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EZJ vs. ULE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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Returns By Period

In the year-to-date period, EZJ achieves a 29.29% return, which is significantly higher than ULE's -2.89% return. Over the past 10 years, EZJ has outperformed ULE with an annualized return of 10.56%, while ULE has yielded a comparatively lower -2.66% annualized 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%

ULE

1D
0.28%
1M
-1.64%
YTD
-2.89%
6M
-1.27%
1Y
1.11%
3Y*
4.59%
5Y*
-3.77%
10Y*
-2.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EZJ vs. ULE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EZJ
ProShares Ultra MSCI Japan
29.29%42.72%3.31%30.78%-38.23%-1.96%22.21%33.76%-30.99%49.10%
ULE
ProShares Ultra Euro
-2.89%25.97%-11.73%5.08%-15.51%-15.66%14.74%-8.90%-13.40%23.92%

Correlation

The correlation between EZJ and ULE is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.35

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

0.31

Correlation (5Y)
Calculated over the trailing 5-year period

0.37

Correlation (10Y)
Calculated over the trailing 10-year period

0.24

Correlation (All Time)
Calculated using the full available price history since Jun 8, 2009

0.24

The correlation between EZJ and ULE shifts across timeframes, from 0.24 (all time) to 0.37 (5 years), reflecting how their relationship changes across market environments.

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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: 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

ULE
ULE Risk / Return Rank: 1010
Overall Rank
ULE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
ULE Sortino Ratio Rank: 1010
Sortino Ratio Rank
ULE Omega Ratio Rank: 1010
Omega Ratio Rank
ULE Calmar Ratio Rank: 1010
Calmar Ratio Rank
ULE Martin Ratio Rank: 1010
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 ratioReturn per unit of total volatility

+1.41

Sortino ratioReturn per unit of downside risk

+1.88

Omega ratioGain probability vs. loss probability

1.27

1.03

+0.25

Calmar ratioReturn relative to maximum drawdown

2.21

0.11

+2.11

Martin ratioReturn relative to average drawdown

6.79

0.23

+6.55

EZJ vs. ULE - Sharpe Ratio Comparison

The current EZJ Sharpe Ratio is 1.49, which is higher than the ULE Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of EZJ and ULE, 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


EZJULEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.49

0.08

+1.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

-0.24

+0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

-0.18

+0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

-0.21

+0.45

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 (3Y)

Largest decline over 3 years

-31.48%

-17.44%

-14.04%

Max Drawdown (5Y)

Largest decline over 5 years

-58.63%

-40.94%

-17.69%

Max Drawdown (10Y)

Largest decline over 10 years

-58.63%

-51.30%

-7.33%

Current Drawdown

Current decline from peak

-3.87%

-62.09%

+58.22%

Average Drawdown

Average peak-to-trough decline

-21.28%

-46.06%

+24.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.72%

4.80%

+3.92%

Volatility

EZJ vs. ULE - Volatility Comparison

ProShares Ultra MSCI Japan (EZJ) has a higher volatility of 8.46% compared to ProShares Ultra Euro (ULE) at 2.42%. 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

8.46%

2.42%

+6.04%

Volatility (6M)

Calculated over the trailing 6-month period

30.74%

8.95%

+21.79%

Volatility (1Y)

Calculated over the trailing 1-year period

39.67%

13.38%

+26.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.58%

16.12%

+20.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.53%

15.21%

+19.32%

EZJ vs. ULE - Expense Ratio Comparison

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


Dividends

EZJ vs. ULE - Dividend Comparison

EZJ's dividend yield for the trailing twelve months is around 1.60%, while ULE 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%
ULE
ProShares Ultra Euro
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EZJ and ULE have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EZJ has higher volatility (8.46%) compared to ULE (2.42%). In terms of maximum drawdown, EZJ dropped -58.63% vs ULE's -72.74%.

On 10-year performance, EZJ leads with 10.56% vs -2.66% for ULE. Both ETFs have the same 0.95% expense ratio. On volatility, ULE has been the lower-risk option at 2.42%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, EZJ has performed better with a 10.56% return vs -2.66%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EZJ and ULE have the same expense ratio: 0.95% per year.

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

EZJ is categorized as Leveraged Equities, while ULE is Leveraged Currency. EZJ tracks MSCI Japan Index (200%), while ULE tracks USD/EUR Exchange Rate (-200%).

EZJ currently has the higher Sharpe Ratio (1.49 vs 0.08), 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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