUMEFZDifference
Sharpe ratioReturn per unit of total volatility

-0.55

Sortino ratioReturn per unit of downside risk

-1.00

Omega ratioGain probability vs. loss probability

0.72

0.84

-0.12

Calmar ratioReturn relative to maximum drawdown

-1.02

-1.01

-0.01

Martin ratioReturn relative to average drawdown

-1.97

-1.71

-0.26

EUM vs. EFZ - Sharpe Ratio Comparison

The current EUM Sharpe Ratio is -1.58, which is lower than the EFZ Sharpe Ratio of -1.03. The chart below compares the historical Sharpe Ratios of EUM and EFZ, 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

EUM vs. EFZ - Drawdown Comparison

The maximum EUM drawdown since its inception was -93.19%, which is greater than EFZ's maximum drawdown of -88.08%. Use the drawdown chart below to compare losses from any high point for EUM and EFZ.


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Drawdown Indicators


EUMEFZDifference

Max Drawdown

Largest peak-to-trough decline

-93.19%

-88.08%

-5.11%

Max Drawdown (1Y)

Largest decline over 1 year

-34.91%

-17.09%

-17.82%

Max Drawdown (3Y)

Largest decline over 3 years

-47.97%

-35.42%

-12.55%

Max Drawdown (5Y)

Largest decline over 5 years

-50.87%

-43.77%

-7.10%

Max Drawdown (10Y)

Largest decline over 10 years

-68.81%

-61.88%

-6.93%

Current Drawdown

Current decline from peak

-93.19%

-88.05%

-5.14%

Average Drawdown

Average peak-to-trough decline

-77.19%

-67.12%

-10.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.47%

10.31%

+8.16%

Volatility

EUM vs. EFZ - Volatility Comparison

ProShares Short MSCI Emerging Markets (EUM) has a higher volatility of 10.98% compared to ProShares Short MSCI EAFE (EFZ) at 5.00%. This indicates that EUM's price experiences larger fluctuations and is considered to be riskier than EFZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUMEFZDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.98%

5.00%

+5.98%

Volatility (6M)

Calculated over the trailing 6-month period

20.20%

13.99%

+6.21%

Volatility (1Y)

Calculated over the trailing 1-year period

22.51%

16.73%

+5.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.61%

16.82%

+2.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.73%

17.36%

+3.37%

EUM vs. EFZ - Expense Ratio Comparison

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


Dividends

EUM vs. EFZ - Dividend Comparison

EUM's dividend yield for the trailing twelve months is around 4.73%, more than EFZ's 4.12% yield.


PositionTTM20252024202320222021202020192018
EFZ
ProShares Short MSCI EAFE
4.12%4.55%5.29%4.66%0.57%0.00%0.04%1.56%0.34%
EUM
ProShares Short MSCI Emerging Markets
4.73%3.98%4.22%3.86%0.82%0.00%0.15%1.35%0.88%

Frequently Asked Questions


EUM and EFZ have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EUM has higher volatility (10.98%) compared to EFZ (5.00%). In terms of maximum drawdown, EUM dropped -93.19% vs EFZ's -88.08%.

On 10-year performance, EFZ leads with -9.00% vs -10.88% for EUM. Both ETFs have the same 0.95% expense ratio. On volatility, EFZ has been the lower-risk option at 5.00%. 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 -9.00% return vs -10.88%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

EUM has the higher dividend yield at 4.73%, compared with 4.12% for EFZ.

EUM tracks MSCI Emerging Markets Index (-100%), while EFZ tracks MSCI EAFE Index (-100%).

EFZ currently has the higher Sharpe Ratio (-1.03 vs -1.58), 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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