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EZJ vs. LULG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EZJ vs. LULG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra MSCI Japan (EZJ) and Leverage Shares 2X Long LULU Daily ETF (LULG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EZJ achieves a 29.29% return, which is significantly higher than LULG's -68.58% return.


EZJ

1D
0.39%
1M
10.56%
YTD
29.29%
6M
28.96%
1Y
58.99%
3Y*
26.09%
5Y*
7.76%
10Y*
10.56%

LULG

1D
-1.59%
1M
-10.00%
YTD
-68.58%
6M
-60.69%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EZJ vs. LULG - Yearly Performance Comparison


2026 (YTD)2025
EZJ
ProShares Ultra MSCI Japan
29.29%1.21%
LULG
Leverage Shares 2X Long LULU Daily ETF
-68.58%47.31%

Correlation

The correlation between EZJ and LULG is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 6, 2025

0.32

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Return for Risk

EZJ vs. LULG — Risk / Return Rank

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

EZJ
EZJ Risk / Return Rank: 4343
Overall Rank
EZJ Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
EZJ Sortino Ratio Rank: 4242
Sortino Ratio Rank
EZJ Omega Ratio Rank: 4343
Omega Ratio Rank
EZJ Calmar Ratio Rank: 4545
Calmar Ratio Rank
EZJ Martin Ratio Rank: 4343
Martin Ratio Rank

LULG
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. LULG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra MSCI Japan (EZJ) and Leverage Shares 2X Long LULU Daily ETF (LULG). 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.


EZJLULGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.27

Calmar ratioReturn relative to maximum drawdown

2.21

Martin ratioReturn relative to average drawdown

6.79

EZJ vs. LULG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


EZJLULGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

-0.87

+1.10

Drawdowns

EZJ vs. LULG - Drawdown Comparison

The maximum EZJ drawdown since its inception was -58.63%, smaller than the maximum LULG drawdown of -73.18%. Use the drawdown chart below to compare losses from any high point for EZJ and LULG.


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Drawdown Indicators


EZJLULGDifference

Max Drawdown

Largest peak-to-trough decline

-58.63%

-73.18%

+14.55%

Max Drawdown (1Y)

Largest decline over 1 year

-26.78%

Max Drawdown (3Y)

Largest decline over 3 years

-31.48%

Max Drawdown (5Y)

Largest decline over 5 years

-58.63%

Max Drawdown (10Y)

Largest decline over 10 years

-58.63%

Current Drawdown

Current decline from peak

-3.87%

-70.90%

+67.03%

Average Drawdown

Average peak-to-trough decline

-21.28%

-33.71%

+12.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.72%

Volatility

EZJ vs. LULG - Volatility Comparison


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Volatility by Period


EZJLULGDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.46%

Volatility (6M)

Calculated over the trailing 6-month period

30.74%

Volatility (1Y)

Calculated over the trailing 1-year period

39.67%

85.42%

-45.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.58%

85.42%

-48.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.53%

85.42%

-50.89%

EZJ vs. LULG - Expense Ratio Comparison

EZJ has a 0.95% expense ratio, which is higher than LULG's 0.75% expense ratio.


Dividends

EZJ vs. LULG - Dividend Comparison

EZJ's dividend yield for the trailing twelve months is around 1.60%, while LULG has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
EZJ
ProShares Ultra MSCI Japan
1.60%1.13%2.09%1.11%0.56%0.00%0.00%0.24%4.49%
LULG
Leverage Shares 2X Long LULU Daily ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EZJ and LULG have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LULG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LULG is cheaper with a 0.75% expense ratio, compared with 0.95% for EZJ.

EZJ has the higher dividend yield at 1.60%, compared with 0.00% for LULG.

They also come from different issuers: ProShares and Leverage Shares. Their fees differ too: 0.95% for EZJ and 0.75% for LULG.

Portfolio Optimizer

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