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EZJ vs. ULE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EZJ vs. ULE - Performance Comparison

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

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EZJ vs. ULE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EZJ
ProShares Ultra MSCI Japan
5.86%42.72%3.31%30.78%-38.23%-1.96%22.21%33.76%-30.99%49.10%
ULE
ProShares Ultra Euro
-3.35%25.97%-11.73%5.08%-15.51%-15.66%14.74%-8.90%-13.40%23.92%

Returns By Period

In the year-to-date period, EZJ achieves a 5.86% return, which is significantly higher than ULE's -3.35% return. Over the past 10 years, EZJ has outperformed ULE with an annualized return of 9.61%, while ULE has yielded a comparatively lower -2.78% annualized return.


EZJ

1D
6.61%
1M
-17.80%
YTD
5.86%
6M
12.98%
1Y
47.76%
3Y*
21.72%
5Y*
3.55%
10Y*
9.61%

ULE

1D
2.13%
1M
-4.20%
YTD
-3.35%
6M
-3.70%
1Y
11.77%
3Y*
3.45%
5Y*
-2.68%
10Y*
-2.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EZJ vs. ULE - Expense Ratio Comparison

Both EZJ and ULE have an expense ratio of 0.95%.


Return for Risk

EZJ vs. ULE — Risk / Return Rank

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

EZJ
EZJ Risk / Return Rank: 6464
Overall Rank
EZJ Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
EZJ Sortino Ratio Rank: 6666
Sortino Ratio Rank
EZJ Omega Ratio Rank: 6161
Omega Ratio Rank
EZJ Calmar Ratio Rank: 6767
Calmar Ratio Rank
EZJ Martin Ratio Rank: 6262
Martin Ratio Rank

ULE
ULE Risk / Return Rank: 3838
Overall Rank
ULE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
ULE Sortino Ratio Rank: 4242
Sortino Ratio Rank
ULE Omega Ratio Rank: 3434
Omega Ratio Rank
ULE Calmar Ratio Rank: 4444
Calmar Ratio Rank
ULE Martin Ratio Rank: 3131
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. ULE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra MSCI Japan (EZJ) and ProShares Ultra Euro (ULE). 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.


EZJULEDifference

Sharpe ratio

Return per unit of total volatility

1.08

0.69

+0.39

Sortino ratio

Return per unit of downside risk

1.64

1.17

+0.47

Omega ratio

Gain probability vs. loss probability

1.22

1.14

+0.09

Calmar ratio

Return relative to maximum drawdown

1.69

1.13

+0.57

Martin ratio

Return relative to average drawdown

6.03

2.74

+3.29

EZJ vs. ULE - Sharpe Ratio Comparison

The current EZJ Sharpe Ratio is 1.08, which is higher than the ULE Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of EZJ and ULE, 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


EZJULEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

0.69

+0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

-0.17

+0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

-0.18

+0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

-0.21

+0.42

Correlation

The correlation between EZJ and ULE is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

EZJ vs. ULE - Dividend Comparison

EZJ's dividend yield for the trailing twelve months is around 1.95%, while ULE has not paid dividends to shareholders.


TTM20252024202320222021202020192018
EZJ
ProShares Ultra MSCI Japan
1.95%1.13%2.09%1.11%0.56%0.00%0.00%0.24%4.49%
ULE
ProShares Ultra Euro
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EZJ vs. ULE - Drawdown Comparison

The maximum EZJ drawdown since its inception was -58.63%, smaller than the maximum ULE drawdown of -72.74%. Use the drawdown chart below to compare losses from any high point for EZJ and ULE.


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Drawdown Indicators


EZJULEDifference

Max Drawdown

Largest peak-to-trough decline

-58.63%

-72.74%

+14.11%

Max Drawdown (1Y)

Largest decline over 1 year

-26.78%

-10.40%

-16.38%

Max Drawdown (5Y)

Largest decline over 5 years

-58.63%

-41.35%

-17.28%

Max Drawdown (10Y)

Largest decline over 10 years

-58.63%

-51.30%

-7.33%

Current Drawdown

Current decline from peak

-21.29%

-62.27%

+40.98%

Average Drawdown

Average peak-to-trough decline

-21.39%

-45.90%

+24.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.52%

4.28%

+3.24%

Volatility

EZJ vs. ULE - Volatility Comparison

ProShares Ultra MSCI Japan (EZJ) has a higher volatility of 19.75% compared to ProShares Ultra Euro (ULE) at 4.84%. This indicates that EZJ's price experiences larger fluctuations and is considered to be riskier than ULE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EZJULEDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.75%

4.84%

+14.91%

Volatility (6M)

Calculated over the trailing 6-month period

30.80%

9.12%

+21.68%

Volatility (1Y)

Calculated over the trailing 1-year period

44.28%

17.10%

+27.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.33%

16.21%

+20.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.52%

15.31%

+19.21%