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EZJ vs. FLJP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EZJ and FLJP is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

EZJ vs. FLJP - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%December2025FebruaryMarchApril
4.27%
39.90%
EZJ
FLJP

Key characteristics

Sharpe Ratio

EZJ:

0.13

FLJP:

0.45

Sortino Ratio

EZJ:

0.48

FLJP:

0.76

Omega Ratio

EZJ:

1.06

FLJP:

1.10

Calmar Ratio

EZJ:

0.13

FLJP:

0.66

Martin Ratio

EZJ:

0.51

FLJP:

1.92

Ulcer Index

EZJ:

11.24%

FLJP:

4.85%

Daily Std Dev

EZJ:

43.06%

FLJP:

20.83%

Max Drawdown

EZJ:

-58.63%

FLJP:

-32.49%

Current Drawdown

EZJ:

-24.95%

FLJP:

-0.97%

Returns By Period

In the year-to-date period, EZJ achieves a 8.72% return, which is significantly higher than FLJP's 6.82% return.


EZJ

YTD

8.72%

1M

6.33%

6M

6.41%

1Y

4.98%

5Y*

9.49%

10Y*

2.81%

FLJP

YTD

6.82%

1M

3.95%

6M

6.56%

1Y

9.21%

5Y*

9.30%

10Y*

N/A

*Annualized

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EZJ vs. FLJP - Expense Ratio Comparison

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


Expense ratio chart for EZJ: current value is 0.95%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EZJ: 0.95%
Expense ratio chart for FLJP: current value is 0.09%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FLJP: 0.09%

Risk-Adjusted Performance

EZJ vs. FLJP — Risk-Adjusted Performance Rank

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

EZJ
The Risk-Adjusted Performance Rank of EZJ is 3232
Overall Rank
The Sharpe Ratio Rank of EZJ is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of EZJ is 3737
Sortino Ratio Rank
The Omega Ratio Rank of EZJ is 3535
Omega Ratio Rank
The Calmar Ratio Rank of EZJ is 3131
Calmar Ratio Rank
The Martin Ratio Rank of EZJ is 3131
Martin Ratio Rank

FLJP
The Risk-Adjusted Performance Rank of FLJP is 5656
Overall Rank
The Sharpe Ratio Rank of FLJP is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of FLJP is 5252
Sortino Ratio Rank
The Omega Ratio Rank of FLJP is 4949
Omega Ratio Rank
The Calmar Ratio Rank of FLJP is 6969
Calmar Ratio Rank
The Martin Ratio Rank of FLJP is 5757
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EZJ vs. FLJP - Risk-Adjusted Performance Comparison

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


The chart of Sharpe ratio for EZJ, currently valued at 0.13, compared to the broader market-1.000.001.002.003.004.00
EZJ: 0.13
FLJP: 0.45
The chart of Sortino ratio for EZJ, currently valued at 0.48, compared to the broader market-2.000.002.004.006.008.00
EZJ: 0.48
FLJP: 0.76
The chart of Omega ratio for EZJ, currently valued at 1.06, compared to the broader market0.501.001.502.002.50
EZJ: 1.06
FLJP: 1.10
The chart of Calmar ratio for EZJ, currently valued at 0.13, compared to the broader market0.002.004.006.008.0010.0012.00
EZJ: 0.13
FLJP: 0.66
The chart of Martin ratio for EZJ, currently valued at 0.51, compared to the broader market0.0020.0040.0060.00
EZJ: 0.51
FLJP: 1.92

The current EZJ Sharpe Ratio is 0.13, which is lower than the FLJP Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of EZJ and FLJP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.00December2025FebruaryMarchApril
0.13
0.45
EZJ
FLJP

Dividends

EZJ vs. FLJP - Dividend Comparison

EZJ's dividend yield for the trailing twelve months is around 1.90%, less than FLJP's 4.27% yield.


TTM20242023202220212020201920182017
EZJ
ProShares Ultra MSCI Japan
1.90%2.09%1.11%0.56%0.00%0.00%0.24%4.49%0.00%
FLJP
Franklin FTSE Japan ETF
4.27%4.56%3.00%1.91%2.40%1.51%2.26%1.50%0.10%

Drawdowns

EZJ vs. FLJP - Drawdown Comparison

The maximum EZJ drawdown since its inception was -58.63%, which is greater than FLJP's maximum drawdown of -32.49%. Use the drawdown chart below to compare losses from any high point for EZJ and FLJP. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchApril
-24.95%
-0.97%
EZJ
FLJP

Volatility

EZJ vs. FLJP - Volatility Comparison

ProShares Ultra MSCI Japan (EZJ) has a higher volatility of 24.28% compared to Franklin FTSE Japan ETF (FLJP) at 11.93%. This indicates that EZJ's price experiences larger fluctuations and is considered to be riskier than FLJP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%December2025FebruaryMarchApril
24.28%
11.93%
EZJ
FLJP