EUO vs. MCHI

In the year-to-date period, EUO achieves a -15.58% return, which is significantly lower than MCHI's 12.72% return. Over the past 10 years, EUO has outperformed MCHI with an annualized return of 1.73%, while MCHI has yielded a comparatively lower 0.52% annualized return.

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EUO has a 0.99% expense ratio, which is higher than MCHI's 0.59% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Euro (EUO) and iShares MSCI China ETF (MCHI). 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.

The current EUO Sharpe Ratio is -0.30, which is lower than the MCHI Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of EUO and MCHI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

EUO has not paid dividends to shareholders, while MCHI's dividend yield for the trailing twelve months is around 2.05%.

The maximum EUO drawdown since its inception was -38.58%, smaller than the maximum MCHI drawdown of -62.84%. Use the drawdown chart below to compare losses from any high point for EUO and MCHI.

The current volatility for ProShares UltraShort Euro (EUO) is 6.00%, while iShares MSCI China ETF (MCHI) has a volatility of 7.13%. This indicates that EUO experiences smaller price fluctuations and is considered to be less risky than MCHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.