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SSGVX vs. EEV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SSGVX vs. EEV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street Global All Cap Equity ex-U.S.Index Portfolio (SSGVX) and ProShares UltraShort MSCI Emerging Markets (EEV). The values are adjusted to include any dividend payments, if applicable.

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SSGVX vs. EEV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SSGVX
State Street Global All Cap Equity ex-U.S.Index Portfolio
-0.63%32.69%5.01%15.71%-16.42%8.42%1,010.40%21.71%-14.01%27.18%
EEV
ProShares UltraShort MSCI Emerging Markets
-9.92%-43.35%-8.08%-13.08%37.05%-4.99%-48.93%-30.87%24.06%-49.03%

Returns By Period

In the year-to-date period, SSGVX achieves a -0.63% return, which is significantly higher than EEV's -9.92% return. Over the past 10 years, SSGVX has outperformed EEV with an annualized return of 36.75%, while EEV has yielded a comparatively lower -20.76% annualized return.


SSGVX

1D
0.39%
1M
-10.87%
YTD
-0.63%
6M
4.13%
1Y
24.93%
3Y*
14.44%
5Y*
6.96%
10Y*
36.75%

EEV

1D
-7.55%
1M
17.84%
YTD
-9.92%
6M
-16.06%
1Y
-44.96%
3Y*
-23.86%
5Y*
-9.60%
10Y*
-20.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SSGVX vs. EEV - Expense Ratio Comparison

SSGVX has a 0.05% expense ratio, which is lower than EEV's 0.95% expense ratio.


Return for Risk

SSGVX vs. EEV — Risk / Return Rank

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

SSGVX
SSGVX Risk / Return Rank: 8282
Overall Rank
SSGVX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
SSGVX Sortino Ratio Rank: 8383
Sortino Ratio Rank
SSGVX Omega Ratio Rank: 8282
Omega Ratio Rank
SSGVX Calmar Ratio Rank: 8383
Calmar Ratio Rank
SSGVX Martin Ratio Rank: 8080
Martin Ratio Rank

EEV
EEV Risk / Return Rank: 11
Overall Rank
EEV Sharpe Ratio Rank: 00
Sharpe Ratio Rank
EEV Sortino Ratio Rank: 00
Sortino Ratio Rank
EEV Omega Ratio Rank: 00
Omega Ratio Rank
EEV Calmar Ratio Rank: 22
Calmar Ratio Rank
EEV Martin Ratio Rank: 44
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.

SSGVX vs. EEV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street Global All Cap Equity ex-U.S.Index Portfolio (SSGVX) and ProShares UltraShort MSCI Emerging Markets (EEV). 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.


SSGVXEEVDifference

Sharpe ratio

Return per unit of total volatility

1.56

-1.12

+2.68

Sortino ratio

Return per unit of downside risk

2.12

-1.76

+3.88

Omega ratio

Gain probability vs. loss probability

1.32

0.79

+0.54

Calmar ratio

Return relative to maximum drawdown

2.00

-0.70

+2.70

Martin ratio

Return relative to average drawdown

7.92

-0.98

+8.89

SSGVX vs. EEV - Sharpe Ratio Comparison

The current SSGVX Sharpe Ratio is 1.56, which is higher than the EEV Sharpe Ratio of -1.12. The chart below compares the historical Sharpe Ratios of SSGVX and EEV, 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


SSGVXEEVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.56

-1.12

+2.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

-0.26

+0.74

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.13

-0.51

+0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

-0.45

+0.56

Correlation

The correlation between SSGVX and EEV is -0.79. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

SSGVX vs. EEV - Dividend Comparison

SSGVX's dividend yield for the trailing twelve months is around 3.35%, less than EEV's 4.80% yield.


TTM20252024202320222021202020192018201720162015
SSGVX
State Street Global All Cap Equity ex-U.S.Index Portfolio
3.35%3.33%3.09%2.96%2.35%2.58%1.66%2.96%3.02%2.77%1.56%2.16%
EEV
ProShares UltraShort MSCI Emerging Markets
4.80%5.40%4.45%3.45%0.27%0.00%0.14%1.34%0.38%0.00%0.00%0.00%

Drawdowns

SSGVX vs. EEV - Drawdown Comparison

The maximum SSGVX drawdown since its inception was -35.79%, smaller than the maximum EEV drawdown of -99.83%. Use the drawdown chart below to compare losses from any high point for SSGVX and EEV.


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Drawdown Indicators


SSGVXEEVDifference

Max Drawdown

Largest peak-to-trough decline

-35.79%

-99.83%

+64.04%

Max Drawdown (1Y)

Largest decline over 1 year

-11.22%

-64.05%

+52.83%

Max Drawdown (5Y)

Largest decline over 5 years

-30.03%

-73.95%

+43.92%

Max Drawdown (10Y)

Largest decline over 10 years

-35.79%

-92.81%

+57.02%

Current Drawdown

Current decline from peak

-10.87%

-99.80%

+88.93%

Average Drawdown

Average peak-to-trough decline

-7.83%

-92.94%

+85.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.84%

45.95%

-43.11%

Volatility

SSGVX vs. EEV - Volatility Comparison

The current volatility for State Street Global All Cap Equity ex-U.S.Index Portfolio (SSGVX) is 6.43%, while ProShares UltraShort MSCI Emerging Markets (EEV) has a volatility of 21.55%. This indicates that SSGVX experiences smaller price fluctuations and is considered to be less risky than EEV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SSGVXEEVDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.43%

21.55%

-15.12%

Volatility (6M)

Calculated over the trailing 6-month period

10.02%

30.23%

-20.21%

Volatility (1Y)

Calculated over the trailing 1-year period

15.49%

40.32%

-24.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.55%

37.24%

-22.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

282.23%

40.75%

+241.48%