PortfoliosLab logoPortfoliosLab logo
EZJ vs. USD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EZJ vs. USD - Performance Comparison

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

Loading graphics...

EZJ vs. USD - 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%49.10%
USD
ProShares Ultra Semiconductors
-4.90%62.08%139.64%228.79%-68.57%104.27%68.16%110.37%-26.88%81.72%

Returns By Period

In the year-to-date period, EZJ achieves a 11.08% return, which is significantly higher than USD's -4.90% return. Over the past 10 years, EZJ has underperformed USD with an annualized return of 10.14%, while USD has yielded a comparatively higher 50.62% annualized 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%

USD

1D
4.03%
1M
-7.90%
YTD
-4.90%
6M
-1.21%
1Y
145.25%
3Y*
90.90%
5Y*
44.58%
10Y*
50.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


EZJ vs. USD - Expense Ratio Comparison

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


Return for Risk

EZJ vs. USD — 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

USD
USD Risk / Return Rank: 8989
Overall Rank
USD Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
USD Sortino Ratio Rank: 8787
Sortino Ratio Rank
USD Omega Ratio Rank: 8383
Omega Ratio Rank
USD Calmar Ratio Rank: 9696
Calmar Ratio Rank
USD Martin Ratio Rank: 9191
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. USD - Risk-Adjusted Trends Comparison

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


EZJUSDDifference

Sharpe ratio

Return per unit of total volatility

1.29

1.90

-0.61

Sortino ratio

Return per unit of downside risk

1.85

2.44

-0.59

Omega ratio

Gain probability vs. loss probability

1.25

1.34

-0.08

Calmar ratio

Return relative to maximum drawdown

2.06

4.67

-2.61

Martin ratio

Return relative to average drawdown

7.31

12.81

-5.50

EZJ vs. USD - Sharpe Ratio Comparison

The current EZJ Sharpe Ratio is 1.29, which is lower than the USD Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of EZJ and USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


EZJUSDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

1.90

-0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.59

-0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.74

-0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.41

-0.20

Correlation

The correlation between EZJ and USD is 0.49, 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.


Dividends

EZJ vs. USD - Dividend Comparison

EZJ's dividend yield for the trailing twelve months is around 1.86%, more than USD's 0.48% yield.


TTM20252024202320222021202020192018201720162015
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%0.00%0.00%
USD
ProShares Ultra Semiconductors
0.48%0.39%0.10%0.05%0.30%0.00%0.14%0.72%0.93%0.32%0.46%0.39%

Drawdowns

EZJ vs. USD - Drawdown Comparison

The maximum EZJ drawdown since its inception was -58.63%, smaller than the maximum USD drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for EZJ and USD.


Loading graphics...

Drawdown Indicators


EZJUSDDifference

Max Drawdown

Largest peak-to-trough decline

-58.63%

-88.63%

+30.00%

Max Drawdown (1Y)

Largest decline over 1 year

-26.78%

-31.80%

+5.02%

Max Drawdown (5Y)

Largest decline over 5 years

-58.63%

-77.85%

+19.22%

Max Drawdown (10Y)

Largest decline over 10 years

-58.63%

-77.85%

+19.22%

Current Drawdown

Current decline from peak

-17.41%

-21.24%

+3.83%

Average Drawdown

Average peak-to-trough decline

-21.39%

-32.60%

+11.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.53%

11.60%

-4.07%

Volatility

EZJ vs. USD - Volatility Comparison

The current volatility for ProShares Ultra MSCI Japan (EZJ) is 18.88%, while ProShares Ultra Semiconductors (USD) has a volatility of 21.67%. This indicates that EZJ experiences smaller price fluctuations and is considered to be less risky than USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


EZJUSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.88%

21.67%

-2.79%

Volatility (6M)

Calculated over the trailing 6-month period

31.15%

48.73%

-17.58%

Volatility (1Y)

Calculated over the trailing 1-year period

44.49%

77.08%

-32.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.39%

76.24%

-39.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.55%

68.85%

-34.30%