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EUO vs. FXF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUO vs. FXF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Euro (EUO) and Invesco CurrencyShares® Swiss Franc Trust (FXF). 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 5.15% return, which is significantly higher than FXF's -0.80% return. Over the past 10 years, EUO has outperformed FXF with an annualized return of 2.24%, while FXF has yielded a comparatively lower 1.06% annualized return.


EUO

1D
0.86%
1M
1.14%
YTD
5.15%
6M
5.13%
1Y
4.67%
3Y*
0.15%
5Y*
5.46%
10Y*
2.24%

FXF

1D
-0.15%
1M
-1.31%
YTD
-0.80%
6M
-0.32%
1Y
1.23%
3Y*
4.05%
5Y*
1.88%
10Y*
1.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUO vs. FXF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EUO
ProShares UltraShort Euro
5.15%-18.87%19.79%-1.02%13.88%14.83%-15.97%10.51%14.39%-21.71%
FXF
Invesco CurrencyShares® Swiss Franc Trust
-0.80%14.04%-7.46%9.63%-2.29%-4.08%8.18%0.32%-2.01%3.31%

Correlation

The correlation between EUO and FXF is -0.86, 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

-0.86

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

-0.76

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

-0.74

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

-0.76

Correlation (All Time)
Calculated using the full available price history since Nov 25, 2008

-0.76

The correlation between EUO and FXF shifts across timeframes, from -0.86 (1 year) to -0.74 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

EUO vs. FXF — Risk / Return Rank

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

EUO
EUO Risk / Return Rank: 1616
Overall Rank
EUO Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
EUO Sortino Ratio Rank: 1515
Sortino Ratio Rank
EUO Omega Ratio Rank: 1515
Omega Ratio Rank
EUO Calmar Ratio Rank: 1818
Calmar Ratio Rank
EUO Martin Ratio Rank: 1717
Martin Ratio Rank

FXF
FXF Risk / Return Rank: 1212
Overall Rank
FXF Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
FXF Sortino Ratio Rank: 1111
Sortino Ratio Rank
FXF Omega Ratio Rank: 1111
Omega Ratio Rank
FXF Calmar Ratio Rank: 1313
Calmar Ratio Rank
FXF Martin Ratio Rank: 1212
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. FXF - Risk-Adjusted Trends Comparison

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


EUOFXFDifference
Sharpe ratioReturn per unit of total volatility

+0.24

Sortino ratioReturn per unit of downside risk

+0.34

Omega ratioGain probability vs. loss probability

1.08

1.03

+0.04

Calmar ratioReturn relative to maximum drawdown

0.63

0.25

+0.38

Martin ratioReturn relative to average drawdown

1.43

0.54

+0.89

EUO vs. FXF - Sharpe Ratio Comparison

The current EUO Sharpe Ratio is 0.40, which is higher than the FXF Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of EUO and FXF, 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

EUO vs. FXF - Drawdown Comparison

The maximum EUO drawdown since its inception was -38.58%, which is greater than FXF's maximum drawdown of -35.58%. Use the drawdown chart below to compare losses from any high point for EUO and FXF.


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Drawdown Indicators


EUOFXFDifference

Max Drawdown

Largest peak-to-trough decline

-38.58%

-35.58%

-3.00%

Max Drawdown (1Y)

Largest decline over 1 year

-8.05%

-4.97%

-3.08%

Max Drawdown (3Y)

Largest decline over 3 years

-24.46%

-8.52%

-15.94%

Max Drawdown (5Y)

Largest decline over 5 years

-25.28%

-11.99%

-13.29%

Max Drawdown (10Y)

Largest decline over 10 years

-29.61%

-15.04%

-14.57%

Current Drawdown

Current decline from peak

-17.96%

-19.02%

+1.06%

Average Drawdown

Average peak-to-trough decline

-18.50%

-20.83%

+2.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.56%

2.28%

+1.28%

Volatility

EUO vs. FXF - Volatility Comparison

ProShares UltraShort Euro (EUO) has a higher volatility of 3.01% compared to Invesco CurrencyShares® Swiss Franc Trust (FXF) at 1.81%. This indicates that EUO's price experiences larger fluctuations and is considered to be riskier than FXF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUOFXFDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.01%

1.81%

+1.20%

Volatility (6M)

Calculated over the trailing 6-month period

8.88%

5.56%

+3.32%

Volatility (1Y)

Calculated over the trailing 1-year period

12.72%

7.49%

+5.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.57%

8.33%

+7.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.88%

7.57%

+7.31%

EUO vs. FXF - Expense Ratio Comparison

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


Dividends

EUO vs. FXF - Dividend Comparison

Neither EUO nor FXF has paid dividends to shareholders.


PositionTTM202520242023
EUO
ProShares UltraShort Euro
0.00%0.00%0.00%0.00%
FXF
Invesco CurrencyShares® Swiss Franc Trust
0.00%0.00%0.03%0.02%

Frequently Asked Questions


EUO and FXF have a correlation of -0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EUO has higher volatility (3.01%) compared to FXF (1.81%). In terms of maximum drawdown, EUO dropped -38.58% vs FXF's -35.58%.

On 10-year performance, EUO leads with 2.24% vs 1.06% for FXF. On fees, FXF is cheaper at 0.40% per year. On volatility, FXF has been the lower-risk option at 1.81%. 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 2.24% return vs 1.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

EUO and FXF have nearly identical dividend yields, around 0.00%.

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

EUO currently has the higher Sharpe Ratio (0.40 vs 0.17), 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

Find the right allocation for EUO and FXF

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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