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EFO vs SPY

Comparison between PROSHARES ULTRA MSCI EAFE (EFO, ETF) and SPDR S&P 500 ETF Trust (SPY, ETF).

5-Year PerformanceSPY has outperformed EFO, delivering a return of +13.3% compared to +6.3%

EFO vs SPY - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
EFO
$30M
Winner
SPY
$735B
Expense Ratio
EFO
N/A
SPY
0.09%
Max Drawdown
EFO
63.71%
Winner
SPY
56.47%
Sharpe Ratio
EFO
0.83
Winner
SPY
1.62
5Y Beta
EFO
1.47
Winner
SPY
1.00
P/E Ratio
EFO
N/A
SPY
28.99
Forward P/E
EFO
N/A
SPY
22.37
5Y Dividends CAGR
EFO
N/A
SPY
5.43%
5Y EPS CAGR
EFO
N/A
SPY
26.05%
Debt to Equity
EFO
N/A
SPY
32.40%
P/S Ratio
EFO
N/A
SPY
3.74
P/B Ratio
EFO
N/A
SPY
5.61

EFO vs SPY - Historical Returns

Returns include dividend reinvestment.

1M
EFO
-0.77%
Winner
SPY
+1.90%
3M
EFO
+3.50%
Winner
SPY
+8.55%
6M
Winner
EFO
+12.56%
SPY
+8.18%
1Y
Winner
EFO
+28.17%
SPY
+25.79%
5Y(CAGR)
EFO
+6.29%
Winner
SPY
+13.32%
10Y(CAGR)
EFO
+9.58%
Winner
SPY
+15.19%
Max(CAGR)
EFO
+8.32%
Winner
SPY
+8.47%

EFO vs SPY - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

YearEFOSPY
2026+6.39%+8.26%
2025+58.49%+18.00%
2024-0.41%+25.59%
2023+24.11%+26.72%
2022-34.40%-18.64%
2021+18.47%+30.52%
2020+0.81%+17.28%
2019+41.35%+31.09%
2018-31.71%-5.24%
2017+49.91%+20.78%
2016+1.33%+13.59%
2015-6.37%+1.31%
2014-11.11%+14.56%
2013+39.10%+29.00%
2012+26.78%+14.17%
2011-32.96%+0.85%
2010+4.79%+13.14%
2009+37.91%+22.67%
2008N/A-36.25%
2007N/A+5.32%
2006N/A+13.85%
2005N/A+5.32%
2004N/A+10.75%
2003N/A+24.18%
2002N/A-22.42%
2001N/A-10.13%
2000N/A-8.84%
1999N/A+8.61%

EFO vs SPY Drawdown Comparison

The maximum drawdown for EFO was -63.52%, occurring on Mar 23, 2020. Recovery took 809 trading sessions.

The maximum drawdown for SPY was -55.20%, occurring on Mar 9, 2009. Recovery took 1224 trading sessions.

The current EFO drawdown is -9.39%. The current SPY drawdown is -2.90%.

RankEFOSPY
#1-63.52%
Jan 26, 2018 - Apr 15, 2021		-55.20%
Oct 9, 2007 - Aug 16, 2012
#2-53.95%
Sep 3, 2021 - May 19, 2025		-47.50%
Mar 24, 2000 - Oct 26, 2006
#3-49.36%
Apr 29, 2011 - Sep 18, 2013		-33.70%
Feb 19, 2020 - Aug 10, 2020
#4-45.23%
Jul 3, 2014 - Sep 19, 2017		-24.50%
Jan 3, 2022 - Dec 13, 2023
#5-38.22%
Apr 14, 2010 - Nov 4, 2010		-19.34%
Sep 20, 2018 - Apr 12, 2019
#6-25.40%
Jan 11, 2010 - Apr 14, 2010		-18.76%
Feb 19, 2025 - Jun 26, 2025
#7-22.18%
Feb 26, 2026 - Mar 20, 2026		-13.02%
Jul 20, 2015 - Apr 18, 2016
#8-20.28%
Feb 18, 2011 - Apr 26, 2011		-10.10%
Jan 26, 2018 - Aug 6, 2018
#9-17.55%
Jun 11, 2009 - Jul 23, 2009		-9.44%
Sep 2, 2020 - Nov 11, 2020
#10-14.57%
Nov 4, 2010 - Jan 13, 2011		-9.30%
Jan 19, 2000 - Mar 17, 2000
#11-14.26%
Jan 22, 2014 - Feb 24, 2014		-9.05%
Jul 19, 2007 - Oct 5, 2007
#12-13.88%
Oct 19, 2009 - Jan 6, 2010		-8.88%
Jan 27, 2026 - Apr 14, 2026
#13-11.15%
Jun 15, 2021 - Sep 2, 2021		-8.41%
Jul 16, 2024 - Sep 19, 2024
#14-10.74%
Nov 12, 2025 - Dec 11, 2025		-7.35%
Sep 14, 2012 - Jan 2, 2013
#15-10.66%
Sep 16, 2009 - Oct 14, 2009		-7.27%
Sep 18, 2014 - Oct 31, 2014

Correlation

Correlation between EFO and SPY is 0.88 which considered as a strong positive correlation - the stocks tend to move together.

0.88
-101

Dividend Comparison (1999 - 2026)

EFO vs SPY dividend yield comparison.

YearEFOSPY
20260.27%0.24%
20251.66%1.07%
20242.24%1.21%
20231.93%1.40%
20220.00%1.65%
20210.00%1.20%
20200.00%1.52%
20190.37%1.75%
20180.11%2.04%
20170.00%1.80%
20160.00%2.03%
20150.00%2.06%
20140.00%1.87%
20130.00%1.81%
20120.00%2.18%
20110.00%2.05%
20100.10%1.80%
20090.07%1.95%
20080.00%3.02%
20070.00%1.85%
20060.00%1.73%
20050.00%1.73%
20040.00%1.82%
20030.00%1.47%
20020.00%1.70%
20010.00%1.25%
20000.00%1.15%
19990.00%0.24%

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