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EWV vs. OPPJ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EWV vs. OPPJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort MSCI Japan (EWV) and WisdomTree Japan Opportunities ETF (OPPJ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EWV achieves a -29.93% return, which is significantly lower than OPPJ's 25.07% return. Over the past 10 years, EWV has underperformed OPPJ with an annualized return of -20.00%, while OPPJ has yielded a comparatively higher 17.32% annualized return.


EWV

1D
-2.78%
1M
-4.20%
6M
-23.47%
YTD
-29.93%
1Y
-47.17%
3Y*
-28.49%
5Y*
-18.46%
10Y*
-20.00%

OPPJ

1D
1.19%
1M
-0.92%
6M
15.71%
YTD
25.07%
1Y
60.60%
3Y*
33.55%
5Y*
24.96%
10Y*
17.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EWV vs. OPPJ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EWV
ProShares UltraShort MSCI Japan
-29.93%-37.70%-11.06%-28.34%34.35%-10.19%-38.57%-30.38%29.90%-36.24%
OPPJ
WisdomTree Japan Opportunities ETF
25.07%37.08%20.70%38.96%5.02%11.66%-3.22%18.24%-18.69%29.56%

Correlation

The correlation between EWV and OPPJ is -0.78, 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

-0.78

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

-0.69

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

-0.66

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

-0.70

Correlation (All Time)
Calculated using the full available price history since Jun 28, 2013

-0.74

The correlation between EWV and OPPJ shifts across timeframes, from -0.78 (1 year) to -0.66 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

EWV vs. OPPJ — Risk / Return Rank

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

EWV
EWV Risk / Return Rank: 11
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: 11
Calmar Ratio Rank
EWV Martin Ratio Rank: 11
Martin Ratio Rank

OPPJ
OPPJ Risk / Return Rank: 9494
Overall Rank
OPPJ Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
OPPJ Sortino Ratio Rank: 9393
Sortino Ratio Rank
OPPJ Omega Ratio Rank: 9191
Omega Ratio Rank
OPPJ Calmar Ratio Rank: 9595
Calmar Ratio Rank
OPPJ Martin Ratio Rank: 9494
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. OPPJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort MSCI Japan (EWV) and WisdomTree Japan Opportunities ETF (OPPJ). 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.


EWVOPPJDifference
Sharpe ratioReturn per unit of total volatility

-4.01

Sortino ratioReturn per unit of downside risk

-5.45

Omega ratioGain probability vs. loss probability

0.80

1.47

-0.68

Calmar ratioReturn relative to maximum drawdown

-0.92

6.20

-7.12

Martin ratioReturn relative to average drawdown

-1.44

19.65

-21.09

EWV vs. OPPJ - Sharpe Ratio Comparison

The current EWV Sharpe Ratio is -1.12, which is lower than the OPPJ Sharpe Ratio of 2.90. The chart below compares the historical Sharpe Ratios of EWV and OPPJ, 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

EWV vs. OPPJ - Drawdown Comparison

The maximum EWV drawdown since its inception was -99.20%, which is greater than OPPJ's maximum drawdown of -39.30%. Use the drawdown chart below to compare losses from any high point for EWV and OPPJ.


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Drawdown Indicators


EWVOPPJDifference

Max Drawdown

Largest peak-to-trough decline

-99.20%

-39.30%

-59.90%

Max Drawdown (1Y)

Largest decline over 1 year

-51.16%

-9.82%

-41.34%

Max Drawdown (3Y)

Largest decline over 3 years

-71.19%

-16.49%

-54.70%

Max Drawdown (5Y)

Largest decline over 5 years

-79.51%

-16.49%

-63.02%

Max Drawdown (10Y)

Largest decline over 10 years

-89.92%

-39.30%

-50.62%

Current Drawdown

Current decline from peak

-99.16%

-5.09%

-94.07%

Average Drawdown

Average peak-to-trough decline

-84.34%

-6.48%

-77.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

32.87%

3.10%

+29.77%

Volatility

EWV vs. OPPJ - Volatility Comparison

ProShares UltraShort MSCI Japan (EWV) has a higher volatility of 14.40% compared to WisdomTree Japan Opportunities ETF (OPPJ) at 7.59%. This indicates that EWV's price experiences larger fluctuations and is considered to be riskier than OPPJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EWVOPPJDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.40%

7.59%

+6.81%

Volatility (6M)

Calculated over the trailing 6-month period

34.86%

17.00%

+17.86%

Volatility (1Y)

Calculated over the trailing 1-year period

42.40%

21.02%

+21.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.25%

18.32%

+18.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.15%

19.56%

+15.59%

EWV vs. OPPJ - Expense Ratio Comparison

EWV has a 0.95% expense ratio, which is higher than OPPJ's 0.58% expense ratio.


Dividends

EWV vs. OPPJ - Dividend Comparison

EWV's dividend yield for the trailing twelve months is around 5.16%, more than OPPJ's 1.12% yield.


PositionTTM20252024202320222021202020192018201720162015
EWV
ProShares UltraShort MSCI Japan
5.16%3.63%3.39%3.42%0.65%0.00%0.00%0.33%0.00%0.00%0.00%0.00%
OPPJ
WisdomTree Japan Opportunities ETF
1.12%1.78%4.02%2.71%2.63%2.96%3.04%2.17%2.06%1.53%1.66%3.61%

Frequently Asked Questions


EWV and OPPJ have a correlation of -0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EWV has higher volatility (14.40%) compared to OPPJ (7.59%). In terms of maximum drawdown, EWV dropped -99.20% vs OPPJ's -39.30%.

On 10-year performance, OPPJ leads with 17.32% vs -20.00% for EWV. On fees, OPPJ is cheaper at 0.58% per year. On volatility, OPPJ has been the lower-risk option at 7.59%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, OPPJ has performed better with a 17.32% return vs -20.00%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

OPPJ is cheaper with a 0.58% expense ratio, compared with 0.95% for EWV.

EWV has the higher dividend yield at 5.16%, compared with 1.12% for OPPJ.

EWV tracks MSCI Japan Index (-200%), while OPPJ tracks WisdomTree Japan Opportunities Index. They also come from different issuers: ProShares and WisdomTree. Their fees differ too: 0.95% for EWV and 0.58% for OPPJ.

OPPJ currently has the higher Sharpe Ratio (2.90 vs -1.12), 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.

Portfolio Optimizer

Find the right allocation for EWV and OPPJ

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