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EWV vs. TMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EWV vs. TMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort MSCI Japan (EWV) and Direxion Daily 20+ Year Treasury Bull 3X ETF (TMF). 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 -27.73% return, which is significantly lower than TMF's -4.67% return. Over the past 10 years, EWV has underperformed TMF with an annualized return of -20.50%, while TMF has yielded a comparatively higher -16.87% annualized return.


EWV

1D
9.12%
1M
-4.14%
YTD
-27.73%
6M
-26.75%
1Y
-46.22%
3Y*
-28.99%
5Y*
-17.97%
10Y*
-20.50%

TMF

1D
-0.62%
1M
4.96%
YTD
-4.67%
6M
-5.95%
1Y
-2.80%
3Y*
-21.07%
5Y*
-31.33%
10Y*
-16.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EWV vs. TMF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EWV
ProShares UltraShort MSCI Japan
-27.73%-37.70%-11.06%-28.34%34.35%-10.19%-38.57%-30.38%29.90%-36.24%
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
-4.67%-2.94%-35.95%-13.01%-72.60%-19.80%39.02%34.75%-11.01%22.72%

Correlation

The correlation between EWV and TMF is -0.26, 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

-0.26

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

-0.22

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

-0.12

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

0.03

Correlation (All Time)
Calculated using the full available price history since Apr 16, 2009

0.15

The correlation between EWV and TMF shifts across timeframes, from -0.26 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

EWV vs. TMF — 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

TMF
TMF Risk / Return Rank: 88
Overall Rank
TMF Sharpe Ratio Rank: 88
Sharpe Ratio Rank
TMF Sortino Ratio Rank: 88
Sortino Ratio Rank
TMF Omega Ratio Rank: 88
Omega Ratio Rank
TMF Calmar Ratio Rank: 88
Calmar Ratio Rank
TMF Martin Ratio Rank: 88
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. TMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort MSCI Japan (EWV) and Direxion Daily 20+ Year Treasury Bull 3X ETF (TMF). 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.


EWVTMFDifference
Sharpe ratioReturn per unit of total volatility

-1.00

Sortino ratioReturn per unit of downside risk

-1.73

Omega ratioGain probability vs. loss probability

0.80

1.01

-0.21

Calmar ratioReturn relative to maximum drawdown

-0.91

-0.11

-0.80

Martin ratioReturn relative to average drawdown

-1.50

-0.23

-1.27

EWV vs. TMF - Sharpe Ratio Comparison

The current EWV Sharpe Ratio is -1.10, which is lower than the TMF Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of EWV and TMF, 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. TMF - Drawdown Comparison

The maximum EWV drawdown since its inception was -99.20%, which is greater than TMF's maximum drawdown of -92.89%. Use the drawdown chart below to compare losses from any high point for EWV and TMF.


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Drawdown Indicators


EWVTMFDifference

Max Drawdown

Largest peak-to-trough decline

-99.20%

-92.89%

-6.31%

Max Drawdown (1Y)

Largest decline over 1 year

-51.16%

-26.51%

-24.65%

Max Drawdown (3Y)

Largest decline over 3 years

-71.19%

-56.09%

-15.10%

Max Drawdown (5Y)

Largest decline over 5 years

-79.51%

-88.81%

+9.30%

Max Drawdown (10Y)

Largest decline over 10 years

-90.83%

-92.89%

+2.06%

Current Drawdown

Current decline from peak

-99.13%

-92.11%

-7.02%

Average Drawdown

Average peak-to-trough decline

-84.30%

-43.76%

-40.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.92%

12.26%

+18.66%

Volatility

EWV vs. TMF - Volatility Comparison

ProShares UltraShort MSCI Japan (EWV) has a higher volatility of 15.65% compared to Direxion Daily 20+ Year Treasury Bull 3X ETF (TMF) at 6.50%. This indicates that EWV's price experiences larger fluctuations and is considered to be riskier than TMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EWVTMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.65%

6.50%

+9.15%

Volatility (6M)

Calculated over the trailing 6-month period

34.20%

19.35%

+14.85%

Volatility (1Y)

Calculated over the trailing 1-year period

42.12%

27.91%

+14.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.15%

46.59%

-9.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.09%

43.86%

-8.77%

EWV vs. TMF - Expense Ratio Comparison

EWV has a 0.95% expense ratio, which is lower than TMF's 1.01% expense ratio.


Dividends

EWV vs. TMF - Dividend Comparison

EWV's dividend yield for the trailing twelve months is around 4.96%, more than TMF's 4.09% yield.


PositionTTM202520242023202220212020201920182017
EWV
ProShares UltraShort MSCI Japan
4.96%3.63%3.39%3.42%0.65%0.00%0.00%0.33%0.00%0.00%
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
4.09%4.06%4.29%2.82%1.62%0.13%2.23%0.94%1.49%0.41%

Frequently Asked Questions


EWV and TMF have a correlation of -0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EWV has higher volatility (15.65%) compared to TMF (6.50%). In terms of maximum drawdown, EWV dropped -99.20% vs TMF's -92.89%.

On 10-year performance, TMF leads with -16.87% vs -20.50% for EWV. On fees, EWV is cheaper at 0.95% per year. On volatility, TMF has been the lower-risk option at 6.50%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, TMF has performed better with a -16.87% return vs -20.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EWV is cheaper with a 0.95% expense ratio, compared with 1.01% for TMF.

EWV has the higher dividend yield at 4.96%, compared with 4.09% for TMF.

EWV is categorized as Leveraged Equities, while TMF is Leveraged Bonds. EWV tracks MSCI Japan Index (-200%), while TMF tracks ICE U.S. Treasury 20+ Year Bond Index (300%). They also come from different issuers: ProShares and Direxion. Their fees differ too: 0.95% for EWV and 1.01% for TMF.

TMF currently has the higher Sharpe Ratio (-0.10 vs -1.10), 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 TMF

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