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EUO vs. FXE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUO vs. FXE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Euro (EUO) and Invesco CurrencyShares® Euro Currency Trust (FXE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EUO achieves a 4.54% return, which is significantly higher than FXE's -1.03% return. Over the past 10 years, EUO has outperformed FXE with an annualized return of 2.45%, while FXE has yielded a comparatively lower 0.15% annualized return.


EUO

1D
0.50%
1M
2.09%
YTD
4.54%
6M
3.41%
1Y
1.02%
3Y*
-0.54%
5Y*
5.54%
10Y*
2.45%

FXE

1D
-0.29%
1M
-0.82%
YTD
-1.03%
6M
-0.26%
1Y
2.68%
3Y*
4.26%
5Y*
-0.23%
10Y*
0.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUO vs. FXE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EUO
ProShares UltraShort Euro
4.54%-18.87%19.79%-1.02%13.88%14.83%-15.97%10.51%14.39%-21.71%
FXE
Invesco CurrencyShares® Euro Currency Trust
-1.03%14.52%-4.18%4.87%-6.57%-7.83%7.94%-2.90%-5.30%13.05%

Correlation

The correlation between EUO and FXE is -0.98, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.98

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

-0.97

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

-0.98

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

-0.98

Correlation (All Time)
Calculated using the full available price history since Nov 26, 2008

-0.99

The correlation between EUO and FXE has been stable across timeframes, ranging from -0.99 to -0.97 - a consistent structural relationship.

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Return for Risk

EUO vs. FXE — Risk / Return Rank

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

EUO
EUO Risk / Return Rank: 99
Overall Rank
EUO Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
EUO Sortino Ratio Rank: 99
Sortino Ratio Rank
EUO Omega Ratio Rank: 99
Omega Ratio Rank
EUO Calmar Ratio Rank: 1010
Calmar Ratio Rank
EUO Martin Ratio Rank: 1010
Martin Ratio Rank

FXE
FXE Risk / Return Rank: 1515
Overall Rank
FXE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
FXE Sortino Ratio Rank: 1414
Sortino Ratio Rank
FXE Omega Ratio Rank: 1414
Omega Ratio Rank
FXE Calmar Ratio Rank: 1515
Calmar Ratio Rank
FXE Martin Ratio Rank: 1515
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.

EUO vs. FXE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Euro (EUO) and Invesco CurrencyShares® Euro Currency Trust (FXE). 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.


EUOFXEDifference
Sharpe ratioReturn per unit of total volatility

-0.35

Sortino ratioReturn per unit of downside risk

-0.48

Omega ratioGain probability vs. loss probability

1.02

1.08

-0.05

Calmar ratioReturn relative to maximum drawdown

0.13

0.54

-0.41

Martin ratioReturn relative to average drawdown

0.28

1.28

-1.00

EUO vs. FXE - Sharpe Ratio Comparison

The current EUO Sharpe Ratio is 0.08, which is lower than the FXE Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of EUO and FXE, 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


EUOFXEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.08

0.43

-0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

-0.03

+0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

0.02

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.02

+0.04

Drawdowns

EUO vs. FXE - Drawdown Comparison

The maximum EUO drawdown since its inception was -38.58%, smaller than the maximum FXE drawdown of -43.33%. Use the drawdown chart below to compare losses from any high point for EUO and FXE.


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Drawdown Indicators


EUOFXEDifference

Max Drawdown

Largest peak-to-trough decline

-38.58%

-43.33%

+4.75%

Max Drawdown (1Y)

Largest decline over 1 year

-8.05%

-5.02%

-3.03%

Max Drawdown (3Y)

Largest decline over 3 years

-24.46%

-8.12%

-16.34%

Max Drawdown (5Y)

Largest decline over 5 years

-25.28%

-22.32%

-2.96%

Max Drawdown (10Y)

Largest decline over 10 years

-29.61%

-26.46%

-3.15%

Current Drawdown

Current decline from peak

-18.43%

-28.01%

+9.58%

Average Drawdown

Average peak-to-trough decline

-18.50%

-22.31%

+3.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.73%

2.09%

+1.64%

Volatility

EUO vs. FXE - Volatility Comparison

ProShares UltraShort Euro (EUO) has a higher volatility of 2.48% compared to Invesco CurrencyShares® Euro Currency Trust (FXE) at 1.21%. This indicates that EUO's price experiences larger fluctuations and is considered to be riskier than FXE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUOFXEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.48%

1.21%

+1.27%

Volatility (6M)

Calculated over the trailing 6-month period

8.71%

4.24%

+4.47%

Volatility (1Y)

Calculated over the trailing 1-year period

12.65%

6.24%

+6.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.56%

7.66%

+7.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.88%

7.32%

+7.56%

EUO vs. FXE - Expense Ratio Comparison

EUO has a 0.99% expense ratio, which is higher than FXE's 0.40% expense ratio.


Dividends

EUO vs. FXE - Dividend Comparison

EUO has not paid dividends to shareholders, while FXE's dividend yield for the trailing twelve months is around 0.73%.


PositionTTM2025202420232022
EUO
ProShares UltraShort Euro
0.00%0.00%0.00%0.00%0.00%
FXE
Invesco CurrencyShares® Euro Currency Trust
0.73%0.94%2.28%1.49%0.01%

Frequently Asked Questions


EUO and FXE have a correlation of -0.98, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EUO has higher volatility (2.48%) compared to FXE (1.21%). In terms of maximum drawdown, EUO dropped -38.58% vs FXE's -43.33%.

On 10-year performance, EUO leads with 2.45% vs 0.15% for FXE. On fees, FXE is cheaper at 0.40% per year. On volatility, FXE has been the lower-risk option at 1.21%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, EUO has performed better with a 2.45% return vs 0.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FXE is cheaper with a 0.40% expense ratio, compared with 0.99% for EUO.

FXE has the higher dividend yield at 0.73%, compared with 0.00% for EUO.

EUO is categorized as Leveraged Currency, while FXE is Currency. EUO tracks USD/EUR Exchange Rate (-200%), while FXE tracks Euro. They also come from different issuers: ProShares and Invesco. Their fees differ too: 0.99% for EUO and 0.40% for FXE.

FXE currently has the higher Sharpe Ratio (0.43 vs 0.08), 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

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