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EWV vs. IFED
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EWV vs. IFED - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort MSCI Japan (EWV) and ETRACS IFED Invest with the Fed TR Index ETN (IFED). The values are adjusted to include any dividend payments, if applicable.

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EWV vs. IFED - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EWV
ProShares UltraShort MSCI Japan
-10.47%-37.70%-11.06%-28.34%34.35%16.29%
IFED
ETRACS IFED Invest with the Fed TR Index ETN
-10.70%15.02%23.04%20.78%-1.46%8.46%

Returns By Period

The year-to-date returns for both stocks are quite close, with EWV having a -10.47% return and IFED slightly lower at -10.70%.


EWV

1D
-7.30%
1M
17.13%
YTD
-10.47%
6M
-17.35%
1Y
-42.07%
3Y*
-25.72%
5Y*
-14.43%
10Y*
-19.50%

IFED

1D
2.06%
1M
-5.98%
YTD
-10.70%
6M
-11.02%
1Y
5.41%
3Y*
14.83%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EWV vs. IFED - Expense Ratio Comparison

EWV has a 0.95% expense ratio, which is higher than IFED's 0.45% expense ratio.


Return for Risk

EWV vs. IFED — Risk / Return Rank

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

EWV
EWV Risk / Return Rank: 22
Overall Rank
EWV Sharpe Ratio Rank: 11
Sharpe Ratio Rank
EWV Sortino Ratio Rank: 11
Sortino Ratio Rank
EWV Omega Ratio Rank: 11
Omega Ratio Rank
EWV Calmar Ratio Rank: 22
Calmar Ratio Rank
EWV Martin Ratio Rank: 44
Martin Ratio Rank

IFED
IFED Risk / Return Rank: 2020
Overall Rank
IFED Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
IFED Sortino Ratio Rank: 1919
Sortino Ratio Rank
IFED Omega Ratio Rank: 2020
Omega Ratio Rank
IFED Calmar Ratio Rank: 2020
Calmar Ratio Rank
IFED Martin Ratio Rank: 2121
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.

EWV vs. IFED - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort MSCI Japan (EWV) and ETRACS IFED Invest with the Fed TR Index ETN (IFED). 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.


EWVIFEDDifference

Sharpe ratio

Return per unit of total volatility

-0.95

0.29

-1.24

Sortino ratio

Return per unit of downside risk

-1.37

0.52

-1.88

Omega ratio

Gain probability vs. loss probability

0.83

1.07

-0.24

Calmar ratio

Return relative to maximum drawdown

-0.67

0.39

-1.06

Martin ratio

Return relative to average drawdown

-0.96

1.24

-2.20

EWV vs. IFED - Sharpe Ratio Comparison

The current EWV Sharpe Ratio is -0.95, which is lower than the IFED Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of EWV and IFED, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EWVIFEDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.95

0.29

-1.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.45

0.58

-1.03

Correlation

The correlation between EWV and IFED is -0.58. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

EWV vs. IFED - Dividend Comparison

EWV's dividend yield for the trailing twelve months is around 4.00%, while IFED has not paid dividends to shareholders.


TTM20252024202320222021202020192018
EWV
ProShares UltraShort MSCI Japan
4.00%3.63%3.39%3.42%0.65%0.00%0.00%0.33%0.00%
IFED
ETRACS IFED Invest with the Fed TR Index ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EWV vs. IFED - Drawdown Comparison

The maximum EWV drawdown since its inception was -99.12%, which is greater than IFED's maximum drawdown of -22.36%. Use the drawdown chart below to compare losses from any high point for EWV and IFED.


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Drawdown Indicators


EWVIFEDDifference

Max Drawdown

Largest peak-to-trough decline

-99.12%

-22.36%

-76.76%

Max Drawdown (1Y)

Largest decline over 1 year

-61.39%

-14.65%

-46.74%

Max Drawdown (5Y)

Largest decline over 5 years

-77.29%

Max Drawdown (10Y)

Largest decline over 10 years

-91.03%

Current Drawdown

Current decline from peak

-98.92%

-12.52%

-86.40%

Average Drawdown

Average peak-to-trough decline

-84.14%

-5.70%

-78.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

42.73%

4.64%

+38.09%

Volatility

EWV vs. IFED - Volatility Comparison

ProShares UltraShort MSCI Japan (EWV) has a higher volatility of 20.21% compared to ETRACS IFED Invest with the Fed TR Index ETN (IFED) at 4.91%. This indicates that EWV's price experiences larger fluctuations and is considered to be riskier than IFED based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EWVIFEDDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.21%

4.91%

+15.30%

Volatility (6M)

Calculated over the trailing 6-month period

30.38%

10.83%

+19.55%

Volatility (1Y)

Calculated over the trailing 1-year period

44.35%

18.80%

+25.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.30%

19.72%

+16.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.96%

19.72%

+15.24%