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EZJ vs. FLJH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EZJ vs. FLJH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra MSCI Japan (EZJ) and Franklin FTSE Japan Hedged ETF (FLJH). The values are adjusted to include any dividend payments, if applicable.

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EZJ vs. FLJH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EZJ
ProShares Ultra MSCI Japan
11.08%42.72%3.31%30.78%-38.23%-1.96%22.21%33.76%-30.99%3.91%
FLJH
Franklin FTSE Japan Hedged ETF
9.29%25.26%25.89%36.02%-2.75%12.68%10.65%20.34%-14.66%1.26%

Returns By Period

In the year-to-date period, EZJ achieves a 11.08% return, which is significantly higher than FLJH's 9.29% return.


EZJ

1D
4.93%
1M
-9.50%
YTD
11.08%
6M
18.75%
1Y
56.99%
3Y*
23.69%
5Y*
4.55%
10Y*
10.14%

FLJH

1D
2.72%
1M
-2.83%
YTD
9.29%
6M
17.51%
1Y
40.53%
3Y*
28.77%
5Y*
18.48%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EZJ vs. FLJH - Expense Ratio Comparison

EZJ has a 0.95% expense ratio, which is higher than FLJH's 0.09% expense ratio.


Return for Risk

EZJ vs. FLJH — Risk / Return Rank

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

EZJ
EZJ Risk / Return Rank: 7070
Overall Rank
EZJ Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
EZJ Sortino Ratio Rank: 7070
Sortino Ratio Rank
EZJ Omega Ratio Rank: 6666
Omega Ratio Rank
EZJ Calmar Ratio Rank: 7474
Calmar Ratio Rank
EZJ Martin Ratio Rank: 6868
Martin Ratio Rank

FLJH
FLJH Risk / Return Rank: 8888
Overall Rank
FLJH Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
FLJH Sortino Ratio Rank: 8787
Sortino Ratio Rank
FLJH Omega Ratio Rank: 8787
Omega Ratio Rank
FLJH Calmar Ratio Rank: 9191
Calmar Ratio Rank
FLJH Martin Ratio Rank: 9090
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.

EZJ vs. FLJH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra MSCI Japan (EZJ) and Franklin FTSE Japan Hedged ETF (FLJH). 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.


EZJFLJHDifference

Sharpe ratio

Return per unit of total volatility

1.29

1.77

-0.48

Sortino ratio

Return per unit of downside risk

1.85

2.43

-0.58

Omega ratio

Gain probability vs. loss probability

1.25

1.36

-0.11

Calmar ratio

Return relative to maximum drawdown

2.06

3.32

-1.27

Martin ratio

Return relative to average drawdown

7.31

12.34

-5.03

EZJ vs. FLJH - Sharpe Ratio Comparison

The current EZJ Sharpe Ratio is 1.29, which is comparable to the FLJH Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of EZJ and FLJH, 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


EZJFLJHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

1.77

-0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

1.00

-0.88

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.69

-0.48

Correlation

The correlation between EZJ and FLJH is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

EZJ vs. FLJH - Dividend Comparison

EZJ's dividend yield for the trailing twelve months is around 1.86%, less than FLJH's 3.57% yield.


TTM202520242023202220212020201920182017
EZJ
ProShares Ultra MSCI Japan
1.86%1.13%2.09%1.11%0.56%0.00%0.00%0.24%4.49%0.00%
FLJH
Franklin FTSE Japan Hedged ETF
3.57%3.90%5.06%25.59%26.67%1.29%0.00%0.00%5.92%0.10%

Drawdowns

EZJ vs. FLJH - Drawdown Comparison

The maximum EZJ drawdown since its inception was -58.63%, which is greater than FLJH's maximum drawdown of -31.51%. Use the drawdown chart below to compare losses from any high point for EZJ and FLJH.


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Drawdown Indicators


EZJFLJHDifference

Max Drawdown

Largest peak-to-trough decline

-58.63%

-31.51%

-27.12%

Max Drawdown (1Y)

Largest decline over 1 year

-26.78%

-11.83%

-14.95%

Max Drawdown (5Y)

Largest decline over 5 years

-58.63%

-20.39%

-38.24%

Max Drawdown (10Y)

Largest decline over 10 years

-58.63%

Current Drawdown

Current decline from peak

-17.41%

-5.01%

-12.40%

Average Drawdown

Average peak-to-trough decline

-21.39%

-5.39%

-16.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.53%

3.19%

+4.34%

Volatility

EZJ vs. FLJH - Volatility Comparison

ProShares Ultra MSCI Japan (EZJ) has a higher volatility of 18.88% compared to Franklin FTSE Japan Hedged ETF (FLJH) at 7.76%. This indicates that EZJ's price experiences larger fluctuations and is considered to be riskier than FLJH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EZJFLJHDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.88%

7.76%

+11.12%

Volatility (6M)

Calculated over the trailing 6-month period

31.15%

14.50%

+16.65%

Volatility (1Y)

Calculated over the trailing 1-year period

44.49%

23.00%

+21.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.39%

18.50%

+17.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.55%

19.90%

+14.65%