EUO vs. PSCC
EUO (ProShares UltraShort Euro) and PSCC (Invesco S&P SmallCap Consumer Staples ETF) are both exchange-traded funds - EUO is a Leveraged Currency fund tracking the USD/EUR Exchange Rate (-200%), while PSCC is a Consumer Staples Equities fund tracking the S&P Small Cap 600 Capped Consumer Staples. Both are passively managed. Over the past 10 years, EUO returned 2.59%/yr vs 6.30%/yr for PSCC. At a correlation of -0.13, they often move in opposite directions. EUO charges 0.99%/yr vs 0.29%/yr for PSCC.
Performance
EUO vs. PSCC - Performance Comparison
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Returns By Period
In the year-to-date period, EUO achieves a 6.00% return, which is significantly lower than PSCC's 7.16% return. Over the past 10 years, EUO has underperformed PSCC with an annualized return of 2.59%, while PSCC has yielded a comparatively higher 6.30% annualized return.
EUO
- 1D
- 1.59%
- 1M
- 4.89%
- YTD
- 6.00%
- 6M
- 4.49%
- 1Y
- 2.63%
- 3Y*
- -0.21%
- 5Y*
- 5.83%
- 10Y*
- 2.59%
PSCC
- 1D
- 1.46%
- 1M
- 0.51%
- YTD
- 7.16%
- 6M
- 6.18%
- 1Y
- -2.82%
- 3Y*
- -1.02%
- 5Y*
- -0.20%
- 10Y*
- 6.30%
EUO vs. PSCC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EUO ProShares UltraShort Euro | 6.00% | -18.87% | 19.79% | -1.02% | 13.88% | 14.83% | -15.97% | 10.51% | 14.39% | -21.71% |
PSCC Invesco S&P SmallCap Consumer Staples ETF | 7.16% | -16.47% | 0.98% | 14.83% | -6.66% | 28.82% | 11.17% | 17.39% | -6.72% | 9.72% |
Correlation
The correlation between EUO and PSCC is -0.17, 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 | -0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.11 |
Correlation (All Time) Calculated using the full available price history since Apr 8, 2010 | -0.13 |
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Return for Risk
EUO vs. PSCC — Risk / Return Rank
EUO
PSCC
EUO vs. PSCC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Euro (EUO) and Invesco S&P SmallCap Consumer Staples ETF (PSCC). 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.
| EUO | PSCC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.38 | ||
| Sortino ratioReturn per unit of downside risk | +0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 0.99 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 0.42 | -0.13 | +0.55 |
| Martin ratioReturn relative to average drawdown | 0.91 | -0.22 | +1.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EUO | PSCC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.27 | -0.12 | +0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | -0.01 | +0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.17 | 0.33 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.06 | 0.56 | -0.50 |
Drawdowns
EUO vs. PSCC - Drawdown Comparison
The maximum EUO drawdown since its inception was -38.58%, which is greater than PSCC's maximum drawdown of -33.61%. Use the drawdown chart below to compare losses from any high point for EUO and PSCC.
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Drawdown Indicators
| EUO | PSCC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.58% | -33.61% | -4.97% |
Max Drawdown (1Y)Largest decline over 1 year | -8.05% | -15.17% | +7.12% |
Max Drawdown (3Y)Largest decline over 3 years | -24.46% | -23.36% | -1.10% |
Max Drawdown (5Y)Largest decline over 5 years | -25.28% | -23.36% | -1.92% |
Max Drawdown (10Y)Largest decline over 10 years | -29.61% | -33.61% | +4.00% |
Current DrawdownCurrent decline from peak | -17.30% | -16.33% | -0.97% |
Average DrawdownAverage peak-to-trough decline | -18.50% | -5.98% | -12.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.71% | 8.68% | -4.97% |
Volatility
EUO vs. PSCC - Volatility Comparison
The current volatility for ProShares UltraShort Euro (EUO) is 2.73%, while Invesco S&P SmallCap Consumer Staples ETF (PSCC) has a volatility of 4.71%. This indicates that EUO experiences smaller price fluctuations and is considered to be less risky than PSCC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EUO | PSCC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.73% | 4.71% | -1.98% |
Volatility (6M)Calculated over the trailing 6-month period | 8.81% | 10.80% | -1.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.68% | 16.50% | -3.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.56% | 18.24% | -2.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.88% | 19.29% | -4.41% |
EUO vs. PSCC - Expense Ratio Comparison
EUO has a 0.99% expense ratio, which is higher than PSCC's 0.29% expense ratio.
Dividends
EUO vs. PSCC - Dividend Comparison
EUO has not paid dividends to shareholders, while PSCC's dividend yield for the trailing twelve months is around 2.08%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUO ProShares UltraShort Euro | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PSCC Invesco S&P SmallCap Consumer Staples ETF | 2.08% | 2.35% | 1.88% | 1.49% | 1.29% | 1.21% | 1.59% | 1.77% | 0.94% | 1.25% | 1.48% | 1.34% |
Frequently Asked Questions
EUO and PSCC have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PSCC has higher volatility (4.71%) compared to EUO (2.73%). In terms of maximum drawdown, EUO dropped -38.58% vs PSCC's -33.61%.
On 10-year performance, PSCC leads with 6.30% vs 2.59% for EUO. On fees, PSCC is cheaper at 0.29% per year. On volatility, EUO has been the lower-risk option at 2.73%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, PSCC has performed better with a 6.30% return vs 2.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
PSCC is cheaper with a 0.29% expense ratio, compared with 0.99% for EUO.
PSCC has the higher dividend yield at 2.08%, compared with 0.00% for EUO.
EUO is categorized as Leveraged Currency, while PSCC is Consumer Staples Equities. EUO tracks USD/EUR Exchange Rate (-200%), while PSCC tracks S&P Small Cap 600 Capped Consumer Staples. They also come from different issuers: ProShares and Invesco. Their fees differ too: 0.99% for EUO and 0.29% for PSCC.
EUO currently has the higher Sharpe Ratio (0.27 vs -0.12), 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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