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EWV vs. WTIU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EWV vs. WTIU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort MSCI Japan (EWV) and MicroSectors Energy 3X Leveraged ETN (WTIU). 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 -27.97% return, which is significantly lower than WTIU's 91.57% return.


EWV

1D
-0.28%
1M
-12.11%
YTD
-27.97%
6M
-29.61%
1Y
-43.86%
3Y*
-28.45%
5Y*
-17.58%
10Y*
-20.24%

WTIU

1D
4.02%
1M
-7.74%
YTD
91.57%
6M
66.33%
1Y
103.25%
3Y*
5.93%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EWV vs. WTIU - Yearly Performance Comparison


2026 (YTD)202520242023
EWV
ProShares UltraShort MSCI Japan
-27.97%-37.70%-11.06%-21.02%
WTIU
MicroSectors Energy 3X Leveraged ETN
91.57%-17.13%-29.63%-28.42%

Correlation

The correlation between EWV and WTIU is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.09

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

-0.10

Correlation (All Time)
Calculated using the full available price history since Feb 16, 2023

-0.13

The correlation between EWV and WTIU shifts across timeframes, from -0.13 (all time) to 0.09 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

EWV vs. WTIU — 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

WTIU
WTIU Risk / Return Rank: 4343
Overall Rank
WTIU Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
WTIU Sortino Ratio Rank: 3838
Sortino Ratio Rank
WTIU Omega Ratio Rank: 3737
Omega Ratio Rank
WTIU Calmar Ratio Rank: 5454
Calmar Ratio Rank
WTIU Martin Ratio Rank: 4141
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. WTIU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort MSCI Japan (EWV) and MicroSectors Energy 3X Leveraged ETN (WTIU). 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.


EWVWTIUDifference
Sharpe ratioReturn per unit of total volatility

-2.65

Sortino ratioReturn per unit of downside risk

-3.62

Omega ratioGain probability vs. loss probability

0.80

1.25

-0.45

Calmar ratioReturn relative to maximum drawdown

-0.94

2.65

-3.59

Martin ratioReturn relative to average drawdown

-1.51

6.55

-8.06

EWV vs. WTIU - Sharpe Ratio Comparison

The current EWV Sharpe Ratio is -1.11, which is lower than the WTIU Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of EWV and WTIU, 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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Sharpe Ratios by Period


EWVWTIUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.11

1.54

-2.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.47

-0.09

-0.37

Drawdowns

EWV vs. WTIU - Drawdown Comparison

The maximum EWV drawdown since its inception was -99.13%, which is greater than WTIU's maximum drawdown of -75.73%. Use the drawdown chart below to compare losses from any high point for EWV and WTIU.


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Drawdown Indicators


EWVWTIUDifference

Max Drawdown

Largest peak-to-trough decline

-99.13%

-75.73%

-23.40%

Max Drawdown (1Y)

Largest decline over 1 year

-46.88%

-39.11%

-7.77%

Max Drawdown (3Y)

Largest decline over 3 years

-68.67%

-75.73%

+7.06%

Max Drawdown (5Y)

Largest decline over 5 years

-77.72%

Max Drawdown (10Y)

Largest decline over 10 years

-90.10%

Current Drawdown

Current decline from peak

-99.13%

-32.10%

-67.03%

Average Drawdown

Average peak-to-trough decline

-84.28%

-39.19%

-45.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.05%

15.83%

+13.22%

Volatility

EWV vs. WTIU - Volatility Comparison

The current volatility for ProShares UltraShort MSCI Japan (EWV) is 9.11%, while MicroSectors Energy 3X Leveraged ETN (WTIU) has a volatility of 27.06%. This indicates that EWV experiences smaller price fluctuations and is considered to be less risky than WTIU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EWVWTIUDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.11%

27.06%

-17.95%

Volatility (6M)

Calculated over the trailing 6-month period

31.22%

54.98%

-23.76%

Volatility (1Y)

Calculated over the trailing 1-year period

39.88%

67.51%

-27.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.62%

70.62%

-34.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.95%

70.62%

-35.67%

EWV vs. WTIU - Expense Ratio Comparison

Both EWV and WTIU have an expense ratio of 0.95%.


Dividends

EWV vs. WTIU - Dividend Comparison

EWV's dividend yield for the trailing twelve months is around 4.98%, while WTIU has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
EWV
ProShares UltraShort MSCI Japan
4.98%3.63%3.39%3.42%0.65%0.00%0.00%0.33%0.00%
WTIU
MicroSectors Energy 3X Leveraged ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EWV and WTIU have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WTIU has higher volatility (27.06%) compared to EWV (9.11%). In terms of maximum drawdown, EWV dropped -99.13% vs WTIU's -75.73%.

On 3-year performance, WTIU leads with 5.93% vs -28.45% for EWV. Both ETFs have the same 0.95% expense ratio. On volatility, EWV has been the lower-risk option at 9.11%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, WTIU has performed better with a 5.93% return vs -28.45%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EWV and WTIU have the same expense ratio: 0.95% per year.

EWV has the higher dividend yield at 4.98%, compared with 0.00% for WTIU.

EWV tracks MSCI Japan Index (-200%), while WTIU tracks Solactive MicroSectors Energy Index - Benchmark TR Gross (--300%). They also come from different issuers: ProShares and REX.

WTIU currently has the higher Sharpe Ratio (1.54 vs -1.11), 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

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